Hello R users:
I'm trying now to apply the package strucchange to see whether there is
a structural change in linear regression. I have noted the following
problem that arises in my case with recursive-based CUSUM: generic
function recresid() in efp() generates an error, since (probably) it
cannot compute the inverse matrix of (X^(i-1)^T)*(X^(i-1)) at each step
(i-1), because the matrix (X^(i-1)^T)*(X^(i-1)) does not have full rank
for all i (X consists of dummy variables). Does any solution of this
problem exist (for example, to replace the ordinary inverse by the
generalised inverse, ginv())?
Thank you in advance for your help!
Julia
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