WINSOR: Stata module to Winsorize a variable
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.
|Requires:||Stata version 7.0|
|Date of creation:||18 Nov 1998|
|Date of revision:||09 Aug 2006|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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