On Jan 20, 2013, at 3:05 PM, Geoffrey Smith wrote:
Can anyone please tell me how to get the r-squared output from a
piecewise
(segmented) regression using the strucchange package? Here is the R
code I
have tried thus far.
library(lmtest)
library(strucchange)
data <- ts(c(rnorm(30), runif(30)), frequency = 12, start = c(2005,
01))
bpts <- breakpoints(data ~ 1)
print(bpts)
summary(bpts)
coeftest(bpts)
The authors of that package do provide some summary statistics that
might be of interest. You can get the residual sums of squares:
summary(bpts)$RSS
You should also look at
?logLik.breakpoints
As Bert points out this is not an ordinary linear problem.
--
David Winsemius, MD
Alameda, CA, USA
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