Speaking Stata: Quantile–quantile plots, generalized

Abstract

Quantile-quantile plots in the precise sense of scatterplots showing corresponding quantiles of two variables have long been supported by official command qqplot. That command is generalized here in several ways in a new command, qqplotg. In this article, I explain the major features of qqplotg and give several examples of its use. Themes include the use of quantile-quantile plots to explore the possibilities for working on a transformed scale and the value of plotting difference between quantiles versus mean quantile or plotting position. Various historical and methodological remarks are sprinkled throughout.