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- Wed Mar 27, 2013 6:57 am
- Forum: Data Manipulation
- Topic: Removing outliers: Winsorization
- Replies: 3
- Views: 22010
Re: Removing outliers: Winsorization
Dear all I want to remove the outliers of my dataset through winsorization. Therefore I create a new program and give in the follow formula: !my_percentile = x !quant_low = @quantile(variable,!my_percentile) !quant_high = @quantile(variable,1-!my_percentile) series variable_win= !quant_low*(variable...