help for qfrplot

Quantile plots of fitted and residuals

qfrplot [plottype] [, super [normal|gaussian] combine(graph_options) fplot(qplot_options) rplot(qplot_options) graph_options]


qfrplot plots quantile plots of fitted values, minus their mean, and residuals from the previous estimation command. Fitted values are whatever predict produces by default and residuals are whatever 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.

The plot type may be one of eight twoway types, namely, area, bar, connected, dot, dropline, line, scatter or spike. scatter is the default.

The plot is restricted to the estimation sample.

qplot (SJ 4(1) 2004) must be installed.


A quantile plot shows ordered values versus the so-called plotting positions, or if the normal or gaussian option is specified, the corresponding quantiles of a standard normal (Gaussian) distribution. For n values ordered minimum first, the plotting positions are (i - a) / (n - 2a + 1) for i = 1, ..., n, where a is by default 0.5.

W.S. Cleveland in 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.


super specifies that plots are to be superimposed, not side-by-side. If super is specified, use combine() to control other characteristics of the combined plot.

normal specifies that standard normal quantiles should be shown instead of plotting positions. gaussian is an exact synonym except that by default the text Gaussian will appear within the axis title, rather than normal.

fplot() specifies options of qplot controlling the quantile plot of fitted values. fplot() is irrelevant if super is also specified.

rplot() specifies options of qplot controlling the quantile plot of residuals. rplot() is irrelevant if super is also specified.

combine() specifies options of qplot controlling the quantile plot of fitted and residuals, whenever super is also specified; and options of graph combine otherwise.

graph_options are other graph options affecting the combined graph.


. use auto . regress mpg weight . qfrplot

. glm mpg weight, link(power -1) . qfrplot, norm fplot(yla(,ang(h)))


Nicholas J. Cox, University of Durham, U.K. n.j.cox@durham.ac.uk

Also see