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WINSOR: Stata module to Winsorize a variable

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Author Info
Nicholas J. Cox () (University of Durham)

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Abstract

winsor takes the non-missing values of a variable and generates a new variable identical except that the h highest and h lowest values are replaced by the next value counting inwards from the extremes. h can be specified directly or indirectly by specifying a fraction p of the number of observations: h = [p n]. This transformation is named after the biostatistician C.P. Winsor. This is version 1.3.0 of the software.

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File URL: http://fmwww.bc.edu/repec/bocode/w/winsor.ado
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File URL: http://fmwww.bc.edu/repec/bocode/w/winsor.hlp
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S361402.

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Programming language: Stata
Requires: Stata version 7.0
Date of creation: 18 Nov 1998
Date of revision: 09 Aug 2006
Handle: RePEc:boc:bocode:s361402

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Related research
Keywords: Winsorize; robustness; resistance; transformations;

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  1. Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2009-6-24.

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