How to create a QQ plot ?

MPB_

Hi there,

is there a way to create a QQ plot in RM?

Best regards

YYH

Hi @MPB_,

Thanks for bringing it up. We do not have out-of-box Quantile-Quantile plot but I guess I know where your questions from.

In statistical textbook, we have to test if the residuals are iid normally distributed as in the assumptions of linear regression model. For other machine learning algorithms, usually we do not have that many assumption for normality, symmetry, etc.. 

Attached is the example process to check the residual normality from GBT. You can easily turn it to residual diagnostics QQ plot for any regression model.


HTH!

YY

QQ Plot Q-Q.rmp