Winsorize data


New Member
Hi all

I have panel data set with outliers affecting my result, how do I winsorize my data using stata or spss as I don't want to get rid of them.



TS Contributor
I do not know how to winsorize data with the statpack you cited, but you could consider to use my Excel template to copy data, windorizing them, and then use them in any other statpack you prefer.

Just search for Excel Template for Robust Statistics in the "other software" section of this forum.



Ambassador to the humans
I don't use Stata or SPSS but I imagine it should be fairly easy to do. It would be very easy to do in R (there is probably even a function to do it for you but it would be easy enough to program yourself).