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Re: Winsorization - how to do

To: "刘志刚" <liuzhigang626@gmail.com>
Subject: Re: Winsorization - how to do
From: Tim Hesterberg <TimHesterberg@gmail.com>
Date: Thu, 18 Sep 2008 18:34:59 -0500 (CDT)
Cc: s-news@wubios.wustl.edu
In-reply-to: <26c73e350809172027j3bb5f760s214da5e82de8e302@mail.gmail.com> (liuzhigang626@gmail.com)
References: <26c73e350809172027j3bb5f760s214da5e82de8e302@mail.gmail.com>
Reply-to: TimHesterberg@gmail.com (Tim Hesterberg)
Instead of winsorization, I suggest using Huber's robust estimate.
See:
        help(location.m)

Tim Hesterberg

>Dear all,
>       I am dealing with a data set with many outliers value. And it is said
>that a technique named winsorization or winsorising can
>reduce the influence of those extreme values. Did anyone use this skill
>before? And how to do it in S-plus? Thank you.
>
>Zhigang Liu


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