NLCHECK: Stata module to check linearity assumption after model estimation

Ben Jann ()

Statistical Software Components from Boston College Department of Economics

Abstract: nlcheck is a simple diagnostic tool that can be used after fitting a model to quickly check the linearity assumption for a given predictor. nlcheck categorizes the predictor into bins, refits the model including dummy variables for the bins, and then performs a joint Wald test for the added parameters. Alternative, nlcheck uses linear splines for the adaptive model. Support for discrete variables is also provided. Optionally, nlcheck also displays a graph of the adjusted linear predictions from the original model and the adaptive model.

Language: Stata
Requires: Stata version 10.0
Keywords: linearity; specification; regression (search for similar items in EconPapers)
Date: 2008-10-15
Note: This module may be installed from within Stata by typing "ssc install nlcheck". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nlcheck.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nlcheck.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nlcheck.zip zip file of package (application/zip)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s456968

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