strucchange breakpoints r-squared
You can't. You shouldn't. Segmented regression with unknown breakpoints in nonlinear regression, and R-squared doesn't make sense for nonlinear regression. See: https://stat.ethz.ch/pipermail/r-help/2002-July/023461.html -- Bert
On Sun, Jan 20, 2013 at 3:05 PM, Geoffrey Smith <gps at asu.edu> 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)
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Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm