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 …
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 …
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 …
Solved: Error using winsorize module: ERROR (execution) Matrix …
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 …
Should I trim/winsorize raw data or computed metric used in …
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 …
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 …
How to Winsorize in Model Studio - SAS Support Communities
Dec 1, 2022 · What if we wanted to winsorize a single interval input without affecting the others? I have the same issue and I was able to use two SAS Code nodes as a workaround: the first …
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 …
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 …
Solved: run a macro - SAS Support Communities
Jun 13, 2016 · Solved: Hi every one, I am quite new in working with SAS. I want to use the WRDS macro to winsorize my data set. I dont know how to run the macro.