LINCHECK: Stata module to graphically assess the linearity of a continuous covariate in a regression model

Alex Gamma ()
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Alex Gamma: University of Zurich

Statistical Software Components from Boston College Department of Economics

Abstract: lincheck provides a quick-and-dirty check of whether a continuous covariate in a general linearized model (GLM) is linear in the link function. lincheck makes a new categorical variable that breaks the continuous covariate into quartiles, then re-estimates the GLM using dummy variables for the quartiles, and finally provides a graph of estimated coefficients plotted against the midpoints of the quartiles. A linear graph supports the assumption of linearity of the continuous covariate. lincheck works with most GLM commands such as regress, logit/logistic, probit, poisson, stcox etc. and their svy-versions.

Language: Stata
Requires: Stata version 8
Keywords: linearity; regression; graphics (search for similar items in EconPapers)
Date: 2005-02-28
Note: This module may be installed from within Stata by typing "ssc install lincheck". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lincheck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lincheck.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s449401

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