bacon: An effective way to detect outliers in multivariate data using Stata (and Mata)
Sylvain Weber
University of Geneva
Department of Economics
Geneva, Switzerland
[email protected]
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Abstract. Identifying outliers in multivariate data is computationally intensive.
The bacon command, presented in this article, allows one to quickly
identify outliers,
even on large datasets of tens of thousands of observations. bacon constitutes
an attractive alternative to hadimvo, the only other command available in Stata
for the detection of outliers.
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Sylvain Weber
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bacon, hadimvo, outliers detection, multivariate outliers
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