[R] 'breackpoints' (package 'strucchange'): 2 blocking error messages when using for multiple regression model testing

[Hadley Wickham]

>> 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/