Data is partitioned according to the levels of the grouping
  factor g and individual lm fits are obtained for each
  data partition, using the model defined in object.lmList(formula, data, level, subset, na.action, pool)lmList,
    a linear formula object of the form y ~ x1+...+xn | g.
    In the formula object, y
    represents the response, x1,...,xn the covariates, and
    g the grouping factor speciobject.data should  be  used in the fit. This can be a logical
   vector, or a numeric vector indicating which observation numbers are
   to be included, or a  character  vector of theNAs.  The default action (na.fail) causes
   lmList to print an error message and terminate if there are any
   incomplete observations.pool in
   calculations of standard deviations or standard errors for summaries.lm objects with as
  many components as the number of groups defined by the grouping factor.lm(fm1 <- lmList(breaks ~ wool | tension, warpbreaks))Run the code above in your browser using DataLab