ATIP_REGLAS: Stata module for outlier detection via an ensemble of five classic rules

Andres Talavera Cuya ()
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Andres Talavera Cuya: Direccion Nacional de Censos y Encuestas -- INEI Peru

Statistical Software Components from Boston College Department of Economics

Abstract: atip_reglas flags outliers within groups using five classic rules (mean+/-3SD, mean+/-2SD, z-score, Tukey IQR, univariate Mahalanobis), combined as a union (any rule firing flags the case). By default it uses median/MAD instead of mean/SD as the reference (Iglewicz and Hoaglin 1993), which is far more robust to masking under contamination -- validated by simulation (1,000 datasets): at 20% contamination, recall of the strict criterion rises from 27.4% (mean/SD) to 95.5% (median/MAD). A classic option reverts to the mean/SD behavior.

Language: Stata
Requires: Stata version 14
Keywords: outliers; contamination (search for similar items in EconPapers)
Date: 2026-08-02
Note: This module should be installed from within Stata by typing "ssc install atip_reglas". The module is made available under terms of the GPL v3 license.
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http://fmwww.bc.edu/repec/bocode/a/atip_reglas.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/atip_reglas.sthlp help file (text/plain)

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