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

Stata Journal

Volumn 10, Issue 3, 2010, Pages 331-338

  Weber, Sylvain ^a  

^a UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Bacon; Hadimvo; Multivariate outliers; Outliers detection; St0197

Indexed keywords

EID: 77957664140     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1001000302     Document Type: Article

References (6)

1. Barnett, V., and T. Lewis. 1994. Outliers in Statistical Data. 3rd ed. Chichester, UK: Wiley.
2. Baum, C. F. 2008. Using Mata to work more effectively with Stata: A tutorial. UK Stata Users Group meeting proceedings. http://ideas.repec.org/p/ boc/usug08/11.html.
3. Billor, N., A. S. Hadi, and P. F. Velleman. 2000. BACON: Blocked adaptive computationally efficient outlier nominators. Computational Statistics & Data Analysis 34: 279-298.
4. Hadi, A. S. 1992. Identifying multiple outliers in multivariate data. Journal of the Royal Statistical Society, Series B 54: 761-771.
5. -. 1994. A modification of a method for the detection of outliers in multivariate samples. Journal of the Royal Statistical Society, Series B 56: 393-396.
6. Ord, K. 1996. Review of Outliers in Statistical Data, 3rd ed., by V. Barnett and T. Lewis. International Journal of Forecasting 12: 175-176.