[R] Omitting constant in ols() from Design
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Mon Jan 17 17:04:10 CET 2005
Tobias Muhlhofer wrote:
> Hi!
>
> I need to run ols regressions with Huber-White sandwich estimators and
> the correponding standard errors, without an intercept. What I'm trying
> to do is create an ols object and then use the robcov() function, on the
> order of:
>
> f <- ols(depvar ~ ind1 + ind2, x=TRUE)
> robcov(f)
>
> However, when I go
>
> f <- ols(depvar ~ ind1 + ind2 -1, x=TRUE)
>
> I get the following error:
>
> Error in ols(nareit ~ SnP500 + d3yrtr - 1) :
> length of dimnames [2] not equal to array extent
>
> same with +0 instead of -1.
>
> Is there a different way to create an ols object without a constant? I
> can't use lm(), because robcov() needs an object from the Design() series.
>
> Or is there a different way to go about this?
>
> Tobias Muhlhofer
ols does not support this. Sorry.
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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