bacon: An effective way to detect outliers in multivariate data using Stata (and Mata)

Identifying outliers in multivariate data is computationally intensive. The bacon command, presented in this article, allows one to quickly identify out- liers, even on large datasets of tens of thousands of observations. bacon constitutes an attractive alternative to hadimvo, the only other command available in Stata for the detection of outliers. Copyright 2010 by StataCorp LP.

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Year of publication:	2010
Authors:	Weber, Sylvain
Published in:	Stata Journal. - StataCorp LP. - Vol. 10.2010, 3, p. 331-338
Publisher:	StataCorp LP
Subject:	bacon \| hadimvo \| outliers detection \| multivariate outliers

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Type of publication:	Article
Notes:	to access software from within Stata, net describe http://www.stata-journal.com/software/sj10-3/st0197/
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008677210