M. Vanselst et P. Jolicoeur, A SOLUTION TO THE EFFECT OF SAMPLE-SIZE ON OUTLIER ELIMINATION, The Quarterly journal of experimental psychology. A, Human experimental psychology, 47(3), 1994, pp. 631-650
Results from a Monte Carlo study demonstrate how a non-recursive, a si
mple recursive, a modified recursive, and a hybrid outlier elimination
procedure are influenced by population skew and sample size. All the
procedures are based on computing a mean and a standard deviation from
a sample in order to determine whether an observation is an outlier.
Miller (1991) showed that the estimated mean produced by the simple no
n-recursive procedure can be affected by sample size and that this eff
ect can produce a bias in certain kinds of experiments. We extended th
is result to the other three procedures. We also create two new proced
ures in which the criterion used to identify outliers is adjusted as a
function of sample size so as to produce results that are unaffected
by sample size.