A Minitab local macro to calculate robust mean and standard deviation
This macro calculates Huber's 'H15' estimators for robust mean and standard deviation.
Written for Release 12, will run on Release 10 and 11.
Date last modified: 05/02/01.
Input data: column of values.
Output: Robust mean and standard deviation written to Session window.
The robust technique is designed for medium sized data sets that are roughly symmetric and unimodal, but are contaminated with outliers.
Results from small sets should be treated with caution.
Misleading results may be obtained if the program is used on data sets that are multimodal or strongly skewed or almost invariant.
The algorithm is based on the AMC paper, Analyst, 1989, 114, 1693, which also contains the test data set.
Downloadable Files
Macro code
Word (25k)
Test data
Word (19k)
Robust statistics: a method of coping with outliers
No 6, April 2001
PDF (40k)
PDF files require
Adobe Acrobat Reader
