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winsorize_all.ado
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winsorize_all.ado
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capture program drop winsorize_all
program winsorize_all, rclass
version 10
syntax varlist [if] [in], [ nocompress force(varlist) debug ]
if "`compress'" == "" compress
local varlist: list uniq varlist
if `"`force'"' != `""' {
fvunab force: `force'
local force: list uniq force
}
if `"`if'"' == `""' local if if 1
if "`debug'" != "" {
quietly count `if'
display `"Winsorizing `varlist'"'
display `" Found `=r(N)' observations using if: `if'"'
}
foreach v of local varlist {
if ("`: type `v''" == "float") | ("`: type `v''" == "double") | (`: list v in force'){
_pctile `v' `if' `in', nq(1000)
if (r(r9) == r(r991)) {
display "{txt}`v' (`: type `v'') is NOT winsorized but .1% == 99.9% == " r(r9)
}
else if ((r(r999) != r(r991)) | (r(r1) != r(r9))) {
display "{err}`v' not winsorized:", _continue
if (r(r1) != r(r9)) {
display "{err} (" r(r1) "!=" r(r9) ")", _continue
quietly replace `v' = max(`v', r(r10)) `if' & !missing(`v')
}
if (r(r999) != r(r991)) {
display "{err} (" r(r999) "!=" r(r991) ")", _continue
quietly replace `v' = min(`v', r(r990)) `if' & !missing(`v')
}
display // end line from above
/* winsor2 `v' `if' `in', replace cuts(1 99) */
}
else {
display "{txt}`v' (`: type `v'') is winsorized"
}
}
else {
display "{res}Skipping `v' (`: type `v'')"
}
}
end