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NLCHECK: Stata module to check linearity assumption after model estimation

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Author Info

  • Ben Jann

    ()
    (University of Bern)

Registered author(s):

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.

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File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.sthlp
File Function: help file
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File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.zip
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456968.

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Programming language: Stata
Requires: Stata version 10.0
Date of creation: 15 Oct 2008
Date of revision:
Handle: RePEc:boc:bocode:s456968

Note: This module should be installed from within Stata by typing "ssc install nlcheck". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: linearity; specification; regression;

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