[Rd] Q-Q plot scaling in plot.lm(); bug or thinko?

[S Ellison]

> I've been looking fairly carefully at the Q-Q plots produced by
> plot.lm() and am having difficulty understanding why plot.lm()
> is doing what it's doing, specifically scaling the standardized
> residuals by the prior weights. Can anyone explain this to me ... ?
Because with ideal choice of prior weights the scaled residuals are expected to be IID Normal (under the normality assumption for a linear model) and without scaling they aren't IID, so a Q-Q plot would be meaningless without scaling.

S Ellison



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