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NLCHECK: Stata module to check linearity assumption after model estimation

Author

Listed:
  • Ben Jann

    (University of Bern)

Programming Language

Stata

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.

Suggested Citation

  • Ben Jann, 2008. "NLCHECK: Stata module to check linearity assumption after model estimation," Statistical Software Components S456968, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s456968
    Note: This module should be installed from within Stata by typing "ssc install nlcheck". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nlcheck.zip
    File Function: zip file of package
    Download Restriction: no
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