Possible deviations from linearity of the LMC Cepheid PL and PLC relations are investigated. Two datasets are studied, respectively from the OGLE and MACHO projects. A nonparametric test, based on linear regression residuals, suggests that neither PL relation is linear. If colour dependence is allowed for then the MACHO PL relation is found to deviate more significantly from the linear, while the OGLE PL relation is consistent with linearity. These finding are confirmed by fitting "Generalised Additive Models" (nonparametric regression functions) to the two datasets. Colour dependence is shown to be nonlinear in both datasets, distinctly so in the case of the MACHO Cepheids. It is also shown that there is interaction between the period and colour functions in the MACHO data.