Winsor2 Stata Example. Sample code for installing reghdfe package provided under Example section. This examples are nearly verbatim from the equivalent help section from winsor2.
You inform Stata about percentages or absolute numbers of cases to be removed and Stata reports the means computed based on the trimmed values. Winsor 3 variables at 05th and 995th percentiles and overwrite the old variables. 2014-01-08 Revised 2020-11-25 Note.
Gstats winsor wage age hours cuts 05 995 replace.
H can be specified directly or indirectly by specifying a fraction p of the number of observations. Winsor2 salary makes changes at the 1 st and 99 th percentile for the variable salary The user has the option to change the values to the percentile of their choice. Values greater than the 99th percentile are changed to equal the 99th percentile. It was very helpful for the use of my data.