winsor2

winsor2 winsorize or trim (if trim option is specified) the variables in varlist at particular percentiles specified by option cuts(# #). In defult, new variables will be generated with a suffix "_w" or "_tr", which can be changed by specifying suffix() option. The replace option replaces the variables with their winsorized or trimmed ones. 批量进行 winsor 或 trimming 处理

ssc install winsor2, replace

相比于winsor命令的改进

(1) 可以批量处理多个变量；
(2) 不仅可以 winsor，也可以 trimming；
(3) 附加了 by() 选项，可以分组 winsor 或 trimming；
(4) 增加了 replace 选项，可以不必生成新变量，直接替换原变量。

/*- winsor at (p1 p99), get new variable "wage_w"*/

.   sysuse nlsw88, clear
.   winsor2 wage

/*- left-trimming at 2th percentile*/

.   winsor2 wage, cuts(2 100) trim

               

/*- winsor variables by (industry south), overwrite the old variables*/
   
.   winsor2 wage hours, replace by(industry south)

姓名：连玉君
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单位：中山大学岭南学院金融系