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NLCHECK: Stata module to check linearity assumption after model estimation

By Ben Jann


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 mode

Topics: 300 Social sciences, sociology & anthropology
Publisher: Boston College Department of Economics
Year: 2008
DOI identifier: 10.7892/boris.69411
OAI identifier: oai:boris.unibe.ch:69411
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