GRUBBS: Stata module to perform Grubbs' test for outliers

Nicolas Couderc ()

Statistical Software Components from Boston College Department of Economics

Abstract: grubbs test (Grubbs, 1969 and Stefansky, 1972) can be used to detect outliers in a data set, either creating a new variable (equal to 1 if the observation is an outlier and 0 otherwise) or dropping outliers out of the data set. The Grubbs test is also known as the maximum normed residual test. The Grubbs test detects one outlier at each iteration. The outlier is expunged from the data set and the test is iterated until no outliers remain.

Language: Stata
Requires: Stata version 8
Keywords: Grubbs; outliers; maximum normed residual test (search for similar items in EconPapers)
Date: 2007-01-12, Revised 2007-01-29
Note: This module may be installed from within Stata by typing "ssc install grubbs". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/grubbs.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/grubbs.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456803

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