the documentation is attached.
ctan.tug.org/tex-archive/
From the doc:
lineno.sty does not work well with display math. The parts of a paragraph
preceeding a display math will not get line numbers. The reason is that the
paragraph is not finished, but the part above the display is broken into lines
anyway.
quick answer:
preamble: \usepackage[mathlines]{lineno}
example use in text:
\begin{linenomath*}
$$
\mbox{eff}_i = \frac{X_i - Y_i}{X_i}.
$$
\end{linenomath*}
more complete answer:
\documentclass[11pt]{article}
\usepackage{amssymb,amsmath, amsthm, natbib, subfigure, color,
latexsym, ifthen,commath,setspace}
%\usepackage[draft]{graphicx}
\usepackage{graphicx}
\usepackage{rotating}
%line number has prolems in math mode
\usepackage[mathlines]{lineno}
\begin{document}
\linenumbers
%example use in text
\begin{linenomath*}
$$
\mbox{eff}_i = \frac{X_i - Y_i}{X_i}.
$$
\end{linenomath*}
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