TRIMMED STANDARD DEVIATION
Name:
TRIMMED STANDARD DEVIATION (LET)
Type:
Purpose:
Compute the trimmed standard deviation for a variable.
Description:
The standard deviation of a variable is defined as
with n and
denoting
the sample size and the sample mean, respectively. The standard
deviation can be heavily influenced by extreme values (i.e., it
is not robust). The trimmed standard deviation compensates for
this by dropping a certain percentage of values from the tails.
For example, the 50% trimmed standard deviation is the standard
deviation of the values between the upper and lower quartiles.
The 90% trimmed standard deviation is the standard deviation of
the values after truncating the lowest and highest 5% of the
values.
Syntax:
LET <a> = TRIMMED STANDARD DEVIATION <y>
<SUBSET/EXCEPT/FOR qualification>
where <y> is the response variable;
<a> is a parameter where the computed trimmed sd
is stored;
and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
LET A = TRIMMED STANDARD DEVIATION Y1
LET A = TRIMMED STANDARD DEVIATION Y1 SUBSET TAG > 2
Note:
The analyst must specify the percentages to trim in each tail.
This is done by defining the internal variables P1 (the lower
tail) and P2 (the upper tail). For example, to trim 10% off each
tail, do the following:
LET P1 = 10
LET P2 = 10
LET A = TRIMMED STANDARD DEVIATION Y
Note:
Support for the trimmed standard deviation has been added
to the following plots and commands:
LET P1 = 10
LET P2 = 10
TRIMMED STANDARD DEVIATION PLOT Y X
CROSS TABULATE TRIMMED STANDARD DEVIATION PLOT Y X1 X2
BOOTSTRAP TRIMMED STANDARD DEVIATION PLOT Y
JACKNIFE TRIMMED STANDARD DEVIATION PLOT Y
DEX TRIMMED STANDARD DEVIATION PLOT Y X1 ... XK
TRIMMED STANDARD DEVIATION BLOCK PLOT Y X1 .... XK
TRIMMED STANDARD DEVIATION INFLUENCE CURVE Y
TABULATE TRIMMED STANDARD DEVIATION Y X1
CROSS TABULATE TRIMMED STANDARD DEVIATION Y X1 X2
LET Y2 = CROSS TABULATE TRIMMED STANDARD DEVIATION ...
Y X1 X2
LET V = MATRIX TRIMMED STANDARD DEVIATION M
Default:
Synonyms:
Related Commands:
Applications:
Implementation Date:
Program:
LET Y1 = CAUCHY RANDOM NUMBERS FOR I = 1 1 100
LET P1 = 10
LET P2 = 10
LET A1 = TRIMMED STANDARD DEVIATION Y1
Date created: 6/6/2007
Last updated: 6/6/2007
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alan.heckert@nist.gov.
