FLAGOUT: Stata module to flag outliers using a robust Z-score

Liz Foster ()
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Liz Foster: World Bank

Statistical Software Components from Boston College Department of Economics

Abstract: flagout flags outliers in the supplied variable, using a robust Z-score based on the median and IQR. The robust Z-score is defined as (x-p50)/((p75-p25)/1.35) or (x-p50)/((p90-p10)/2.56) if p75-p25 = 0. The scale factors of 1.35 and 2.56 make it equivalent to a standard Z-score on a normally distributed variable as IQR = 1.35 * sd and p90-p10 = 2.56 * sd for such variables. The use of the median and re-scaled interquartile range makes it more robust to the presence of outliers in the distribution which can bias the estimatation of the mean and standard deviation.

Language: Stata
Requires: Stata version 13
Keywords: outliers; Z-scores (search for similar items in EconPapers)
Date: 2025-07-19
Note: This module should be installed from within Stata by typing "ssc install flagout". 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/f/flagout.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/flagout.sthlp help file (text/plain)

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