QQ Plot Difficulties

[John Fisher]

Hello , I need to compare two series of data (with sufficiently large number of observations) in range [0, 1] to the uniform distribution on [0, 1]. I want to plot the Q-Q plot with empirical CDF being the on the y-axis and the CDF of the uniform distribution on the x-axis. I also want to plot the 45 degree line, make a scatter plot of the data, make both x and y axis into log_10 scale, and put the two series on the same plot being labelled. Any help or sample code would be appreciated!!

[Nick Cox]

Log scale isn’t compatible with showing zero, so your desiderata appear contradictory.

[Nick Cox]

#2 aside, the rest of what I think you want is available using qplot from the Stata Jourmal.

clear
set obs 100
set seed 2803
gen y1 = runiform()^2
gen y2 = sqrt(runiform())
qplot y1 y2 , aspect(1) addplot(function reference=x)

At the time of writing

net sj 16-3 gr42_7

gives a clickable link for installing the latest public version of qplot, but a further version is in press.

NOTE: I have given a quantile-quantile plot, but neither axis shows an empirical cumulative distribution function. The of a quantile-quantile plot is to show ordered values. The scales lie in [0, 1] here because the variables do.