st: Re: How to delete studentized residuals with absolute values greater than or equal to two after conducting areg procedure?

["George_Huang" <cjhuang168@gmail.com>]

Dear David and Peter,

Thanks for both of your suggestions.  I want to delete studentized residuals 
that have an absolute value greater than or equal to two to delete outliers 
because I want to test the robustness of the analysis results.  This is 
suggested by my coauthor. However, I am more comfortable for deleting the 
outliers by 3 absolute value of studentized residuals as you mentioned. I 
can not find postestimation for studentized residuals after conducing areg 
procedure. If you have further suggesitons, please let me know.

Thanks a lot,

George


-----原始郵件----- 
From: Lachenbruch, Peter
Sent: Thursday, June 27, 2013 2:03 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: How to delete studentized residuals with absolute values 
greater than or equal to two after conducting areg procedure?

I agree with David completely.  I would also note STRONGLY that using a 
criterion of 2 for removal of 'outliers' is way too generous.  I have always 
used 2.5 or 3 for removal in the regression, but I would never remove them 
from the data set!

Peter A. Lachenbruch,
Professor (retired)
________________________________________
From: owner-statalist@hsphsun2.harvard.edu 
[owner-statalist@hsphsun2.harvard.edu] on behalf of David Hoaglin 
[dchoaglin@gmail.com]
Sent: Wednesday, June 26, 2013 6:50 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: How to delete studentized residuals with absolute values 
greater than or equal to two after conducting areg procedure?

Dear George,

Please explain why you want to delete studentized residuals whose
absolute values are greater than 2.  I hope you are not planning
simply to remove the corresponding observations from the data for your
regression.

David Hoaglin

On Wed, Jun 26, 2013 at 9:37 PM, George_Huang <cjhuang168@gmail.com> wrote:
> Dear statalisters,
>
>
> I can predict studentized residuals after running reg. However, I don’t 
> know
> how to save the studentized residuals after running areg. Does anyone know
> how to delete studentized residuals with absolute values greater than or
> equal to two after conducting areg procedure?
>
> Many thanks,
>
> Regards,
>
> George

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/ 

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/