r Creating models on subsets with data.table inside a function

Question

Using data.table, I am trying to write a function that takes a data table, a formula object, and a string as arguments, and creates and stores multiple model objects.

Answer 1

You've to evaluate it within the environment .SD (as lm can not "see" V2 and V3 otherwise):

SectRegress <- function (df,eq,sectors) {
    Output <- df[, list(model=list(lm(eq, .SD))), by=sectors]
    return(Output)
}
Test <- SectRegress(myData,formula(V2~V3),sectors="V1")