topic Re: Outliers treatment methods in SAS Programming

Outliers treatment methods

dkanand86 — Mon, 22 Aug 2016 21:45:19 GMT

Hi Everyone,

I have two tasks for each variable in my dataset:

1. Find outliers for each variable

2. Treat the outliers for each variable

Let me know your comments.

Regards,

Re: Outliers treatment methods

ballardw — Mon, 22 Aug 2016 22:25:58 GMT

Define outlier. There is no actual standard definition, so you'll have to have some rule for that.

proc univariate may get you started with some ideas.

And what do you mean by "treat" the outliers? There are many approaches some can be pretty complex, others are as simple as set the value to missing or remove the observation from the dataset.

Re: Outliers treatment methods

Ksharp — Tue, 23 Aug 2016 02:52:19 GMT

Yeah.There are many way you can define outliers:

1) [mean-2*std , mean+2*std]  out of this range is outliers.
2) [Q1- 1.5*(Q3-Q1)  ,  Q3 + 1.5*(Q3-Q1)]  out of this range is outliers.
3) Check   proc robustreg

Re: Outliers treatment methods

Ksharp — Tue, 23 Aug 2016 03:02:07 GMT

Here can give you outliers:


proc robustreg data=sashelp.cars method=MM ;
model invoice = /diagnostics;
run;

Re: Outliers treatment methods

Rick_SAS — Tue, 23 Aug 2016 13:49:29 GMT

For a discussion of detecting univariate outliers, you might want to read Detecting outliers in SAS It explains some of KSharp's suggestions.

Re: Outliers treatment methods

Ksharp — Wed, 24 Aug 2016 01:43:02 GMT

Oh. Don't format the IML function like : LTS() , LTM()..... Rick's blog has already explained it . And Better check the documentation of IML, There is a special chapter to talk about it .