[R] Confidence Bounds on QQ Plots?

[John Fox]

Dear Spencer et al.,

The simulated envelopes in the car package are for studentized residuals
from linear models, and the original reference is indeed to Atkinson's 1985
book. I don't see why the same approach -- really a parametric bootstrap --
shouldn't be applicable more generally, though shouldn't be necessary for
independently sampled observations. Finally, the qq.plot() function in car
calculates point-wise confidence envelopes based on the standard errors of
order statistics for an independent sample from the reference distribution.

I hope that this helps,
 John

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spencer Graves
> Sent: Tuesday, June 01, 2004 4:49 PM
> To: Pikounis, Bill
> Cc: R Help
> Subject: Re: [R] Confidence Bounds on QQ Plots?
> 
> Thanks to Uwe Ligges, Andy Liaw, and Bill Pikounis for 3 
> useful replies.  I had seen the description in "S 
> Programming", but forgot where I had seen it.  When I 
> couldn't find it in MASS, I got confused.  
> I will also check John Fox's work. 
> 
>       Thanks again. 
>       Best Wishes,
>       Spencer Graves    
> 
> Pikounis, Bill wrote:
> 
> >Spencer,
> >Venables & Ripley's S Programming (2000) book comprehensively covers 
> >"Simulation envelopes for normal scores plots" in Section 7.3, pages 
> >161 - 163.  The Atkinson "Plots, Transformations, and Regression" 
> >(1985) book is cited.
> >
> >The V & R example and discussion, as usual, is very 
> informative on both 
> >the programming and data analysis fronts.
> >
> >Hope that helps,
> >Bill
> >
> >----------------------------------------
> >Bill Pikounis, Ph.D.
> >
> >Biometrics Research Department
> >Merck Research Laboratories
> >
> >  
> >
> >>-----Original Message-----
> >>From: r-help-bounces at stat.math.ethz.ch 
> >>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of 
> Spencer Graves
> >>Sent: Tuesday, June 01, 2004 2:36 PM
> >>To: R Help
> >>Subject: [R] Confidence Bounds on QQ Plots?
> >>
> >>
> >>      What's the current best wisdom on how to construct confidence 
> >>bounds on something like a normal probability plot?
> >>
> >>      I recall having read a suggestion to Monte Carlo 
> something like
> >>201 simulated lines with the same number of points, then sort the 
> >>order statistics, and plot the 6th and 196th of these.  [I 
> use 201 not 
> >>200 because quantile(1:201, c(0.025, 0.975)) = 6 and 196 while 
> >>quantile(1:200, c(0.025, 0.975)) = 5.975 and 11.025.]  I 
> think I know 
> >>how to do this, but before I code it, I'd like to ask two 
> questions on 
> >>this issue:
> >>
> >>      1.  Where can I find this in the literature?  I 
> didn't find it 
> >>where I thought it was, nor in anyplace else that seemed obvious to 
> >>me, but I don't think I made it up and I'd like to give 
> credit where 
> >>credit it due.
> >>
> >>      2.  Are there better alternatives available, 
> especially if the 
> >>distribution is a compound mixture that is easily simulated 
> but not so 
> >>easily characterized analytically?
> >>
> >>      Thanks,
> >>      spencer graves
> >>
> >>______________________________________________
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> >>
> >>    
> >>
> >
> >______________________________________________
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> >
> 
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