NLCHECK: Stata module to check linearity assumption after model estimation

Jann, Ben (15 October 2008). NLCHECK: Stata module to check linearity assumption after model estimation (Statistical Software Components S456968). Boston: Boston College Department of Economics

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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:

Working Paper

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:

29 Jun 2016 15:48

BORIS DOI:

10.7892/boris.69411

URI:

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

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