命令信息

主要功能：根据百分位数或四分位距定义的异常值对单个连续性变量进行缩尾或截尾处理
最新版本：August, 2024
更新日期：2024-09-18
运行环境：Stata  13+
作者信息：Adrien Matray (matray@stanford.edu), Pablo E. Rodriguez (pablo6@mit.edu)
安装方法：ssc install winsor4, replace

命令示例

 *- Winsor based on (p1 p99) percentiles and replace the variable.

  .  sysuse nlsw88, clear

 .  winsor4 wage, method(winsor) outlier(tail) level(1)

 *- Same but create a new variable and preserve the old one without changes.

.  winsor4 wage, method(winsor) outlier(tail) level(1) newvar(wage_winsor)

 *- Same but winsorize only the strictly positive values

.  winsor4 wage, method(winsor) outlier(tail) level(1) newvar(tenure_winsor) positive

 *- Trim based on (p1 p99) percentiles and replace the variable.

 .  winsor4 wage, method(trim) outlier(tail) level(1)

 *- Winsor based on one time the IQR and replace the variable.

 .  winsor4 wage, method(winsor) outlier(iqr) level(1)

 *- Winsor based on (p1 p99) percentiles by industry and replace the variable

 .  winsor4 wage, method(winsor) outlier(tail) level(1) group(industry)