The `summary.lm`

method is applied to each `lm`

component of
`object`

to produce summary information on the individual fits,
which is organized into a list of summary statistics. The returned
object is suitable for printing with the `print.summary.lmList`

method.

```
# S3 method for lmList
summary(object, pool, ...)
```

a list with summary statistics obtained by applying `summary.lm`

to the elements of `object`

, inheriting from class

`summary.lmList`

. The components of `value`

are:

- call
a list containing an image of the

`lmList`

call that produced`object`

.- coefficients
a three dimensional array with summary information on the

`lm`

coefficients. The first dimension corresponds to the names of the`object`

components, the second dimension is given by`"Value"`

,`"Std. Error"`

,`"t value"`

, and`"Pr(>|t|)"`

, corresponding, respectively, to the coefficient estimates and their associated standard errors, t-values, and p-values. The third dimension is given by the coefficients names.- correlation
a three dimensional array with the correlations between the individual

`lm`

coefficient estimates. The first dimension corresponds to the names of the`object`

components. The third dimension is given by the coefficients names. For each coefficient, the rows of the associated array give the correlations between that coefficient and the remaining coefficients, by`lm`

component.- cov.unscaled
a three dimensional array with the unscaled variances/covariances for the individual

`lm`

coefficient estimates (giving the estimated variance/covariance for the coefficients, when multiplied by the estimated residual errors). The first dimension corresponds to the names of the`object`

components. The third dimension is given by the coefficients names. For each coefficient, the rows of the associated array give the unscaled covariances between that coefficient and the remaining coefficients, by`lm`

component.- df
an array with the number of degrees of freedom for the model and for residuals, for each

`lm`

component.- df.residual
the total number of degrees of freedom for residuals, corresponding to the sum of residuals df of all

`lm`

components.- fstatistics
an array with the F test statistics and corresponding degrees of freedom, for each

`lm`

component.- pool
the value of the

`pool`

argument to the function.- r.squared
a vector with the multiple R-squared statistics for each

`lm`

component.- residuals
a list with components given by the residuals from individual

`lm`

fits.- RSE
the pooled estimate of the residual standard error.

- sigma
a vector with the residual standard error estimates for the individual

`lm`

fits.- terms
the terms object used in fitting the individual

`lm`

components.

- object
an object inheriting from class

`"lmList"`

, representing a list of`lm`

fitted objects.- pool
an optional logical value indicating whether a pooled estimate of the residual standard error should be used. Default is

`attr(object, "pool")`

.- ...
some methods for this generic require additional arguments. None are used in this method.

José Pinheiro and Douglas Bates bates@stat.wisc.edu

`lmList`

,
`summary`

```
fm1 <- lmList(distance ~ age | Subject, Orthodont)
summary(fm1)
```

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