Re: st: winzorized mean comparison

[Ron�n Conroy <rconroy@rcsi.ie>]

On 17 I�il 2006, at 13:43, Chapman, Ben P wrote:

> Dear Stata list,
>
> A colleague in biostatistics has a Stata inquiry that's stumped me.  
> I know there's a program for winsorizing means, but he is curious  
> to know if stata has any procedure for comparing two or more  
> independent groups with trimmed or winsorized means, rather than  
> conventional means as in a t-test.  Apropros of the recent  
> discussion about FAQs, I have indeed searched and see nothing on  
> this. Any thoughts much appreciated.
Winsorising is named after the British Royal Family, whose motto is  
'ignore anything odd' (de gustibus, nil, nisi noster').

If you want to examine the effect of outlying observations on the  
conclusions of a regression, try robust regression (-rreg-), which  
downweights observations iteratively rather than giving them all the  
snip at once.

However, this is really just a check to see whether the substantive  
conclusions of your analysis can be altered when observations with  
extreme influence on the model are down-weighted. Your problem of  
estimating effect sizes - if you had one - remains.

If you have seriously disturbed data, you could try -ologit- on the  
data re-expressed as suitable quantiles (deciles, say).

=========
Ron�n Conroy
Royal College of Surgeons in Ireland
rconroy@rcsi.ie
+353 (0) 1 402 2431
+353 (0) 87 799 97 95
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