Speaking Stata: Trimming to Taste

Abstract

Trimmed means are means calculated after setting aside zero or more values in each tail of a sample distribution. Here we focus on trimming equal numbers in each tail. Such trimmed means define a family or function with mean and median as extreme members and are attractive as simple and easily understood summaries of the general level (location, central tendency) of a variable. This article provides a tutorial review of trimmed means, emphasizing the scope for trimming to varying degrees in describing and exploring data. Detailed remarks are included on the idea's history, plotting of results, and confidence interval procedures. Examples are given using astronomical and medical data. The new Stata commands trimmean and trimplot are also included.