Friday, 6 January 2012

What is an outlier?

  Manoj       Friday, 6 January 2012
When analyzing data, you'll sometimes find that one value is far from the others. Such a value is called an outlier, a term that is usually not defined rigorously. When you encounter an outlier, you may be tempted to delete it from the analyses. First, ask yourself these questions: 
  • Was the value entered into the computer correctly? If there was an error in data entry, fix it. 
  • Were there any experimental problems with that value? For example, if you noted that one tube looked funny, you have justification to exclude the value resulting from that tube without needing to perform any calculations. 
  • Could the outlier be caused by biological diversity? If each value comes from a different person or animal, the outlier may be a correct value. It is an outlier not because of an experimental mistake, but rather because that individual may be different from the others. This may be the most exciting finding in your data! 
If you answered “no” to those three questions, you have to decide what to do with the outlier. There are two possibilities. 
      One possibility is that the outlier was due to chance. In this case, you should keep the value in your analyses.    The value came from the same distribution as the other values, so should be included. 
          The other possibility is that the outlier was due to a mistake: bad pipetting, voltage spike, holes in filters, etc. Since including an erroneous value in your analyses will give invalid results, you should remove it. In other words, the value comes from a different population than the other and is misleading. 
The problem, of course, is that you are rarely sure which of these possibilities is correct. 
       No mathematical calculation can tell you for sure whether the outlier came from the same or different population than the others. Statistical calculations, however, can answer this question: If the values really were all sampled from a Gaussian distribution, what is the chance that you'd find one value as far from the others as you observed? If this probability is small, then you will conclude that the outlier is likely to be an erroneous value, and you have justification to exclude it from your analyses. 
         Statisticians have devised several methods for detecting outliers. All the methods first quantify how far the outlier is from the other values. This can be the difference between the outlier and the mean of all points, the difference between the outlier and the mean of the remaining values, or the difference between the outlier and the next closest value. Next, standardize this value by dividing by some measure of scatter, such as the SD of all values, the SD of the remaining values, or the range of the data. Finally, compute a P value answering this question: If all the values were really sampled from a Gaussian population, what is the chance of randomly obtaining an outlier so far from the other values? If the P value is small, you conclude that the deviation of the outlier from the other values is statistically significant, and most likely from a different population.
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