WINSOR4: Stata module to winsorize a variable based on outliers defined by either percentiles or interquartile range

Adrien Matray () and Pablo E. Rodriguez ()
Additional contact information
Adrien Matray: Stanford University
Pablo E. Rodriguez: MIT

Statistical Software Components from Boston College Department of Economics

Abstract: winsor4 provides methods for handling outliers in your data by either trimming (i.,e., replacing the outliers with missing values) or winsorizing (i.e., replacing outliers with the maximum and minimum specified). Outliers can either be identified by specifying a pre-determined level in the distribution (e.g., bottom 5% and top 95%), or by using the interquartile range (IQR) method. The distribution can be computed unconditionally over the full distribution of varname, or within specified groups (e.g., for each year). Only one variable at a time is supported.

Language: Stata
Requires: Stata version 13
Keywords: data management; winsor; outliers; percentiles; interquartile range (search for similar items in EconPapers)
Date: 2024-08-27, Revised 2025-02-11
Note: This module should be installed from within Stata by typing "ssc install winsor4". 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/w/winsor4.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/w/winsor4.sthlp help file (text/plain)

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