grubbs test (Grubbs, 1969 and Stefansky, 1972) can be used to detect outliers in a data set, either creating a new variable (equal to 1 if the observation is an outlier and 0 otherwise) or dropping outliers out of the data set. The Grubbs test is also known as the maximum normed residual test. The Grubbs test detects one outlier at each iteration. The outlier is expunged from the data set and the test is iterated until no outliers remain.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S456803.
Size: Programming language: Stata Requires: Stata version 8 Date of creation: 12 Jan 2007 Date of revision:
29 Jan 2007 Handle: RePEc:boc:bocode:s456803
Note: This module may be installed from within Stata by typing "ssc install grubbs". Windows users should not attempt to download these files with a web browser. Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC