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Re: st: technical question on the removal of outliers
From
Steven Samuels <[email protected]>
To
[email protected]
Subject
Re: st: technical question on the removal of outliers
Date
Mon, 28 Feb 2011 12:24:56 -0500
Rado-
I cannot recommend your procedure:
Outliers in regression are defined as those with extreme residuals. The only way to identify them is to do the regressions first. Extreme observations on the Y variable may or may not be outliers; conversely outliers can have values in the middle of the Y distribution.
If you want to "automatically" minimize or eliminate the effects of outliers on regression results, I recommend Verardi and Croux's -mmregress- package (-findit-).
Steve
Steven J. Samuels
Consulting Statistician
18 Cantine's Island
Saugerties, NY 12477 USA
Voice: 845-246-0774
Fax: 206-202-4783
[email protected]
On Feb 26, 2011, at 4:26 PM, [email protected] wrote:
Dear all,
is there a possibility to remove outliers in the highest 99th and lowest 1st
percentile in stata before running regressions? I proceed currently by using
sum, varlist, det after which I manually drop these observations.
However it is rather time consuming when one needs to run a lot of regressions.
I would be glad if you could share such stata command with me.
Best,
Rado
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