Hi Hadley,
Thanks for the idea, but this was a typo...
My code is the following:
D <- data.frame(CPU=pred.cor2$CPU, PREP=PREP, BRG=BIZ$JOBPREPLOTRULE_BRG,
CLOG=res.WIP, WE=DUMMY)
model.mes <- CPU~PREP+BRG+CLOG+WE
stab.model <- Fstats(model.mes, data = D, from = 0.1,
vcov = function(x, ...) vcovHC(x, type = "HC", ...))
plot(stab.model)
bp.mes <- breakpoints(model.mes, data = D)
Fstats works, by breakpoints tells me:
Erreur dans chol2inv(qr.R(fm$qr)) :
l'élément (5, 5) est nul, donc l'inverse ne peut être calculé
I tried and tried again, no clue....
Thanks
Michel
On Fri, Jul 29, 2011 at 3:14 PM, Hadley Wickham <had...@rice.edu> wrote:
> >> struc.test <- breakpoints(y~x1+x2+x3+x3+x4, data=D)
> >>
> >> *I get an error message:*
> >> Erreur dans chol2inv(qr.R(fm$qr)) :
> >> l'?l?ment (5, 5) est nul, donc l'inverse ne peut ?tre calcul?
> >> (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 l? o? TRUE / FALSE est requis
> >>
> >> I really can't understand what is going wrong. What 'tol' stands for?
> >> Seems
> >> it is not a 'breackpoints' attributes.
> >
> > The breakpoints() function needs to estimate the model on all possible
> > subsets to determine the optimal breakpoints. This can be done via
> > computation of recursive residuals and "tol" is an argument of the
> > recresid() function. However, I recently enhanced the code trying to fix
> > exactly this problem. Please try strucchange 1.4-5.
>
> Or maybe trying removing the duplicate x3 from your model formula?
>
> Hadley
>
> --
> Assistant Professor / Dobelman Family Junior Chair
> Department of Statistics / Rice University
> http://had.co.nz/
>
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