How to understand compustat dataset and winsorization

[Mitch1]

Hey I am really in need of help. I am writing my dissertation and i plan to use the compustat data.

1. I have managed to get the data but i am failing to understand it. Please anyone to help. 

2. I am very very new to SAS software, i really need help too on how i can winsorise the data that i from compustat. Well explained commands will greatly be helpful and appreciated. 

Thank you in advance.

[LinusH · Accepted solution]

Winsorize seems to be managed by SAS/IML (and potentially by SAS Stat Studio).

https://support.sas.com/edu/schedules.html?id=2757&ctry=US

Unfortunately it seems not to be on e-learning.

But there are several books and the documentation regarding IML.

[ChrisHemedinger]

You might find what you need in this thread: how to winsorize variable using SAS

Moving this to the Stat Proc board.