Question about linearity assumption in ANCOVA I'm running ANCOVA. My dependent variable is is IQ, and one of my covariates is sex. I know that to perform ANCOVA you should be thinking that there exists a linear relationship between your dependent variable and each of your covariates. I'm wondering if I even have to bother with worrying about the linearity assumption with respect to the relationship between IQ and sex given that sex is a categorical variable. And so in general my question is whether we ever have to worry about the linearity assumption with respect to the relationship between a dependent variable and a categorical covariate .
Thanks!!
FBH

The linearity assumption only applies to continuous covariates, so the answer to your question is no. In a linear model, each level of a factor covariate is assumed to have an additive effect on the expected response.
