SCREEN: Stata module to quickly identify possible outliers based on the interquartile range, percentile or standard deviation

Marco Santacroce

Statistical Software Components from Boston College Department of Economics

Abstract: screen quickly identifies possible outliers based on the interquartile range, percentile or standard deviation. For example, screen can identify Tukey’s severe outliers (more than 3 IQR away from the nearer quartile) and mild outliers (between 1.5 and 3 IQR away from the nearer quartile), Gaussian outliers based on the three-sigma-rule (more than 3 SD away from the mean), Chebyshev's inequality (no more than 1/k^2 of values can be more than k standard deviations away from the mean), and percentile outliers (top and bottom sample trimming).

Language: Stata
Requires: Stata version 11
Keywords: data management; screening; filtering (search for similar items in EconPapers)
Date: 2017-05-18, Revised 2020-05-21
Note: This module should be installed from within Stata by typing "ssc install screen". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/screen.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/screen.sthlp help file (text/plain)

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