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

______________________________________________
R-help@(protected)
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html