Hello, I am having trouble with the output from the strucchange package for
a dummy variable regression. Why do I still get an intercept term in the
output of lm03, below?
library(lmtest)
library(strucchange)
data(GermanM1)
#regular dummy regression with intercept
lm01 <- lm(m ~ as.factor(season), data=GermanM1)
coeftest(lm01)
#regular dummy regression without intercept
lm02 <- lm(m ~ as.factor(season) - 01, data=GermanM1)
coeftest(lm02)
#segmented regression for which I would like no intercept, yet the output
includes an intercept, why?
lm03 <- lm(m ~ breakfactor(breakpoints(m ~ as.factor(season) - 01,
data=GermanM1)) / as.factor(season) - 01, data=GermanM1)
coeftest(lm03)
Thank you.
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