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SCREEN: Stata module to quickly identify possible outliers based on the interquartile range, percentile or standard deviation

Author

Listed:
  • Marco Santacroce

    (International Food Policy Research Institute)

Programming Language

Stata

Abstract

screen quickly identifies possible outliers based on the interquartile range, percentile or standard deviation. For example, screen can identify Tukey’s severe outliers (more than 3 IQR away from the nearer quartile) and mild outliers (between 1.5 and 3 IQR away from the nearer quartile), Gaussian outliers based on the three-sigma-rule (more than 3 SD away from the mean), Chebyshev's inequality (no more than 1/k^2 of values can be more than k standard deviations away from the mean), and percentile outliers (top and bottom sample trimming).

Suggested Citation

  • Marco Santacroce, 2017. "SCREEN: Stata module to quickly identify possible outliers based on the interquartile range, percentile or standard deviation," Statistical Software Components S458348, Boston College Department of Economics, revised 21 May 2020.
    • Handle: RePEc:boc:bocode:s458348
    Note: This module should be installed from within Stata by typing "ssc install screen". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/screen.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/screen.sthlp
    File Function: help file
    Download Restriction: no
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