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WINSOR: Stata module to Winsorize a variable

Author

Listed:
  • Nicholas J. Cox

    (University of Durham)

Programming Language

Stata

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
    as

    Download full text from publisher

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

    1. Schaffer, Mark & Kleck, Gary & Kovandzic, Tomislav, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers.
    2. Terri Friedline & Robert Hughes & Paul Johnson, 2014. "Toward Healthy Balance Sheets: Are Savings Accounts a Gateway to Young Adults’ Asset Diversification and Accumulation?," Review, Federal Reserve Bank of St. Louis, vol. 96(4), pages 359-389.

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