[R] strange QQ-Plot

[John Fox]

Dear Fred,

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

>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 ?

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
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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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