winsor proportion, gen(proportion_winsor) p(1 99) command winsor is unrecognized

It looks like you are trying to use the command "winsor" in Stata. This command is not a built-in command in Stata, but rather it is part of a user-written package called "winsorize".

To use the "winsor" command in Stata, you will first need to install the "winsorize" package by typing the following command into the Stata command window:

ssc install winsorize

Once the package is installed, you can use the "winsor" command as follows:

winsor variable, gen(new_variable) p(1 99)

In the above command, "variable" should be replaced with the name of the variable you want to winsorize, "new_variable" should be replaced with the name you want to give to the winsorized variable, and "p(1 99)" specifies the percentiles to winsorize at (in this case, 1% and 99%).