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Re: st: Elimination of outliers
From
"Achmed Aldai" <[email protected]>
To
[email protected]
Subject
Re: st: Elimination of outliers
Date
Mon, 06 Jun 2011 16:07:23 +0200
Hi
sorry I cannot really understand why it is a bad idea. I want to eliminate the outliers beacuse I think they cause a bias in my results.
How can I transform my predictors and what do you mean by that?
What is a non-identity link function?
Thank you
FElix
-------- Original-Nachricht --------
> Datum: Mon, 6 Jun 2011 13:39:20 +0100
> Von: Nick Cox <[email protected]>
> An: "[email protected]" <[email protected]>
> Betreff: Re: st: Elimination of outliers
> In general, a very bad idea. Consider transforming your response or
> predictors or using a non-identity link function in a generalized
> linear model or some flavour of robust regression as more measured
> tactics.
>
> Nick
>
> On 6 Jun 2011, at 12:46, "Achmed Aldai" <[email protected]> wrote:
>
> > 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.
> >
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