I am wondering whether there is a bug in the statsmodels module function qqplot_2samples(). The documentation (

Unless I'm missing something on what this functions does, the y-axis is the one going to 20, not the x.

CodePudding user response：

This has been fixed in master and will be out in the 0.14 release. Running your code now produces:

You can install the master version one of two ways:

1. If you have a C compiler installed, you can use pip install git https://github.com/statsmodels/statsmodels.git
2. If you don't, you can install a recent build using pip install -i https://pypi.anaconda.org/scipy-wheels-nightly/simple statsmodels. These are official nightly wheels.