[R] Plot residuals against standard normal distribution

[peter dalgaard]

> On 02 Feb 2015, at 23:42 , Mikael Olai Milhøj <mikaelmilhoj at gmail.com> wrote:
> 
> Hi,
> 
> I'm having trouble trying to plot the density of the residuals against the
> standard normal distribution N(0,1). (I'm trying to see if my residuals are
> well-behaved).
> 
> I know hwo to calculate the standardized residuals (I guess that there may
> be a simple way using a R function) and then plot this by using the density
> function
> 
> y<-(model$residuals-mean(model$residuals))/sd(model$residuals)
> plot(density(y))
> 
> But I don't know how to add the N(0,1) curve. Any suggestions? Thanks in
> advance

I'd try

curve(dnorm(x), add=TRUE)

Some diddling of ylim= is usually required. 


I'd usually prefer qqnorm() for normality checks, though; it is pretty hard to assess the tails of density plots.
 
Also notice rstandard(), rstudent().

-pd

> 
> 
> /Mikael
> 
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> 
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-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com