Normal Probability Plot of Residuals
The normal probability plot is a graphical tool for comparing a data set with the normal distribution. We can use it with the standardized residual of the linear regression model and see if the error term ϵ is actually normally distributed.
Create the normal probability plot for the standardized residual of the data set faithful.
We apply the lm function to a formula that describes the variable eruptions by the variable waiting, and save the linear regression model in a new variable eruption.lm. Then we compute the standardized residual with the rstandard function.
We now create the normal probability plot with the qqnorm function, and add the qqline for further comparison.
+ ylab="Standardized Residuals",
+ xlab="Normal Scores",
+ main="Old Faithful Eruptions")
Further detail of the qqnorm and qqline functions can be found in the R documentation.