What are the relative merits of Winsorizing vs. Trimming data?
Winsorizing data means to replace the extreme values of a data set with a certain percentile value from each end, while Trimming or Truncating involves removing those extreme values. I always see...
inference - Use and misuse of Winsorization - Cross Validated
Feb 13, 2019 · An action to change (Winsorize) the extreme values, but follows a classical statistical inference procedure. An estimator (Winsorized Mean estimator) which is defined as a functional on …
multiple regression - Winsorizing data - Cross Validated
Jun 9, 2018 · My tutor advised me to winsorize the data at 2.5% and 97.5%. However, when I checked the statistics for it, for some of my variables over 200 observations out of 4000 have been detected …
Should I trim/winsorize raw data or computed metric used in models?
May 16, 2022 · Question: Should I rather winsorise (or trim, where relevant) my raw data, or the intermediary metric I use in my models? Context: My analysis consists in 3 steps: Collect raw data, …
how to winsorize variable using SAS
Aug 15, 2012 · Hi, I did know how to winsorize in Stata, but how to do it in SAS. For example, I have three variables: size, sales, total assets I want winsorize at the 1% and 99%, i.e. values that are less …
Solved: How to winsorize - SAS Support Communities
Jun 26, 2015 · To Winsorize, you specify an integer k. You then replace the lowest (nonmissing) k values by the (k+1)st ordered value, and replace the highest k values by the (n-k)th ordered value, …
Solved: Error using winsorize module: ERROR (execution) Matrix has …
Nov 21, 2023 · Hi there! I am new to SAS and currently using SAS 9.4. I have a dataset containing several financial data for 1.708 companies. I am trying to winsorize this dataset because I am …
how to winsorize the variables? - SAS Support Communities
Aug 6, 2019 · I have to winsorize all the variables in dataset at 1st and 99th percemtile. How to do it SAS. With such a brief description, I guess more detail is needed. Do you want to compute means …
standardization - Dealing with outliers: Interquartile range ...
Jan 16, 2021 · According to this page -- "When a data set has outliers, variability is often summarized by a statistic called the interquartile range, which is the difference between the first and …
Solved: Winsorize macro - SAS Support Communities
Mar 4, 2016 · I cannot get my Winsorize macro to work! I have tried multiple macros (to no avail), but this one is from the most reliable source. I have figured it out roughly using the proc univariate …