LINCHECK: Stata module to graphically assess the linearity of a continuous covariate in a regression model
lincheck provides a quick-and-dirty check of whether a continuous covariate in a general linearized model (GLM) is linear in the link function. lincheck makes a new categorical variable that breaks the continuous covariate into quartiles, then re-estimates the GLM using dummy variables for the quartiles, and finally provides a graph of estimated coefficients plotted against the midpoints of the quartiles. A linear graph supports the assumption of linearity of the continuous covariate. lincheck works with most GLM commands such as regress, logit/logistic, probit, poisson, stcox etc. and their svy-versions.
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