advanced analytics

Statistical Outlier Detection & Analysis with Excel
by Kilem L. Gwet. Ph.D.


Welcome to the website of SODAS 2013.1, the Statistical Outlier Detection & Analysis Software for MS Excel (for Windows). This Excel-based software, which requires no installation, allows you to select among 56 different Normality-based and Gamma-distribution-based outlier detection tests, and to select some of the most widely-used robust estimation techniques (e.g. Winsorized Means, M-estimators, MAD, Sn, Qn and more ...) for producing outlier-resistant statistical measures of location and dispersion.

SODAS 2013.1 is a software embbeded into a stand-alone Excel worbook, which requires no installation. Your dataset must be stored in a separate workbook that must be opened in the same Excel instance as SODAS (i.e. open SODAS first, then use Excel's menu to open your workbook. Alternatively, open your workbook, then use Excel's menu to open SODAS). Once launched, SODAS will be able to see your data workbook, and will allow you to select the specific worksheet that contains the data you want to analyze. Note that this program will only Excel-Windows, and will not work for Excel-Mac.

To test SODAS 2013.1 you may download a trial version here or by clicking on the image below. The trial version is limited to a small number of observations that can be analyzed. The full version of SODAS that can process an unlimited number of observations may be ordered for $39.95, by clicking the order link below the image. If you find problems, have comments or questions, do not hesitate to contact me at gwet@999agreestat.com (remove the digits 999 following the @ symbol)

Statistical Outlier Detection Tests, and Robust Estimation with Excel

You may see a sample of screenshots below for a flavor of this practical approach.

Order the Full Version of SODAS ($39.95)

   

If you are from a country that uses the comma as the decimal symbol, and/or the dot as the list separator, you need to take the following actions in order to run these Excel macros smoothly:

Just for the purpose of running the program, change the decimal symbol from comma (,) to dot (.), and the list separator from whatever it is to comma (,) ? This is accomplished as follows:
1) Go to CONTROL PANEL
2) Clock, Language, and Region
3) Region and Language
4) Additional settings ...
5) Then you can change the decimal symbol, and the list separator.


The Main Form of the Outlier Test Module. Here is where you decide whether you want to use an outlier statistical test that is based on the Normal distribution, or one off those based on the Gamma distribution. This decision depends on whether you expect some mild outliers in your data as legitimate information or not.
Statistical Outlier Tests for Excel
The Main Form of the Robust Estimation Module. In this form, you will decide what type of robust statistics you like to compute. You will chose between various types of Winsorized Means, TrimmedMeans, M-estimators, and Robust Measures of Scales.
Robust Estimation, M-estimator, Winsorized Mean, Trimmed Mean, Qn, Sn with Excel
The Normality-Based Tests. Here is the main form of the Normality-based outlier tests. SODAS implements a total of 45 different Normality-based tests for you to chose from.

statistical outlier tests with Excel

References

About the Author (Kilem L. Gwet, Ph.D) Contact Information

A statistical consultant, researcher and instructor. He has over 15 years of experience in various industries in the US and Canada. He possesses a doctorate degree in statistics from Carleton University's School of Mathematics and Statistics.

Contact the author at,

  • gwet@999agreestat.com (Note: remove the number 999 following the @ symbol)

  • Advanced Analytics, LLC
    PO Box 2696
    Gaithersburg, MD 20886-2696

 

 

You may want to explore additional Excel Solutions to Nonparametric Tests (Kruskal-Wallis, Friedman, etc...)