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: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] 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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