How many standard deviations to determine outliers

[mathprof]

Are outliers more than two or three standard deviations from the mean?

 

[Junes]

There's no formal definition, it's subjective. But 3 sd seems to be a common cutoff.

 

[noetsi]

There is no agreed on point of what is an outliers. 3 standard deviations is probably the most common one.

 

[aRNoLD]

Here are two articles that may help answer the question, for your reference.

What Is the Interquartile Range Rule?
https://www.thoughtco.com/what-is-the-interquartile-range-rule-3126244

How Are Outliers Determined in Statistics?
https://www.thoughtco.com/what-is-an-outlier-3126227

 

[hlsmith]

Yes, I agree there is not a standard definition and I will point out that just based on data distributions some values will be say two or three SDs out. I may hold off saying 3 sds is fairly common, since I only know my own field and because I think fields vary in defining what may be considered extreme - say they may want a 1/million or billion percent.

 

[Karabiner]

In practice, outliers are defined are those values in a dataset whose removal can
turn an undesired test result ("not significant") into a desired one ("significant").

SCNR

 

[hlsmith]

Agreed, if you are just looking for a value that is say the 99 percentile, well - you are going to find one. On the other hand, if you are looking for a value with a different data generating process or that is erroneous - these are different.

@Karabiner I was kind of thinking of the opposite scenario. Where faulty or different DGP derived observation, removed then makes two groups more comparable or not a different. But as eluded to, there are many definitions and rationales for sleuthing them out.

 

[Miner]

There are a lot of tests for outliers. the following are a few of the ones that I have researched.