Trim

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

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EViews Esther
EViews Developer
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Trim

Postby EViews Esther » Wed Nov 24, 2010 11:43 am

This thread is about the Trim add-in that performs Trimming and Winsorising.

Change log
  • 2011/07/21 - Fix for a bug in winsorizing.

basher
Posts: 7
Joined: Tue Nov 04, 2008 3:44 am

Re: Trim

Postby basher » Fri Feb 11, 2011 8:19 am

Hi,
Could you suggest any concept paper(s) related to this add-in (trimming and winsorising). Thank you.
Basher

EViews Gareth
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Re: Trim

Postby EViews Gareth » Fri Feb 11, 2011 8:57 am

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ROSSINL
Posts: 25
Joined: Sun Jul 11, 2010 10:43 pm

Re: Trim

Postby ROSSINL » Thu Jul 21, 2011 3:33 pm

Hi,

I've downloaded the trimming and winsorization add-in for Eviews 7. However, when I do winsorization on a variable, it only performs winsorization for the upper tail of the distribution. So the maximum is affected after winsorization, but the minimum is not. I've used different quantiles but the issue remains. Trimming works fine on the same data. Any suggestions how to overcome this problem?

EViews Gareth
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Re: Trim

Postby EViews Gareth » Thu Jul 21, 2011 3:50 pm

Will upload a fixed version soon.
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ROSSINL
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Re: Trim

Postby ROSSINL » Thu Jul 21, 2011 4:05 pm

Sure, I've attached a trimmed version of it.
I've tested it on the variables "at" and "revt" for a winsorization at 5% and 95% quintiles.
As you can see the minimum is the same for the unwinsorized and winsorized series, but the maximum differs.

PS: I see you edited your post :P I guess you've already located the problem? I'll wait patiently! :wink:
Last edited by ROSSINL on Thu Jul 21, 2011 4:26 pm, edited 1 time in total.

EViews Gareth
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Re: Trim

Postby EViews Gareth » Thu Jul 21, 2011 4:10 pm

Fix is already up :D
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ROSSINL
Posts: 25
Joined: Sun Jul 11, 2010 10:43 pm

Re: Trim

Postby ROSSINL » Thu Jul 21, 2011 4:26 pm

I can confirm that winsorizing now works flawlessly :D
Thanks for the fast response Gareth!

dagfinnrime
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Re: Trim

Postby dagfinnrime » Sat Mar 16, 2013 8:12 am

Hi,

documentation says "command line" version is "trim(q1,q2) outputname".

When I do this in a program it opens the dialog. Does "command line" literally mean the upper part of the Eviews-window, and not necessarily a program?

I see from the program that I could do (for trimming)

Code: Select all

series out = @recode(in<@quantile(in,0.05) or in>@quantile(in,0.95),na,in)

But using a command without opening the dialog box is nice.

Dagfinn

EViews Gareth
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Re: Trim

Postby EViews Gareth » Sun Mar 17, 2013 12:33 am

Open the program file and change the line that says:

Code: Select all

%outvars = @wmid(%args,2)

to be:

Code: Select all

%outvars = @wmid(%args,1)
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mhn7
Posts: 1
Joined: Fri Feb 28, 2014 11:13 am

Re: Trim

Postby mhn7 » Fri Feb 28, 2014 11:22 am

Hi,

I am currently using EViews 7 and using the trim add-on to remove outliers from my dataset. I am regression average loan balance on multiple independent variables and if I use the trim the average loan balance (from q% of highest and lowest observations at 0.99 and 0.01 respectively), then do I need to alter any of the independent variables after this?

In other words, the average loan balance will just show NA in the trimmed variables and thus I do not need to make any changes to the remaining independent variables such as cost per loan, dummies for countries etc.?

Thank you in advance!

gerrard
Posts: 17
Joined: Sun Mar 02, 2014 5:38 am

Re: Trim

Postby gerrard » Thu Jun 12, 2014 2:55 am

Will this add-in work with EViews 8 as well?

trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: Trim

Postby trubador » Thu Jun 12, 2014 3:08 am

Yes. But you can always download and install the add-in to see it for yourself.

System
Posts: 3
Joined: Thu May 21, 2015 9:18 pm

Re: Trim

Postby System » Thu May 21, 2015 9:20 pm

Is it possible to trim on one side? I've tried entering 0 in q% of lowest observations, but it does not allow me to do that.

EViews Gareth
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Re: Trim

Postby EViews Gareth » Thu May 21, 2015 10:00 pm

No
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