How to detect multivariate outliers using Mahalanobis distance?

Easy! Open data by Stata 11. Then

 

biplot x1 x2 x3 x4 x5, maha

A nice graph appears, with observations being scaled from +3 to –3 on both x and y axes. Observations that are above +3 and less than –3 are outliers!

Next step: Delete them!