Monthly Archives: November 2017

Commonly used Stata commands to deal with potential outliers

Posted on November 10, 2017 by Kai Chen

In accounting archival research, we often take it for granted that we must do something to deal with potential outliers before we run a regression. The commonly used methods are: truncate, winsorize, studentized residuals, and Cook’s distance. I discuss in … Continue reading →

Posted in Stata | 4 Comments