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strange QQ-Plot

4 messages · Fred Jopp, JRG, John Fox +1 more

Original
Fred Jopp
# 
Hi,

i am working on a data set with EDA. That includes QQ-Plots of
residuals vs expected normal distribution. 
What puzzles me is that the range of ordinate and abscissae is
so different: while the theoretical quantiles range from [-2, 2] 
the sample quantiles on the ordinate do extent from [-20, 50]. 
Quite obviously some kind of transformation is done. 

Although i intensively RTFM i could not find, what is done here. 
What exactly characterizes the range of the ordinate in QQ-Plots ?

cheers,
Fred
JRG
#
On 8 Dec 02, at 18:31, Fred Jopp wrote:

            

      
      
      
    

        
?? What transformation?  The ordinate is simplest the variable you supplied, 
and its units are what they are.  And the range of the normal quantiles (the 
abscissa) is driven by the number of observations you supplied.

            

      
      
      
    

        
Rather than TFM, perhaps an elementary introduction to QQ-plots?

---JRG

            

      
      
      
    

        

      
      
    

        
John R. Gleason

Syracuse University
430 Huntington Hall                      Voice:   315-443-3107
Syracuse, NY 13244-2340  USA             FAX:     315-443-4085

PGP public key at keyservers

  
  


  


      

    

    

      
      

        


  

        

      John Fox
    

    

      
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Dear Fred,

        
At 06:31 PM 12/8/2002 +0100, you wrote:

        

            

      
      
      
    

        
I assume that you're plotting against the quantiles of the standard normal 
distribution. Unless your residuals are standardized, there's no reason to 
suppose that the scales would be similar. Moreover, one generally looks 
simply for a linear pattern in the QQ plot, suggesting that the data might 
come from the reference distribution, though possibly with a different 
centre and scale. Various departures from linearity in the plot suggest 
skewness, heavy tails, outliers, etc., relative to the reference distribution.

I hope that this helps,
  John
-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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      Brian Ripley
    

    

      
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On Sun, 8 Dec 2002, Fred Jopp wrote:

        

            

      
      
      
    

        
A qqnorm plot (is that what you meant?) is of a sample against a
*standard* normal.  One expects a straight line of slope sigma and
intercept mu.

The answer to your final question is `whatever the users specifies'.
QQ plots are much more general than you seem to think.