Re: [Gretl-devel] Q-Q plot, again
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. It would also be useful to do something like in
the case of the other variance tests in gretl, namely allow the user to
pre-specify mu and sigma a priori. But IMHO it would not be useful to
only offer the comparison with the standard normal with mu=0 and sigma=1.
FWIW,
sven