Outliers for all numerical values to mean SAS
I am working in SAS with a dataset with a lot of numeric values which I have standardised as follows:
proc standard data=df mean=0 std=1 out=df; run;
Is there any easy way to deal with outliers (+/- 3standard deviation) for all numeric values? Ideally I would want to change all of those to + or - 3x standard deviation, or in worst case remove them.
You have to run through the data twice. There are may ways you can adjust your output. Here's a simple way using a datastep:
Assuming your dataset has a standardized variable called 'test':
Data adjusted; set df; if test > 3 then test=3; if test < -3 then test =-3; run;
just remember your new dataset will no longer have a mean of 0 and a standard deviation of 1