[R] incl.non.slopes=FALSE does not work at predict.lm

[dimitris kapetanakis]

Dear all,

I am trying to estimate the prediction from a fixed effects model and their
confidence intervals as well. Though I do not want to include in the
prediction and at the confidence intervals the intercept. For that reason I
used the argument incl.non.slopes=FALSE. But either if it is TRUE or FALSE
it does not have any difference and also the system does not provide any
warning. I really cannot understand what is happening and I use both predict
and predict.lm but there is no difference.

Explicitly the code is:

fe.nox <- lm(nox~ state.1  + state.2  + state.3  + state.4  + state.5  +
state.6  + state.7  + state.8  + state.9 + time.1   + time.2   + time.3   +
time.4   + time.5   + time.6   + time.7  + pcinc + I(pcinc^2) + I(pcinc^3),
data=ekc)

p.fe.nox<-predict.lm(fe.nox, new, interval = "prediction", level=0.95,
incl.non.slopes=FALSE) 

Any Help would be highly appreciated 

Thanks

Dimitris
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