Thanks to Kit Baum, the new command -lincheck- is available from SSC:
-lincheck- provides a quick-and-dirty graphical check of whether a
continuous covariate in a general linearized model (GLM) is linear in the
link function. A linear graph supports the assumption of linearity
. -lincheck- works with most GLM commands such as regress, logit/logistic,
probit, poisson, stcox etc. and their svy-versions. -lincheck- implements a
method suggested by Hosmer & Lemeshow, Applied Logistic Regression, 2nd ed.,
2000, Wiley.
Example:
. lincheck logit smoker age sex weight
assesses 'age' for linearity in the logit.
