winsorize

  1. C

    Winsorizing panel data

    Hey :) I am currently working on my bachelor thesis in finance and I faced some problems regarding my dataset. I wanted to analyze the effect of leverage on the performance of companies and as many researchers before me, I wanted to use a multiple linear regression model. My tutor advised me to...
  2. R

    Does Stata give up certain commands?

    Hello, I use Stata 12 by reading a book on Stata 11 and the Internet. I would like to use two commands: wincorr and grqreg. None of them works. Do you know how to do simply winsorising with Stata? More importantly, how to display graph of coefficients over quantiles, when you have done...
  3. Y

    Winsorization using SPSS

    Hello everyone! =) I have to winsorize my data (replace outliers with the next highest/lowest score that is not an outlier). I have been searching the web for a week already, but could not find any explicit information about how to do it in spss. Does anyone have an idea how to apply...
  4. F

    Winsorizing Panel data (eliminating outlier overall or across firms)

    We have a panel data consisting of about 1000 firms with each about 150 monthly observations (Returns and distress measures such as Z-score). In order to eliminate outliers we would like to winsorize at 1st and 99th percentile. However we are not sure if: a) to winsorize for each point of...