[R] Partial structural Change in STRUCCHANGE PACKAGE

[Romain Francois]

Hello,

one way could be to compute the residuals of the regression y=b0 + b2*Z, 
let's call them U, and then test the structural change on the model 
U=c0+c1*X.
Maybe there's a better way.

Romain.

Le 18.02.2005 20:03, Yen H., Tong a écrit :

> Hi,
>
> I am using the Strucchange package in R to test for structural change 
> in regression coeffcient.  Given a model y = b0 + b1*X + b2*Z, the 
> Fstats test whether there is a change in both b1 and b2 over a time 
> period.
>
> Is there any way where I can restrict the test to hold b2 constant and 
> test for break in only b1?  That is, instead of a pure structural 
> change, could I test for partial structural change in only one of the 
> coefficient estimate?
>
> Warm Regards,
>
> Yen

-- 
Romain FRANCOIS : francoisromain at free.fr
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