Addition to: lm weights

On Mon, 16 Jul 2001, Christian Hoffmann wrote:

Hi all,

Sorry for the omission in the first post.

I have difficulties in specifying a weight vector inside lm which is called
inside a function.

++++Also stepAIC will not behave as expected.

I have had the hope that this problem would go away by switching to R from
S+, as a variable generated inside a function should be visible to lm
inside it, but the evaluation of formulae seems to get in the way.

regrbest(Una,"vr3c1",ind,"W")
with names(Una) containing the elements of ind:
....    "vr91"  "vr92" ..  and additionally.... "W"

regrbest <- function(x,y,ind,wt=NULL)
  form <- as.formula(paste(y,paste(ind, collapse = "+"), sep = "~"),
env=parent.frame())   #  is env WRONG here???
# form = vr3c1 ~ vr91 + vr92   with the actual call
  nna <- apply(x[,c(ind,wt)],1,function(x) all(!is.na(x)))
  xx  <- x[nna,]
  wtt  <- !is.null(wt) && any(wt!=1)
  if (wtt) {  #  is TRUE here
    w <- xx[,wt]
    lm1 <- lm(form,data=xx,weights=w)
  else {
    lm1 <- lm(form,data=xx,na.action=na.omit)
    stw <- stepAIC(lm1,direction="forward",trace=2, k=2)

Error in eval(expr, envir, enclos) : Object "w" not found
The weights w are not found ????

Right, as they are not in the scope of re-fitting the model.
Why are you not using

lm1 <- lm(form,data=xx,weights=wt)

anyway?