topic winsorise data using standard deviation in SAS Programming

winsorise data using standard deviation

Amalik — Sat, 23 Jun 2018 07:08:15 GMT

How do we winsorize variables using standard deviation instead of percentiles in SAS? Let's say we want to winsorise VarX at 3.5 standard deviations?How do we do that in SAS?

Re: winsorise data using standard deviation

Ksharp — Sat, 23 Jun 2018 10:41:59 GMT

PROC MEANS can easily get MEAN and STD.

After that , [ mean-3.5*std , mean+3.5*std ] is the range you need, and next thing you can do by data step is very easy.

Re: winsorise data using standard deviation

FreelanceReinh — Sat, 23 Jun 2018 10:44:40 GMT

I strongly recommend you to read Rick Wicklin's 2017 blog article "Winsorization: The good, the bad, and the ugly" before you start modifying your data. This article contains a link to another one (from 2015) in Rick's blog which is titled "How to Winsorize data in SAS", but it also points out that Winsorization can be inappropriate, especially when done improperly.

Re: winsorise data using standard deviation

PGStats — Sat, 23 Jun 2018 21:22:32 GMT

Trimmed and Winsorized statistics require the removal or replacement of an equal number of observations at both ends of the variable range. Doing otherwise will bias location estimates.These statistics have been greatly improved on by more modern robust measures.

If you suspect your data of containing outliers, you should rely on robust location and scale estimates such as the median (location) and Qn (scale).

Re: winsorise data using standard deviation

Amalik — Sat, 21 Jul 2018 23:03:03 GMT

Hi,

Can you please write the code that I can use, as I am unsure on how to do it.