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GRUBBS: Stata module to perform Grubbs' test for outliers

Author

Listed:
  • Nicolas Couderc

    (Centre d'Economie de la Sorbonne, TEAM & CNRS)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Nicolas Couderc, 2007. "GRUBBS: Stata module to perform Grubbs' test for outliers," Statistical Software Components S456803, Boston College Department of Economics, revised 29 Jan 2007.
    • Handle: RePEc:boc:bocode:s456803
    Note: This module should be installed from within Stata by typing "ssc install grubbs". 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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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/grubbs.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/grubbs.hlp
    File Function: help file
    Download Restriction: no
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    Cited by:

    1. Thushyanthan Baskaran & Zohal Hessami, 2010. "Globalization, Redistribution, and the Composition of Public Education Expenditures," CESifo Working Paper Series 2917, CESifo.

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