[R] Function environments lm() weights
Tobias Muhlhofer
t.muhlhofer at lse.ac.uk
Fri May 27 13:38:00 CEST 2005
I am writing a function of weighted regression, as a procedure for
heteroskedasticity.
The function runs an auxiliary regression whose fitted values I assign
to fit, and then I go:
w <- 1/(exp(fit/2))
## Rerun the old regression ##
if(gls) {
wtd.model <- glm(model, weights=w)
}
if(!gls) {
wtd.model <- lm(model, weights=w, x=TRUE)
}
In this version, R complains that it can't find w. How can I tell it to
look for w in the function's environment, rather than in environment 1
or whatever?
An easy workaround, of course, is to superassign w and remove it
afterwards, but that's a little messy, in case the user already has a
variable called w in his environment.
Thanks,
Tobias Muhlhofer
More information about the R-help
mailing list