Re: [Gretl-devel] Q-Q plot, again

On Sat, 2 Jan 2010, Sven Schreiber wrote: > Allin Cottrell schrieb: > >> I'm starting to implement the normal Q-Q plot as a built-in >> command. Question: should we standardize the series to be plotted >> against the normal? >> >> I notice that R does not standardize, but neither does it draw a >> 45-degree line. If you don't standardize but do draw the >> 45-degree line, then you get quite odd-looking results for a >> series that has a substantially non-zero mean and/or a variance >> that differs substantially from 1. >> > I don't know what R does, but in general I'm afraid I don't quite > understand the question; when you check whether a variable is normally > distributed, it seems clear to me that of course you compare its > empirical distribution to the closest member of the normal family/class. > So you estimate mu and sigma. If that's what is meant, then sure go > ahead and standardize... > There are two options here, which differ only in respect of what values are shown on the axes: (1) convert the data to z-scores, or (2) for the x-axis use quantiles of the normal distribution with mean \hat{mu} and standard deviation \hat{sigma}. I'm not sure if one of these is more "standard" than the other. R does neither of these things: the command "qqnorm" plots the "raw" quantiles of the data against the quantiles of N(0,1). Allin _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel