Winsorize variables in stata forex

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I would like to use the winsor command written by Nick Cox. EDIT2: I am sorry for the misunderstanding. I guess I’m the authority on what I said, but regardless of that the part of my post which you cite in your first paragraph bears almost no resemblance to what you report. It reports what I personally prefer for boxplot cutoffs, and says nothing about what is “usual” in Winsorizing. Regardless of that, there is no need to resort to intuition or guesswork here. Note that this question is nothing to do with programming. Dear Nick, thank you for pointing it out and ensuring that I understand it correctly.