For Winsorized binning, PROC HPBIN provides both the bucket binning and the basic Winsorized statistical information for the input data. The following statements include both the WINSOR and WINSORRATE=0.05 options and generate tables for both Winsor and trimmed statistics.
data ex12; length id 8; do id=1 to 10000; x1 = ranuni(101); x2 = 10*ranuni(201); x3 = 100*ranuni(301); output; end; run;
ods output Winsor=Winsor; ods output Trim=Trim; ods listing close; proc hpbin data=ex12 NUMBIN=10 WINSOR WINSORRATE=0.05; input x1-x2; run; ods listing;
The preceding statements generate Output 4.3.1 and Output 4.3.2.
Output 4.3.1: PROC HPBIN Winsorized Statistics
Winsorized Statistics | |||||||
---|---|---|---|---|---|---|---|
Variable | Mean | Std Error Mean |
N Left Tail |
Percent Left Tail |
N Right Tail |
Percent Right Tail |
DF |
x1 | 0.50176 | 0.00316 | 500 | 5.00000 | 501 | 5.01000 | 8998 |
x2 | 5.03026 | 0.03185 | 500 | 5.00000 | 501 | 5.01000 | 8998 |
Output 4.3.2: PROC HPBIN Trimmed Statistics
Trimmed Statistics | |||||||
---|---|---|---|---|---|---|---|
Variable | Mean | Std Error Mean |
N Left Tail |
Percent Left Tail |
N Right Tail |
Percent Right Tail |
DF |
x1 | 0.50209 | 0.00316 | 500 | 5.00000 | 501 | 5.01000 | 8998 |
x2 | 5.03201 | 0.03185 | 500 | 5.00000 | 501 | 5.01000 | 8998 |