Displaying 1 result from an estimated 1 matches for "nareit".
2005 Jan 17
2
Omitting constant in ols() from Design
...ard 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...