[Rd] lm() takes weights from formula environment

[Duncan Murdoch]

This is fairly clearly documented in ?lm:

"All of weights, subset and offset are evaluated in the same way as 
variables in formula, that is first in data and then in the environment 
of formula."

There are lots of possible places to look for weights, but this seems to 
me like a pretty sensible search order.  In most cases the environment 
of the formula will have a parent environment chain that eventually 
leads to the global environment, so (with no conflicts) your strategy of 
defining w there will sometimes work, but looks pretty unreliable.

When you say you want to work around this search order, I think the 
obvious way is to add your w vector to your d dataframe.  That way it is 
guaranteed to be found even if there's a conflicting variable in the 
formula environment, or the global environment.

Duncan Murdoch

On 09/08/2020 2:13 p.m., John Mount wrote:
> I know this programmers can reason this out from R's late parameter evaluation rules PLUS the explicit match.call()/eval() lm() does to work with the passed in formula and data frame. But, from a statistical user point of view this seems to be counter-productive. At best it works as if the user is passing in the name of the weights variable instead of values (I know this is the obvious consequence of NSE).
> 
> lm() takes instance weights from the formula environment. Usually that environment is the interactive environment or a close child of the interactive environment and we are lucky enough to have no intervening name collisions so we don't have a problem. However it makes programming over formulas for lm() a bit tricky. Here is an example of the issue.
> 
> Is there any recommended discussion on this and how to work around it? In my own work I explicitly set the formula environment and put the weights in that environment.
> 
> 
> d <- data.frame(x = 1:3, y = c(3, 3, 4))
> w <- c(1, 5, 1)
> 
> # works
> lm(y ~ x, data = d, weights = w)
> 
> # fails, as weights are taken from formul environment
> fn <- function() {  # deliberately set up formula with bad value in environment
>    w <- c(-1, -1, -1, -1)  # bad weights
>    f <- as.formula(y ~ x)  # captures bad weights with as.formula(env = parent.frame()) default
>    return(f)
> }
> lm(fn(), data = d, weights = w)
> # Error in model.frame.default(formula = fn(), data = d, weights = w, drop.unused.levels = TRUE) :
> #   variable lengths differ (found for '(weights)')
> 
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