The general requirements for linear response of the magnetic relaxation in spin glasses have been investigated experimentally. Especially, the behaviour in superimposed external d.c. magnetic fields has been considered. The experiments were performed on the amorphous metallic spin glass (Fe0.15Ni0.85)75P16B6Al3. It is found that the response to a field change +/- DELTAh is linear for small enough field changes, irrespective of the magnitude of the superimposed external field, H. The linear response can be expressed by the response function p(H,t), which in general depends on H, but is found to be independent of H for equilibrium dynamics.