R: Summarize an lmList Object

summary.lmList {nlme} | R Documentation

## Summarize an lmList Object

### Description

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.

### Usage

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

### Arguments

`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.

### Value

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.

### Author(s)

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

### See Also

`lmList`, `summary`

### Examples

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

[Package nlme version 3.1-104 Index]