[R] Omitting constant in ols() from Design

[Frank E Harrell Jr]

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