[R] proj() function for lm objects

[Piet van Remortel]

Dear all,

I'm trying to find a clear explanation of what the 'proj(lm)' function 
produces after having fit a linear model using 'lm'.   I find the help 
page on the proj() function highly unclear (surely part to my limited 
knowledge of statistics).  Can anybody provide a pointer to a clearer 
explanation, preferable containing some examples of the calculations 
involved ?  More particularly, I am interested in the relation between 
the coefficients produced by the 'coef()' function on an 'lm' object, 
and the corresponding projections.

regards,

Piet

--
Piet van Remortel
Intelligent Systems Lab
University of Antwerp
Belgium
http://www.islab.ua.ac.be