Good morning to all,
I am encountering a blocking issue when using the function 'breackpoints'
from package 'strucchange'.
*Context:*
I use a data frame, 248 observations of 5 variables, no NA.
I compute a linear model, as y~x1+...+x4
x4 is a dummy variable (0 or 1).
I want to check this model for structural changes.
*Process & issues:*
*First, I used function Fstats.* It works perfectly. However, this test is
not adapted because regression residuals are not independant.
That is why *I used 'breackpoints', which works for depedant errors* (Bai,
1997).
Syntax:
struc.test <- breakpoints(y~x1+x2+x3+x3+x4, data=D)
*I get an error message:*
Erreur dans chol2inv(qr.R(fm$qr)) :
l'élément (5, 5) est nul, donc l'inverse ne peut être calculé
(sorry for the french version, I don't know how to get the message
english translation in R).
My first assumption was this has *something to do with the dummy variable,
so I skipped it*:
struc.test <- breakpoints(y~x1+x2+x3+x3, data=D)
*New error message:*
Erreur dans if (max(abs((betar - fm$coefficients)/fm$coefficients)) < tol)
check <- FALSE :
valeur manquante là où TRUE / FALSE est requis
I really can't understand what is going wrong. What 'tol' stands for? Seems
it is not a 'breackpoints' attributes.
Any help would greatly appreciated.
Many thanks in advance,
Regards,
Michel
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