From S.Ellison at LGCGroup.com  Thu Oct 17 17:16:48 2013
From: S.Ellison at LGCGroup.com (S Ellison)
Date: Thu, 17 Oct 2013 16:16:48 +0100
Subject: [Rd] Q-Q plot scaling in plot.lm(); bug or thinko?
In-Reply-To: <525CA072.10908@mcmaster.ca>
References: <525CA072.10908@mcmaster.ca>
Message-ID: <A4E5A0B016B8CB41A485FC629B633CED5487F20FE4@GOLD.corp.lgc-group.com>

 
> I've been looking fairly carefully at the Q-Q plots produced by
> plot.lm() and am having difficulty understanding why plot.lm()
> is doing what it's doing, specifically scaling the standardized
> residuals by the prior weights. Can anyone explain this to me ... ?
Because with ideal choice of prior weights the scaled residuals are expected to be IID Normal (under the normality assumption for a linear model) and without scaling they aren't IID, so a Q-Q plot would be meaningless without scaling.

S Ellison



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[Rd] Q-Q plot scaling in plot.lm(); bug or thinko?
S Ellison