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8.2311 9.9974 10.8010 16.3186 18.3800 ... > residuals(model) 1 2 3 4 5 ... 2.068855 0.302589 -0.600998 0.081368 0.420047 ... > formula(model) Volume ~ Height * Girth The results are best reviewed with the summary generic function, which for linear models is specialized into summary.lm: > summary(model) Call: lm(formula = Volume ~ Height * Girth, data = trees) Residuals: Min 1Q Median -6.582 -1.067 0.303 3Q 1.564 Max 4.665 Coefficients: (Intercept) Height Girth Height:Girth Estimate Std. Error t value Pr(>|t|) 69.3963 23.8358 2.91 0.00713 -1.2971 0.3098 -4.19 0.00027 -5.8558 1.9213 -3.05 0.00511 0.1347 0.0244 5.52 7.5e-06 Residual standard error: 2.71 on 27 degrees of freedom Multiple R-Squared: 0.976,Adjusted R-squared: 0.973 F-statistic: 359 on 3 and 27 DF, p-value: <2e-16 This provides the most important information about the model; for more insight consult textbooks which explain linear modelling, e.g. Venables & Ripley [57], Fox [18], Christensen [4] or Draper & Smith [14]: • The model formula with which lm was called; • A summary of the residuals; by definition the mean is zero so is not reported; • The model coefficients (first column); • The standard error associated with each coefficient (second column); these can be used to construct confidence intervals; • The significance level of each coefficient (third column); this is the probability that rejecting the null hypothesis for the listed coefficient would be a mistake; • The residual standard error, which is defined as the square root of P the estimated variance of the random error: σ 2 = (1/(n−p))∗ (ri 2 ) where ri is one of the n residuals and p is the number of coefficients. • The coefficient of determination R 2 , both the unadjusted fraction of variance explained by the model R 2 = 1 − (Residual SS/Total SS) and 58