bacon: An effective way to detect outliers in multivariate data using Stata (and Mata)
Sylvain Weber ()
Stata Journal, 2010, vol. 10, issue 3, 331-338
Abstract:
Identifying outliers in multivariate data is computationally intensive. The bacon command, presented in this article, allows one to quickly identify out- liers, even on large datasets of tens of thousands of observations. bacon constitutes an attractive alternative to hadimvo, the only other command available in Stata for the detection of outliers. Copyright 2010 by StataCorp LP.
Keywords: bacon; hadimvo; outliers detection; multivariate outliers (search for similar items in EconPapers)
Date: 2010
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