bacon: An effective way to detect outliers in multivariate data using Stata (and Mata)
Identifying outliers in multivariate data is computationally intensive. The bacon command, presented in this article, allows one to quickly identify out- liers, even on large datasets of tens of thousands of observations. bacon constitutes an attractive alternative to hadimvo, the only other command available in Stata for the detection of outliers. Copyright 2010 by StataCorp LP.
Volume (Year): 10 (2010)
Issue (Month): 3 (September)
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References listed on IDEAS
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- Kit Baum, 2008.
"Using Mata to work more effectively with Stata: A tutorial,"
United Kingdom Stata Users' Group Meetings 2008
11, Stata Users Group.
- Christopher F Baum, 2009. "Using Mata to work more effectively with Stata: A tutorial," German Stata Users' Group Meetings 2009 06, Stata Users Group.
- Kit Baum, 2008. "Using Mata to work more effectively with Stata: A tutorial," Fall North American Stata Users' Group Meetings 2008 7, Stata Users Group.
- Billor, Nedret & Hadi, Ali S. & Velleman, Paul F., 2000. "BACON: blocked adaptive computationally efficient outlier nominators," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 279-298, September.
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