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The REG Procedure

Construction of Q-Q and P-P Plots

If a normal probability-probability or quantile-quantile plot for the variable is requested, the nonmissing values of are first ordered from smallest to largest:

     

If a Q-Q plot is requested (with a PLOT statement of the form PLOT yvariableNQQ.), the th-ordered value is represented by a point with y-coordinate and x-coordinate , where is the standard normal distribution.

If a P-P plot is requested (with a PLOT statement of the form PLOT yvariableNPP.), the th-ordered value is represented by a point with y-coordinate and x-coordinate , where is the mean of the nonmissing -values and is the standard deviation. If an -value has multiplicity (that is, ), then only the point is displayed.

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