I am using the
to derive the standard error of a transformed variable.
x1 <- 1:10
x2 <- c(0,0,0,0,0,0,0,0,0,0)
y <- c(1,3,3,4,5,7,7,8,9,10)
m1 <- lm(y~x1+x2)
deltamethod(~ (1-x1), coef(m1), vcov(m1))
The error I get is "Covariances should be a 3x3 matrix". The reason is that 1 variable does not have any variation (x2 is always zero) and has "NA" in the regression output.
Is there an easy fix to this? I know I could leave the variable out, but I am running more than 1.000 regressions with each around 15 parameters to estimate, and the NA variables (without variation) are every time different variables.