Hi, all

some of you probably computed this statistics, if so, could you let me know

if I should winsorize the data

variables I computed

1. (mean analyst forecast - actual EPS ) **2 (i.e. second power)

2. forecast dispersion, which is sample variance of analyst forecast

when I run proc means in sas for the two variables, I go maxmium greater than 200,000.

is this an error on my part OR you have seen such large values, and dealt with it using winsorization. if so, which one to winsorize?

Thanks,

-R