The link test is based on the idea that if a regression or regression-like equation is properly
specified, you should be able to find no additional independent variables that are significant except
by chance. One kind of specification error is called a link error. In regression, this means that the
dependent variable needs a transformation or “link” function to properly relate to the independent
variables. The idea of a link test is to add an independent variable to the equation that is especially
likely to be significant if there is a link error.