ROSNER: Stata module implementing Rosner's generalized extreme studentized deviate (ESD) procedure to detect multiple outliers

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: rosner implements Rosner's (1983) generalized extreme studentized deviate (ESD) procedure to test for up to k potential outliers. Rosner's test has an advantage over some other procedures because it is designed to avoid "masking", which occurs when an outlier goes undetected because it is close in value to another outlier. Of note, Rosner (1983) indicates that this approximation does not work well for small samples (n

Language: Stata
Requires: Stata version 11
Keywords: outliers; normal distribution (search for similar items in EconPapers)
Date: 2024-04-11
Note: This module should be installed from within Stata by typing "ssc install rosner". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rosner.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rosner.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rosner_table4.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459315

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