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st: Elimination of outliers
From
"Achmed Aldai" <[email protected]>
To
[email protected]
Subject
st: Elimination of outliers
Date
Mon, 06 Jun 2011 13:46:52 +0200
Hi
I am currently working on a do file where I want to eliminate outliers which have the highest and the lowest values regarding certain variables. Here it is e.g. at and lt. In general I have 150000 observations and out of these observations I want to delete 25 observations from the upper and lower boundaries. But it might also be better to do it relatively meaning that I dont take the highest and lowest 25 but the lower and upper 1% of the corresponding variables.
gvkey at lt
1001 1120 231
1001 1230 312
1210 57 32
1210 67 25
1354 789 560
1368 650 500
1481 1230 900
2930 21 30
3201 234 213
3201 256 220
3210 267 320
4510 4335 3214
I hope this became clear.
Thank you very much for your help.
Felix
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