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11$\begingroup$ In Box, Hunter & Hunter: "Statistics for Experimenters" they tell that, in the chemical industry, outliers often have led to new patents. Do you want to throw out your new patent? $\endgroup$kjetil b halvorsen– kjetil b halvorsen ♦2016-03-08 20:40:04 +00:00Commented Mar 8, 2016 at 20:40
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3$\begingroup$ Nope, I don't want to miss out on any patents. But I also don't want to spin twelve cycles trying to get my model to accommodate "somebody pulling on the wires." That's almost certainly not the phenomenon under study. I do like the idea of outliers as opportunities, and one thing to be said for straightforward deletion is that at least the code will provide documentation of those deletions, whereas in robust methods the outliers just kind of coexist with the other points. $\endgroup$Ben Ogorek– Ben Ogorek2016-03-09 14:26:13 +00:00Commented Mar 9, 2016 at 14:26
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3$\begingroup$ You are right that the specific circumstances must be taken into consideration. What should not be done is apply some context-free "rules" for outlier rejection. There do not exist any such good rules. $\endgroup$kjetil b halvorsen– kjetil b halvorsen ♦2016-03-09 14:36:14 +00:00Commented Mar 9, 2016 at 14:36
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1$\begingroup$ My favorite point about the power of context is illustrated by the question, "Are Snickers bars healthy?" Well, if you've been lost in the woods for three days and you've just found a few on the ground, it turns out they're pretty healthy after all. I feel like the popular answers here are telling us, "Never eat a Snickers bar, unless you're absolutely sure you'll die if you don't." $\endgroup$Ben Ogorek– Ben Ogorek2016-03-13 21:07:01 +00:00Commented Mar 13, 2016 at 21:07
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