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TRIMMEAN: Stata module for trimmed means as descriptive or inferential statistics

Author

Listed:
  • Nicholas J. Cox

    (Durham University)

Programming Language

Stata

Abstract

trimmean calculates trimmed means. The basic recipe is to set aside some of the lowest order statistics and some of the highest order statistics and then to calculate the mean of what remains, thus providing some protection against possible stretched tails or outliers in a sample. The user specifies percents or numbers to be trimmed or maximum allowed deviation from the median for one or more trimmed means. Optionally confidence intervals may be calculated.

Suggested Citation

  • Nicholas J. Cox, 2013. "TRIMMEAN: Stata module for trimmed means as descriptive or inferential statistics," Statistical Software Components S457593, Boston College Department of Economics, revised 13 May 2013.
    • Handle: RePEc:boc:bocode:s457593
    Note: This module should be installed from within Stata by typing "ssc install trimmean". 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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/t/trimmean.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/t/trimmean.sthlp
    File Function: help file
    Download Restriction: no
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