NLCHECK: Stata module to check linearity assumption after model estimation

Jann, Ben (2008). NLCHECK: Stata module to check linearity assumption after model estimation. [Software & Other Digital Items]

[img] Archive (15 Oct 2008)
nlcheck.zip - Published Version
Available under License BORIS Standard License.

Download (6kB)

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

Item Type:

Software & Other Digital Items

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

Statistical Software Components

Publisher:

Boston College Department of Economics

Language:

English

Submitter:

Ben Jann

Date Deposited:

29 Jun 2016 15:48

Last Modified:

05 Dec 2022 14:47

Additional Information:

Statistical Software Components S456968

BORIS DOI:

10.7892/boris.69411

URI:

https://boris.unibe.ch/id/eprint/69411

Actions (login required)

Edit item Edit item
Provide Feedback