help grubbs 
-------------------------------------------------------------------------------

Title

    grubbs --   Performs Grubbs' test for outliers



Syntax

        grubbs varlist [if] [in] [, options]

    options                 Description
    -------------------------------------------------------------------------
    Procedure
      iter(#)                perform maximum of # iterations; default is
                              iter(16000)
      level(#)               set confidence level; default is level(95)

    Output
      drop                   drop out of the sample observations that are
                              outliers
      generate(newvar1 ...)  Variable(s) to be created, containing 1 if the
                              observation is an outlier

    Reporting
      log                    display an iteration log; default is no log.
    -------------------------------------------------------------------------

Description

    grubbs test (Grubbs, 1969 and Stefansky, 1972) can be used to detect
    outliers in a data set, either creating a new variable (equal to 1 if the
    observation is an outlier and 0 otherwise) or dropping outliers out of
    the data set. The Grubbs test is also known as the maximum normed
    residual test. The Grubbs test detects one outlier at each iteration. The
    outlier is expunged from the data set and the test is iterated until no
    outliers remain.

Options

        +-----------+
    ----+ Procedure +--------------------------------------------------------

    iter(#) set maximum number of iterations; default is iter(16000).

    level(#) set confidence level; default is level(95).


        +--------+
    ----+ Output +-----------------------------------------------------------

    drop drop out of the sample the observations that are outliers in the
        Grubbs sense (not to be used in conjunction with generate).

    generate(newvar1 newvar2 ...) create new Variables (newvar1 newvar2 ...),
        containing 1 if the observation is an outlier in the Grubbs sense and
        0 otherwise. If no generate option is specified or if the number of
        new variable names does not match, default variable names will be
        used.

        +-----------+
    ----+ Reporting +--------------------------------------------------------

    log display an iteration log; default is no log.



Examples

    . sysuse auto.dta

    . grubbs price mpg

    . grubbs price mpg, gen(gr_pr gr_mpg) log drop iter(1000) level(90)

    . grubbs price mpg, log gen(gru_pr gru_mpg)
    . list if gru_pr
    . reg price mpg if ~gru_pr & ~gru_mpg


Author 

        Nicolas Couderc, 
        Reims Management School and Université Paris 1 (Panthéon - Sorbonne),
        couderc@univ-paris1.fr

        Questions, comments and bug reports are welcome.


References 

Grubbs F. (1969), Procedures for Detecting Outlying Observations in Samples, Te
> chnometrics, 11(1), 1-21.
Stefansky W. (1972), Rejecting Outliers in Factorial Designs, Technometrics, 14
> , 469-479.

Acknowledgements 

    This program owes a debt to Anne-Célia Disdier and Keith Head for the
    original Grubbs procedure implementation in Stata (available at
    http://strategy.sauder.ubc.ca/head/grubbs.ado) and to hadimvo.

Also see

    On-line:  help for hadimvo.