{smcl}
{* 4nov2004}{...}
{hline}
help for {hi:qfrplot}
{hline}
{title:Quantile plots of fitted and residuals}
{p 8 17 2}
{cmd:qfrplot}
[{it:plottype}]
[{cmd:,}
{cmd:super}
[{cmdab:norm:al}{c |}{cmdab:gauss:ian}]
{cmd:combine(}{it:graph_options}{cmd:)}
{cmd:fplot(}{it:qplot_options}{cmd:)}
{cmd:rplot(}{it:qplot_options}{cmd:)}
{it:graph_options}]
{title:Description}
{p 4 4 2}{cmd:qfrplot} plots quantile plots of fitted values, minus their mean,
and residuals from the previous estimation command. Fitted values are whatever
{cmd:predict} produces by default and residuals are whatever {cmd:predict, res}
produces. Comparing the distributions gives an overview of their variability
and some idea of their fine structure. By default plots are side-by-side.
{p 4 4 2}The plot type may be one of eight {help twoway} types, namely,
{cmd:area}, {cmd:bar}, {cmd:connected}, {cmd:dot}, {cmd:dropline}, {cmd:line},
{cmd:scatter} or {cmd:spike}. {cmd:scatter} is the default.
{p 4 4 2}The plot is restricted to the estimation sample.
{p 4 4 2}{cmd:qplot} (SJ 4(1) 2004) must be installed.
{title:Remarks}
{p 4 4 2}A quantile plot shows ordered values versus the so-called plotting
positions, or if the {cmd:normal} or {cmd:gaussian} option is specified, the
corresponding quantiles of a standard normal (Gaussian) distribution. For n
values ordered minimum first, the plotting positions are
{bind:(i - a) / (n - 2a + 1)} for i = 1, ..., n, where a is by default 0.5.
{p 4 4 2}W.S. Cleveland in {it:Visualizing data} (Hobart Press, Summit, NJ,
1993) gives many side-by-side quantile plots of fit and residuals, which he
calls "residual-fit spread plots". See example on p.41. However, he also uses
this term for side-by-side time series plots of fit and residuals. See example
on p.157. The command name and description here emphasise the use of a quantile
plot.
{title:Options}
{p 4 8 2}{cmd:super} specifies that plots are to be superimposed, not
side-by-side. If {cmd:super} is specified, use {cmd:combine()} to control other
characteristics of the combined plot.
{p 4 8 2}{cmd:normal} specifies that standard normal quantiles should be shown
instead of plotting positions. {cmd:gaussian} is an exact synonym except that
by default the text {cmd:Gaussian} will appear within the axis title, rather
than {cmd:normal}.
{p 4 8 2}{cmd:fplot()} specifies options of {help qplot} controlling the
quantile plot of fitted values. {cmd:fplot()} is irrelevant if {cmd:super} is
also specified.
{p 4 8 2}{cmd:rplot()} specifies options of {help qplot} controlling the
quantile plot of residuals. {cmd:rplot()} is irrelevant if {cmd:super} is also
specified.
{p 4 8 2}{cmd:combine()} specifies options of {help qplot} controlling the
quantile plot of fitted and residuals, whenever {cmd:super} is also specified;
and options of {help graph combine} otherwise.
{p 4 8 2}{it:graph_options} are other graph options affecting the combined
graph.
{title:Examples}
{p 4 8 2}{cmd:. use auto}{p_end}
{p 4 8 2}{cmd:. regress mpg weight}{p_end}
{p 4 8 2}{cmd:. qfrplot}
{p 4 8 2}{cmd:. glm mpg weight, link(power -1)}{p_end}
{p 4 8 2}{cmd:. qfrplot, norm fplot(yla(,ang(h)))}
{title:Author}
{p 4 4 2}Nicholas J. Cox, University of Durham, U.K.{break}
n.j.cox@durham.ac.uk
{title:Also see}
{p 4 13 2}On-line: help for {help qplot}, {help modeldiag}