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Abstract
We investigate properties of a diagnostic-envelope method for evaluating normal probability plots of regression residuals that was proposed by Atkinson (1981), implemented by BMDP (Hardwick 1987), and extended to logistic regression by Landwehr, Pregibon, and Shoemaker (1984). The envelope's stability properties and joint residual vector-inclusion levels, undocumented so far in the literature, are explored here with several examples. Alternative resistant techniques for creating envelopes are considered; interpretations that can be derived from these plots are discussed. A resistant version of the envelopes shows good stability and good sensitivity to outlying residuals; both full-normal and half-normal probability plots with this envelope method provide useful information to the analyst.
