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Trim
Posted: Wed Nov 24, 2010 11:43 am
by EViews Esther
This thread is about the
Trim add-in that performs
Trimming and
Winsorising.
Change log- 2011/07/21 - Fix for a bug in winsorizing.
Re: Trim
Posted: Fri Feb 11, 2011 8:19 am
by basher
Hi,
Could you suggest any concept paper(s) related to this add-in (trimming and winsorising). Thank you.
Basher
Re: Trim
Posted: Fri Feb 11, 2011 8:57 am
by EViews Gareth
Re: Trim
Posted: Thu Jul 21, 2011 3:33 pm
by ROSSINL
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?
Re: Trim
Posted: Thu Jul 21, 2011 3:50 pm
by EViews Gareth
Will upload a fixed version soon.
Re: Trim
Posted: Thu Jul 21, 2011 4:05 pm
by ROSSINL
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
I guess you've already located the problem? I'll wait patiently!
Re: Trim
Posted: Thu Jul 21, 2011 4:10 pm
by EViews Gareth
Fix is already up
Re: Trim
Posted: Thu Jul 21, 2011 4:26 pm
by ROSSINL
I can confirm that winsorizing now works flawlessly
Thanks for the fast response Gareth!
Re: Trim
Posted: Sat Mar 16, 2013 8:12 am
by dagfinnrime
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
Re: Trim
Posted: Sun Mar 17, 2013 12:33 am
by EViews Gareth
Open the program file and change the line that says:
to be:
Re: Trim
Posted: Fri Feb 28, 2014 11:22 am
by mhn7
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!
Re: Trim
Posted: Thu Jun 12, 2014 2:55 am
by gerrard
Will this add-in work with EViews 8 as well?
Re: Trim
Posted: Thu Jun 12, 2014 3:08 am
by trubador
Yes. But you can always download and install the add-in to see it for yourself.
Re: Trim
Posted: Thu May 21, 2015 9:20 pm
by System
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.
Re: Trim
Posted: Thu May 21, 2015 10:00 pm
by EViews Gareth
No