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ATIP_REGLAS: Stata module for outlier detection via an ensemble of five classic rules

Author

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  • Andres Talavera Cuya

    (Direccion Nacional de Censos y Encuestas -- INEI Peru)

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Abstract

atip_reglas flags outliers within groups using five classic rules (mean+/-3SD, mean+/-2SD, z-score, Tukey IQR, univariate Mahalanobis), combined as a union (any rule firing flags the case). By default it uses median/MAD instead of mean/SD as the reference (Iglewicz and Hoaglin 1993), which is far more robust to masking under contamination -- validated by simulation (1,000 datasets): at 20% contamination, recall of the strict criterion rises from 27.4% (mean/SD) to 95.5% (median/MAD). A classic option reverts to the mean/SD behavior.

Suggested Citation

  • Andres Talavera Cuya, 2026. "ATIP_REGLAS: Stata module for outlier detection via an ensemble of five classic rules," Statistical Software Components S459851, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459851
    Note: This module should be installed from within Stata by typing "ssc install atip_reglas". The module is made available under terms of the GPL v3 license.
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    File URL: http://fmwww.bc.edu/repec/bocode/a/atip_reglas.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/a/atip_reglas.sthlp
    File Function: help file
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