[R] strucchange breakpoints r-squared

[David Winsemius]

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