{smcl}
{* 17may2002}{...}
{hline}
help for {hi:qfrplot7}
{hline}
{title:Quantile plots of fitted and residuals}
{p 8 16}{cmd:qfrplot7} [ {cmd:,} {cmd:super} {cmdab:r:everse}
{cmd:a(}{it:#}{cmd:)} {c -(}{cmdab:norm:al}{c |}{cmdab:gauss:ian}{c )-}
{it:graph_options} ]
{title:Description}
{p}{cmd:qfrplot7} 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}The plot is restricted to the estimation sample.
{p}This is the original of {cmd:qfrplot} for Stata 7, renamed {cmd:qfrplot7}.
Users of Stata 8 upwards should upgrade to {cmd:qfrplot}.
{title:Remarks}
{p}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}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 0 4}{cmd:super} specifies that plots are to be superimposed, not
side-by-side.
{p 0 4}{cmd:reverse} reverses the sort order, so that ordered
values are plotted against {bind:1 - plotting position}.
{p 0 4}{cmd:a(}{it:#}{cmd:)} specifies a in the formula for plotting position.
The default is {bind:a = 0.5}, giving {bind:(i - 0.5) / n}. Other choices include
{bind:a = 0}, giving {bind:i / (n + 1)}, and {bind:a = 1/3}, giving
{bind:(i - 1/3) / (n + 1/3)}. Rarely will choice of a make any discernible
difference.
{p 0 4}{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 0 4}
{it:graph_options} are options of {cmd:graph, twoway} except for {cmd:by()}.
Defaults include {cmd:border gap(5)}. If {cmd:symbol()} is specified, the
first symbol is used to plot fitted values and the second symbol to plot
residuals. Otherwise, graph options refer to either or both graphs produced,
except that {cmd:saving()} and {cmd:title()} refer to the combined graph
image.
{title:Examples}
{p 4 8}{inp:. use auto}
{p 4 8}{inp:. regress mpg weight}
{p 4 8}{inp:. qfrplot7}
{p 4 8}{inp:. glm mpg weight, link(log)}
{p 4 8}{inp:. qfrplot7}
{p 4 8}{inp:. qfrplot7, norm}
{title:Author}
Nicholas J. Cox, University of Durham, U.K.
n.j.cox@durham.ac.uk
{title:Also see}
{p 0 19}On-line: help for {help graph}, {help quantile}, {help qnorm},
{help regdiag}, {help regplot} (if installed), {help anovaplot} (if installed),
{help ovfplot} (if installed), {help indexplot} (if installed)
{p_end}