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From |
Nick Cox <njcoxstata@gmail.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: quantile-quantile plots |

Date |
Mon, 15 Apr 2013 11:21:12 +0100 |

Some recent threads have mentioned quantile-quantile plots. Q-Q plots go back to the nineteenth century in the specific case of so-called normal probability plots (really observed quantiles versus expected normal quantiles, or vice versa, depending on what one means by versus(*)). The key paper mentioned by David Hoaglin Wilk MB, Gnanadesikan R. 1968. Probability plotting methods for the analysis of data. Biometrika 55:1-17. is over 40 years old, but the idea is still not yet anywhere as widely practised as it should be. By the way, that is a spectacular paper, which pays re-reading every few years. I want to push a few related hints that might otherwise be buried in those threads, which people interested in this topic might well not be following. First off, and most obviously, Stata has long had a -qqplot- command. However, it assumes that you want to compare two variables. If not, -cquantile- (SSC) is a helper command that gets you to that situation. Quantile-quantile plots are for comparing two distributions. If you have several, then -qplot- (SJ) allows overlay, or display side-by-side. If you want yet more ideas in the same vein, check out SJ-7-2 gr0027 . . Stata tip 47: Quantile-quantile plots without programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . N. J. Cox Q2/07 SJ 7(2):275--279 (no commands) tip on producing various quantile-quantile (Q-Q) plots free .pdf http://www.stata-journal.com/sjpdf.html?articlenum=gr0027 Nick njcoxstata@gmail.com * A note on "versus" or "against". I was brought up -- probably in school physics, but it was last century, so I can't give precise recollections -- to say "plot y versus x" where y is, not surprisingly, whatever is plotted on the y or vertical axis. That seems to me to match mathematics and physics usages such as y is a function of x, or output is a function of time, where the dependent variable (outcome, response) is always mentioned first. But I've come across people saying "plot x versus y". If anyone has a logic for that usage, I'd be interested to hear it. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: quantile-quantile plots***From:*Ronan Conroy <rconroy@rcsi.ie>

**Re: st: quantile-quantile plots***From:*"Yu Chen, PhD" <profyuchen@gmail.com>

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