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Thread: Use of partial regression plots to check for non-linearity

  1. #16
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    Re: Use of partial regression plots to check for non-linearity




    Yeah after your comments I wrote in my wonderful document on linear regression. "You can't use box tidwell for linear regression "

    I did not understand the countour suggestion in honesty. I was hoping to find a non-graphical solution that does not require me to interpret data, because I am not overly confident of my interpretations. But I might have to go that route.

    There appear to be good test for non-linearity in the context of time, but I am not sure they work for cross sectional data [such as the Ramsey RESET test].
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

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    Re: Use of partial regression plots to check for non-linearity

    Quote Originally Posted by hlsmith View Post
    Code: 
    ODS GRAPHICS ON;
    PROC LOESS DATA=Data_set_name;
       MODEL Y = X1/SMOOTH=0.1 0.25 0.4 0.6 RESIDUAL;
    RUN;
    ODS GRAPHICS OFF;
    Are you doing this with the raw data the regression is run on or the residuals?
    "Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995

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    Re: Use of partial regression plots to check for non-linearity

    The "RESIDUAL" option is not needed. I just run each IV using this. I had been wanting to add this to my analytic steps when running linear models.
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    Re: Use of partial regression plots to check for non-linearity

    What I meant is are you fitting the Lowess to the residuals I am trying to do this as we speak...
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    Re: Use of partial regression plots to check for non-linearity


    No, I am running a simple linear regression model, per se. But I am using loess, which fits an wobbly line exactly on data fit, not a linear line.


    So all you need is a Y and X variable plugged into the code.
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    noetsi (03-14-2016)

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