[R] Partial structural Change in STRUCCHANGE PACKAGE

Yen H., Tong yhtong at u.washington.edu
Fri Feb 18 20:03:13 CET 2005


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




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