[R] weighted regression inside FOREACH loop
thierry.onkelinx at inbo.be
Fri Oct 7 15:47:14 CEST 2016
Maybe you want to return(mod) instead of return(mod$coef)
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
2016-10-07 15:24 GMT+02:00 Bos, Roger <roger.bos op rothschild.com>:
> I have a foreach loop that runs regressions in parallel and works fine,
> but when I try to add the weights parameter to the regression the
> coefficients don’t get stored in the “models” variable like they are
> supposed to. Below is my reproducible example:
> cl <- makeCluster(4)
> fmla <- as.formula("y ~ .")
> models <- foreach(d=1:10, .combine=rbind, .errorhandling='remove') %dopar%
> datdf <- data.frame(y = 1:100+2*rnorm(100), x = 1:100+rnorm(100))
> weights <- rep(c(1,2), 50)
> mod <- lm(fmla, data=datdf, weights=weights)
> #mod <- lm(fmla, data=datdf)
> You can change the commenting on the two “mod <-“ lines to see that the
> non-weighted one works and the weighted regression doesn’t work. I tried
> using .export="weights" in the foreach line, but R says that weights is
> already being exported.
> Thanks in advance for any suggestions.
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