Re: st: How to get rid of outliers

[Nick Cox <njcoxstata@gmail.com>]

If the question is simple

How to get rid of outliers?

then there is a good simple long answer

Don't (usually).

and a good simple short answer

Don't.

There are of course even longer answers in many places. The thread starting at

http://www.stata.com/statalist/archive/2007-06/msg00185.html

throws a variety of lights on outliers and immodesty leads me to recommend

http://www.stata.com/statalist/archive/2007-06/msg00239.html

as particularly long-winded, and respect leads me to nominate Richard
Goldstein's concise remark

http://www.stata.com/statalist/archive/2007-06/msg00240.html

as most penetrating of all. But the whole thread is worth looking through

One rather long footnote to the thread is provided by

SJ-13-3 st0313  . . . . . . . . . . . . . .  Speaking Stata: Trimming to taste
        (help trimmean, trimplot if installed)  . . . . . . . . . .  N. J. Cox
        Q3/13   SJ 13(3):640--666
        tutorial review of trimmed means, emphasizing the scope for
        trimming to varying degrees in describing and exploring data

but the best Stata incantation of all is likely to be -glm-.

More generally, modify your model so that outliers are accommodated.

Don't modify your data because they are awkward to analyse.

Nick
njcoxstata@gmail.com


On 24 October 2013 15:31, Xixi Lin <winnielxx@gmail.com> wrote:
> Hi All,
>
> I know it seems to be a very simple question. But I still wanna ask
> how to keep 99%(95%) of the data? Is it just chop off 2 standard
> deviations? How to code it then?
>
> Thanks a lot.
>
> Best,
> Xixi Lin
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