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Re: st: How to find extreme values


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: How to find extreme values
Date   Tue, 27 Mar 2012 09:54:33 +0100

Since outliers have a big effect on means and standard deviations this
is usually a poor method.

Nick

On Tue, Mar 27, 2012 at 9:42 AM, San K <[email protected]> wrote:
> I normally calculate the standard deviation and mean. Then you can
> define what your extreme points are. For example, you can see anything
> < (mean-4*SD) or >  (mean + 4*SD) is an extreme value.
>
> I don't know Stata code much but in SPSS you can simply calculate the
> mean & SD by aggregation command without really aggregating your data
> set. Hope you can do similar.

 On Tue, Mar 27, 2012 at 1:20 PM, Sandy Y.  Zhu <[email protected]> wrote:

>> I was wondering if anyone knows how to find outliers or extreme values
>> in Stata? I have a data whose values mostly lie in (-1,1) range, but
>> some of them are really far off due to the way the data is scaled
>> (somewhere around +/-100000). Is there any chance I can eliminate
>> those with a stata function?
>>
>> Thank you!
>>
>> --
>> Yours sincerely,
>>
>> Sandy Y. Zhu
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