Using the shipped dataset AUTO (remember that you can use the sysuse command to pull it), winsorize
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Question:
Using the shipped dataset AUTO (remember that you can use the "sysuse" command to pull it), winsorize the variables (i) mileage (mpg), (ii)turn circle, and (iii) trunk space at the 10th and 90th percentiles. Estimate mileage using turn circle and trunk space in four model versions:
- Non-winsorized variables and non-robust errors
- Non-winsorized variables and robust errors
- Winsorized variables and non-robust errors
- Winsorized variables and robust errors
Fill in the following table for your estimated coefficient on turn circle only:
Estimated Coefficient on Turn Circle | Non-Robust Errors | Robust Errors |
Non-winsorized variables | Coefficient? / SE? | Coefficient? / SE? |
Winsorized variables | Coefficient? / SE? | Coefficient? / SE? |
solve using stata
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