Good morning
I tried to find an answer to my (apparently) easy question on the forum, but probably it is so easy that nobody else asked for that in the past...
Forgive me.
Anyway, I have a dataset with a lot of potential outliers; I managed that issue winsorizing, but a referee asked me to show the results convenienttly "trimming" the dataset instead of winsorizing.
I did it manually, but I'd like to use a routine for several reasons.
What I really need is something that gives me (for a long list of variables) new variables where only the values between the 5th and the 95th percentile have the original values, while the other observations are transformed into missing values.
I am using STATA11
Thanks a lot for any suggestions
Simone