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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Factor analysis and winsorizing/Outlier |
| Date | Mon, 25 Nov 2013 11:04:41 +0000 |
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 njcoxstata@gmail.com On 25 November 2013 08:26, Florian Christian Esser <florian.esser@tu-dortmund.de> 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 > > * > * 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/