This question follows another one on group weighted means: I would like to create weighted within-group averages using data.table. The difference with the initial question is that the names of the variables to be average are specified in a string vector.
The data:
df <- read.table(text= "
          region    state  county  weights y1980  y1990  y2000
             1        1       1       10     100    200     50
             1        1       2        5      50    100    200
             1        1       3      120    1000    500    250
             1        1       4        2      25    100    400
             1        1       4       15     125    150    200
             2        2       1        1      10     50    150
             2        2       2       10      10     10    200
             2        2       2       40      40    100     30
             2        2       3       20     100    100     10
", header=TRUE, na.strings=NA)
Using Roland's suggested answer from aforementioned question:
library(data.table)
dt <- as.data.table(df)
dt2 <- dt[,lapply(.SD,weighted.mean,w=weights),by=list(region,state,county)]
I have a vector with strings to determine dynamically columns for which I want the within-group weighted average.
colsToKeep = c("y1980","y1990")
But I do not know how to pass it as an argument for the data.table magic.
I tried
 dt[,lapply(
      as.list(colsToKeep),weighted.mean,w=weights),
      by=list(region,state,county)]` 
but I then get:
Error in x * w : non-numeric argument to binary operator
Not sure how to achieve what I want.
Bonus question: I'd like original columns names to be kept, instead of getting V1 and V2.
NB I use version 1.9.3 of the data.table package.
Normally, you should be able to do:
dt2 <- dt[,lapply(.SD,weighted.mean,w=weights), 
          by = list(region,state,county), .SDcols = colsToKeep]
i.e., just by providing just those columns to .SDcols. But at the moment, this won't work due to a bug, in that weights column won't be available because it's not specified in .SDcols. 
Until it's fixed, we can accomplish this as follows:
dt2 <- dt[, lapply(mget(colsToKeep), weighted.mean, w = weights), 
            by = list(region, state, county)]
#    region state county     y1980    y1990
# 1:      1     1      1  100.0000 200.0000
# 2:      1     1      2   50.0000 100.0000
# 3:      1     1      3 1000.0000 500.0000
# 4:      1     1      4  113.2353 144.1176
# 5:      2     2      1   10.0000  50.0000
# 6:      2     2      2   34.0000  82.0000
# 7:      2     2      3  100.0000 100.0000
I don't know data.table but have you considered using dplyr?  I think that it is almost as fast as data.table
library(dplyr)
df %>% 
  group_by(region, state, county) %>% 
  summarise(mean_80 = weighted.mean(y1980, weights), 
            mean_90 = weighted.mean(y1990, weights))
Source: local data frame [7 x 5]
Groups: region, state
  region state county   mean_80  mean_90
1      1     1      1  100.0000 200.0000
2      1     1      2   50.0000 100.0000
3      1     1      3 1000.0000 500.0000
4      1     1      4  113.2353 144.1176
5      2     2      1   10.0000  50.0000
6      2     2      2   34.0000  82.0000
7      2     2      3  100.0000 100.0000
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