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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