English, Article edition: WINSOR: Stata module to Winsorize a variable Nicholas J. Cox

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Bookmark: http://trove.nla.gov.au/version/103719
Physical Description
  • code
Language
  • English

Edition details

Title
  • WINSOR: Stata module to Winsorize a variable
Author
  • Nicholas J. Cox
Physical Description
  • code
Notes
  • winsor takes the non-missing values of a variable and generates a new variable identical except that the h highest and h lowest values are replaced by the next value counting inwards from the extremes. h can be specified directly or indirectly by specifying a fraction p of the number of observations: h =​ [p n]. This transformation is named after the biostatistician C.P. Winsor. This is version 1.3.0 of the software.
  • Winsorize, robustness, resistance, transformations
  • RePEc:boc:bocode:s361402
Language
  • English
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