Using loops with knitr to produce multiple pdf reports… need a little help to get me over the hump

You don’t need to re-define the data in the .Rnw file and I think the warning is coming from the fact that you are putting the output name together with Hospital (the full vector of hospitals) rather than hosp (the loop index).

Following your example, testingloops.Rnw would be

\documentclass[10pt]{article}
\usepackage[margin=1.15 in]{geometry}
<<loaddata, echo=FALSE, message=FALSE>>=
subgroup <- df[ df$Hospital == hosp,]
@

\begin{document}
<<setup, echo=FALSE >>=
  opts_chunk$set(fig.path = paste("test", hosp , sep=""))
@

Some infomative text about hospital \Sexpr{hosp}

<<plots, echo=FALSE >>=
  for(ward in unique(subgroup$Ward)){
    subgroup2 <- subgroup[subgroup$Ward == ward,]
    #     subgroup2 <- subgroup2[ order(subgroup2$Month),]
    savename <- paste(hosp, ward)
    plot(subgroup2$Month, subgroup2$Outcomes, type="o", main=paste("Trend plot for", savename))
  }
@
\end{document}

and the driver R file would be just

##  make my data
Hospital <- c(rep("A", 20), rep("B", 20))
Ward <- rep(c(rep("ICU", 10), rep("Medicine", 10)), 2)
Month <- rep(seq(1:10), 4)
Outcomes <- rnorm(40, 20, 5)
df <- data.frame(Hospital, Ward, Month, Outcomes)

## knitr loop
library("knitr")
for (hosp in unique(df$Hospital)){
  knit2pdf("testingloops.Rnw", output=paste0('report_', hosp, '.tex'))
}

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