Re: st: Confusion with Winsorizing

[Nick Cox <njcoxstata@gmail.com>]

I would never overwrite existing data with Winsorized data. Doing that
may already have messed up results irretrievably if there is some
mistake in what you are doing.

A smaller objection is that the local macros are unneeded here.
Assuming that the abbreviation -Postt- works,

clonevar PostW = Postt
forvalues e=1/55 {
     sum Postt if (Postt != 0 & Event`e'  == 1) , de
     replace PostW = r(p95) if (Event`e' ==1 & Postt > r(p95))
     replace PostW = r(p5) if (Event`e' ==1 & Postt < r(p5))
}

That still leaves your major question. An implicit assumption here is
that the values of 1 for -Event*- are disjoint, i.e. any value of such
a variable being 1 rules out the same for any other such variable. We
have no information on that from you.

Nick
njcoxstata@gmail.com


On 15 January 2014 17:30, Nima Darbari <ramharz@gmail.com> wrote:
> I have written the simple code below to Winsorize a figure in 55
> different events separately but perhaps due to a funny mistake it
> doesn't work properly.
>
> forvalues e=1(1)55{
> sum PostturnoverFirm if (PostturnoverFirm !=0 & Event`e' ==1) , de
> local p95=r(p95)
> local p5=r(p5)
> replace PostturnoverFirm = `p95' if (Event`e' ==1 & PostturnoverFirm > `p95')
> replace PostturnoverFirm = `p5' if (Event`e' ==1 & PostturnoverFirm < `p5')
> }
>
>
> Bigger than the 95 percentile line works correctly but the smaller
> than 5 percentile line replaces the figure for almost all of the rest
> of observations. Does anyone know whats wrong with this?
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