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Re: st: Factor analysis and winsorizing/Outlier


From   "Florian Christian Esser" <[email protected]>
To   [email protected]
Subject   Re: st: Factor analysis and winsorizing/Outlier
Date   Mon, 25 Nov 2013 12:10:38 +0100

Hi Nick,
thanks for your answer.
What other things to are there? I am particularly worried about one
outlier, that is in the range of "4" whereas most other results are based
around "0". Sample size is 88.

Thanks again
Florian

> I don't think there is any "should" here that comes on tablets of stone.
>
> If you are worried about outliers, there are many things you can do,
> but if Winsorizing raw data is not enough to produce good results,
> then further Winsorizing on what factor analysis produces is likely to
>  be going further down the wrong road.
> Nick
> [email protected]
>
>
> On 25 November 2013 08:26, Florian Christian Esser
> <[email protected]> wrote:
>> Hi everyone,
>>
>> I am using an exploratory factor analysis with three factors to derive a
>> strategy construct based on secondary data.
>>
>> If I am winsorizing ma data, how should I proceed? Do I winsorize the
>> input factors, do I winsorize the resulting construct, do I winsorize at
>> both stages?
>>
>> Thanks a lot
>> Florian
>>
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