Re: st: RE: Winsorize by time and group

["Gokhan Y." <statacurious@gmail.com>]

Thanks a lot. The web reference would be:

http://www.stata.com/statalist/archive/2004-08/msg00008.html

Gokhan

On Tue, Nov 29, 2011 at 5:51 AM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> There are no precise web references to Statalist postings here to comment on.
>
> The allusion is presumably to -winsor- on SSC.
>
> You are asked to explain _where_ user-written programs you refer to come from.
>
> 1. It makes questions much easier to understand. Questions that are not understood will probably just be deleted.
> 2. It gives people, even those who will not answer the question, some information they might find helpful.
> 3. It gives some credit or publicity to the original program authors, if only indirectly.
> 4. Sometimes, as Maarten stressed earlier today, there are different versions of a program and it is important to be clear which you are using.
>
> In this case, as you say, -winsor- does not support -by:- and the author evidently has no immediate intention to add that support.
>
> So, here is an example of appropriate technique
>
> sysuse auto, clear
> egen group = group(rep78)
> gen winsorised = .
> su group, meanonly
> forval i  = 1/`r(max)' {
>        capture {
>                winsor mpg if group == `i', gen(work) h(1)
>                replace winsorised = work if group == `i'
>                drop work
>   }
> }
>
> -egen, group()- will happily work with combinations of two or more variables, so the example can be adopted to your situation.
>
> And here is some explanation of that technique:
>
> http://www.stata.com/support/faqs/data/foreach.html
>
> Nick
> n.j.cox@durham.ac.uk
>
> Gokhan Yilmaz
>
> I have a time variable "t" that takes values between 1 to 12 for each
> month and a group variable that is {0,1}. I want to winsorize my
> return variable "ret" for each group in each month. Since "by" cannot
> be combined with "winsor", can you suggest a syntax in this case? In
> my statalist search i found the syntax  for winsorizing on one
> dimension (every year) but couldn't find a case with two dimensions.
>
>
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