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:
library(doParallel)
cl <- makeCluster(4)
registerDoParallel(cl)
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)
return(mod$coef)
}
models
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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