Yes, this is possible but it sets limitations on your render.

The one way I know how to do this is to take your object, apply a shader to it with 100% transparency and then in the top tier of the shader, select no light interactions when fully transparent.

Then, in you render options, uncheck the "light through transparency" option.

The object will be fully invisible but will cast a perfect shadow.

You are not the first person to ask this.  It seems to be a common need and this question shows up every once in a while.  What's frustrating is that I can't remember how to do it and have to figure it out again new each time!

However, I can figure it out faster as the years go by.  This is an old trick I figured out way way way back when we were still working with Raydream and transitioning to C.  I was using it for Halloween images.

-Kix