Displaying 1 result from an estimated 1 matches for "d3yrtr".
2005 Jan 17
2
Omitting constant in ols() from Design
...t 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?
Tobia...