bacon: An effective way to detect outliers in multivariate data using Stata (and Mata)
Abstract. Identifying outliers in multivariate data is computationally intensive.
The bacon command, presented in this article, allows one to quickly
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.
University of Geneva
Department of Economics
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bacon, hadimvo, outliers detection, multivariate outliers
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