Help with code for confidence bonds for QQplot of residuals

[Dennis Hansen]

Hi guys,

I am running a multiple linear regression model and to check the assumption of normality of the residuals are satisfied i did a QQplot with the following code:
qnorm Resid
My residuals generally follow the line but it looks like there could be a problem with the tales.

I would like to add confidence bonds to this QQplot. I have researched online but i have not been able to find a code that i was able to use yet

Does anyone have experience with this?

All the best,

[Nick Cox]

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package qenv from http://fmwww.bc.edu/RePEc/bocode/q
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TITLE
'QENV': module to generate quantile envelopes for quantile-quantile plots

DESCRIPTION/AUTHOR(S)

This package contains programs that each generate two numeric
variables for later plotting on a quantile-quantile plot that
define an envelope of low and high expectations for each quantile
given repeated sampling from a specified distribution with the
same number of values and same parameter values as the data
specified. The programs are helper programs designed for use with
qplot, which must be installed separately. (Type findit qplot to
get references and code sources.) The package includes qenvnormal
and qenvgamma.

KW: quantile-quantile plots
KW: qqplot
KW: probability plot
KW: normal distribution
KW: gamma distribution

Requires: Stata version 9 (10.1 for qenvgamma) and qplot from SJ

Distribution-Date: 20130214

Author: Maarten L. Buis, WZB, Berlin
Support: email [email protected]

Author: Nicholas J. Cox, Durham University
Support: email [email protected]


INSTALLATION FILES (click here to install)
qenvnormal.ado
qenvnormal.sthlp
qenvgamma.ado
qenvgamma.sthlp
qenvnormal.ado
qenv_ex.ado
qenv_sim_beta.ado
qenv_sim_chi2.ado
qenv_sim_F.ado
qenvbeta.ado
qenvchi2.ado
qenvF.ado
qenvbeta.sthlp
qenvchi2.sthlp
qenvF.sthlp
../l/lqenv9.mlib
../l/lqenv10.mlib

ANCILLARY FILES (click here to get)
qenv_mata9.do
qenv_mata10.do