Hadi's distance

[Bor Kemkes]

Dear Statalist members,

I want to econometrically justify why I dropped outliers. I want to check for this possibility in the a regression where I use a measure for social expenditure as the dependent variable and a measure for openness as an independent variable (and some control variables).
In this case I want to use Hadi’s distance to see if there are any outliers in my data. I am not entirely sure what code I should use. I used the following code:

hadimvo Openness AGGSE, generate(Hadi D) p(0.05)

Will this give me the outliers on the basis of openness? And if I use:

hadimvo AGGSE Openness, generate(Hadi2 D2) p(0.05)

Will this give me the outliers on the basis of AGGSE?
Also I decided before using this test to exclude observations that have openness>200. But according to this test values till 230 are not outliers. Should I thus leave these observations in my data?

Thanks a lot in advance,

Bor Kemkes

[Dave Airey]

hadimvo is no longer a supported Stata command. You might look at this alternative (https://www.stata-journal.com/articl...article=st0197).

[Bor Kemkes]

Hi mr Airey,

I am using stata 15.1 and I can still use the command. I understand that it is not officially supported anymore but it remains working.
This means that I can still use it right?
Thank you for providing me with an alternative.

Bor

[Dave Airey]

You are correct.