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WINSOR: Stata module to Winsorize a variable

Author

Listed:
  • Nicholas J. Cox

    () (University of Durham)

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.

Suggested Citation

  • Nicholas J. Cox, 1998. "WINSOR: Stata module to Winsorize a variable," Statistical Software Components S361402, Boston College Department of Economics, revised 09 Aug 2006.
  • Handle: RePEc:boc:bocode:s361402
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    File URL: http://fmwww.bc.edu/repec/bocode/w/winsor.ado
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    More about this item

    Keywords

    Winsorize; robustness; resistance; transformations;

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