When we include a continuous variable as a covariate in a regression model, it's important that we include it using the correct (or something approximately correct) functional form. For example, with a continuous outcome Y and continuous covariate X, it may be the case that the expected value of Y is a linear function of X and X^2, rather than a linear function of X. For linear regression there are a number of ways of assessing what the appropriate functional form is for a covariate. A simple but often effective approach is simply to look at a scatter plot of Y against X, to visually assess the shape of the association.

Read moreChecking functional form in logistic regression using loess plots