outliers

I recently had this question in consulting:

I’ve got 12 out of 645 cases with Mahalanobis’s Distances above the critical value, so I removed them and reran the analysis, only to find that another 10 cases were now outside the value. I removed these, and another 10 appeared, and so on until I have removed over 100 cases from my analysis! Surely this can’t be right!?! Do you know any way around this? It is really slowing down my analysis and I have no idea how to sort this out!!

And this was my response:

I wrote an article about dropping outliers.  As you’ll see, you can’t just drop outliers without a REALLY good reason.  Being influential is not in itself a good enough reason to drop data.

4 comments

Should you drop outliers? Outliers are one of those statistical issues that everyone knows about, but most people aren’t sure how to deal with.  Most parametric statistics, like means, standard deviations, and correlations, and every statistic based on these, are highly sensitive to outliers.

And since the assumptions of common statistical procedures, like linear regression and ANOVA, are also based on these statistics, outliers can really mess up your analysis.

Despite all this, as much as you’d like to, it is NOT acceptable to

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