[R] strucchange breakpoints r-squared

[Bert Gunter]

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)
>
>         [[alternative HTML version deleted]]
>
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> and provide commented, minimal, self-contained, reproducible code.



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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