Re: Linearity of Independent varialbles in Multiple Regression.

yogi wrote: 
Hi Everybody,
          I am working on a multiple regression problem. I wanted to
know is there any way to check the linearity of Independent variables
using sas. I know for dependent variables the boxcox transformation is
used . Is there any complementary  method for independent variables.
Thanks in advance.
Yogi


You might have a look at Breiman and Friedman's Alternating Conditional Expectations. I've used this on occasion with some success, not by accepting its decisions blindly but by getting a feel for what might be going on in the dataset.

L. Breiman and J. H. Friedman. Estimating optimal transformations for multiple regression and correlation. Journal of the American Statistical Association, 80:580 619, 1985.
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