Returns a summary of the linear models stored in a fit.models object with
virtual class lmfm.
USAGE:
summary.lmfm(object, correlation=T, ...)
REQUIRED ARGUMENTS:
object
a fit.models object with virtual class lmfm that contains the fitted
models.
OPTIONAL ARGUMENTS:
correlation
if TRUE, the correlation matrix for the coefficients is included in the
summary.
VALUE:
a summary.lmfm object with the following components:
mod.names
the names of the models in object.
calls
a list containing the call of each model in object.
restats
a 2-dimensional array with one row (containing the minimum, the maximum,
and the quartiles of the residuals) for each model in object.
coefs
a 3-dimensional array. For each level of the 3rd index (one for each model
in object), the 2-dimensional slice contains the coefficient estimates,
their standard errors, the t statistic, and the p-value.
df
the residual degrees of freedom for each model in object.
r.squared
the R-squared statistic for each model in object.
sigmas
the residual scale estimate for each model in object.
correlations
a 3-dimensional array. For each level of the 3rd index (one for each model
in object), the 2-dimensional slice is the estimated correlation matrix of
the coefficients.