Linearity can only be tested if we have at least three points. I assume you are therefore trying to test whether the assumption of linearity of the association between the continuous variable and your independent variable is met.

Why do we check for linearity?

First, linear regression needs the relationship between the independent and dependent variables to be linear. It is also important to check for outliers since linear regression is sensitive to outlier effects. ... Multicollinearity occurs when the independent variables are too highly correlated with each other.

What is the statistical test for linearity?

A formal hypothesis test for linearity is based on the largest CUSUM statistic and the Kolmogorov-Smirnov test. The null hypothesis states that the relationship is linear, against the alternative hypothesis that it is not linear.