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Data with outliers

Posted: Wed May 15, 2019 9:44 am
by AfonsoRod
Dear all

I have a daily dataset from 2009 to 2018, and all my variables have outliers. I want to use the "Inter Quartile Range" to identify the outliers, and then use the @bounds command to remove them.

My question is: I have to transform my variables into logs, so should I remove the outliers before or after I have transformed my variables into logs?

Thank you for the help

Re: Data with outliers

Posted: Wed May 15, 2019 9:51 am
by startz
Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs.

Re: Data with outliers

Posted: Wed May 15, 2019 10:01 am
by AfonsoRod
startz wrote:Log is a monotonic transformation. Assuming that your values are all positive, it should make no difference whether you change the sample before or after taking logs.


startz, i thought that too, but I have removed the outliers using the @bounds command, and when I transformed my variables into logs, the presence of outliers were confirmed again.

Re: Data with outliers

Posted: Wed May 15, 2019 11:46 am
by startz
Not sure what happened, but if you remove outliers and then recompute interquartile range the range will change.