[R] Lm.fit extracting r-squared

[jhn_nolan]

Dear list,

I am running a fama macbeth regression using the lm.fit function and am
having problems extracting the rsquareds from each of the cross sectional
regressions (second stage)  I have estimated.

I can obtain the coefficients using  cfit = lm.fit(t(bhat[-1,]),
t(q))$coefficients
However I am unsure how (or if I even can) obtain the rsquareds for each
regression.


Thanks in advance,
John

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