What are the relative merits of Winsorizing vs. Trimming data?
Winsorizing data means to replace the extreme values of a data set with a certain percentile value from each end, while Trimming or Truncating involves removing those extreme values. I always see...
inference - Use and misuse of Winsorization - Cross Validated
Feb 13, 2019 · Disapprove or approve, and I disapprove, Winsorizing the data before modelling seems routine in certain areas of finance, where -- if I understand correctly -- the implication is that very …
multiple regression - Winsorizing data - Cross Validated
Jun 9, 2018 · I am sorry if this was wrongly used. I mean even though we had some statistic courses we never discussed the method of winsorizing data. What I did was that I used the explore function in …
Valid approach: Winsorizing data for main analysis and then doing ...
Mar 12, 2024 · Isn't winsorizing more of an EDA (exploratory data analysis) method than a method for robust inference? That's its use in the DescTools R package for example.
Newest 'winsorizing' Questions - Cross Validated
Mar 12, 2024 · Q&A for people interested in statistics, machine learning, data analysis, data mining, and data visualization
regression - Winsorizing data in small sample - Cross Validated
Apr 7, 2019 · I have a relatively small sample of panel data (quarterly data for 68 firms over 7 years). My dependent variable is positively skewed. In order to limit the influence of observations with large val...
Winsorizing outliers across multiple analyses: once or multiple times ...
Nov 14, 2025 · I have a 2×2 experimental design with four conditions and eight outcome variables. I’m supposed to winsorize outliers, but I’m confused about how many times this needs to be done …
optimization - How to optimally choose winsorization thresholds for ...
Dec 10, 2021 · Know someone who can answer? Share a link to this question via email, Twitter, or Facebook. Your Answer optimization experiment-design ab-test winsorizing
Should I trim/winsorize raw data or computed metric used in models?
May 16, 2022 · Question: Should I rather winsorise (or trim, where relevant) my raw data, or the intermediary metric I use in my models? Context: My analysis consists in 3 steps: Collect raw data, …
Is winsorizing limited to the usage of a certain percentile cutoff?
Jun 21, 2022 · After reading, I understand that the common practice for winsorizing is by first selecting a value of x% - of which the top x% percentile and bottom x% percentile that will be then winsorized.