search for: suplm

...maxBB it is clear: functional = list(comp = function(x) max(abs(x)), time = max), with rangeBB: functional = list(time = function(x) max(x)-min(x), comp = max), with meanL2BB, if I understood correctly: functional = list(comp = function(x) sum(x^2), time = mean). How can I write a functional supLM(from=..., to=...)? Thank you in advance. Julia -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p4023903.html Sent from the R help mailing list archive at Nabble.com.

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