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

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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