Hey all,

I need help testing for multivariate outliers using STATA for my master thesis. The literature recommends the Minimum Covariance Determinant (MCD) (Verardi & Dehon, 2010). I found the relevant STATA commands which can be installed with ssc install robmv.

However, I am unsure how to use the robmv command as there is limited beginner-friendly information available. Could someone guide me on detecting multivariate outliers using the MCD method in STATA?

Thank you in advance for your help!

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