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How to remove multiple outliers

I believe Dr. Winsemius addressed this in your other thread, but I
would hesitate to do any sort of outlier identification based on
repeated application of a filter (for that matter, I'm not much of an
outlier removal guy generally, but let's suppose I were). You can
easily get into a situation where those data that were not outliers
previously now become so. Rather a single pass filter is probably more
appropriate....even better would be to use some robust methodologies,
such as those made available in library(robustbase).

As to the technical bits of your question,

I can't easily get rm.outlier to throw an error like that: can you
provide a minimum working example that does?

I'm not aware of any simple direct method for repeated function
application other than a loop trick. Perhaps one could rig something
with do.call() but the loop should be fine.

Michael
On Fri, Oct 21, 2011 at 6:40 AM, aajit75 <aajit75 at yahoo.co.in> wrote: