WINSOR: Stata module to Winsorize a variable

Nicholas Cox

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 7.0
Keywords: Winsorize; robustness; resistance; transformations (search for similar items in EconPapers)
Date: 1998-11-18, Revised 2006-08-09
References: Add references at CitEc
Citations: View citations in EconPapers (2)

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

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s361402

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