a vector or, if the response was a matrix, a matrix of effects.
These are single-degree-of-freedom values, orthogonal and hence uncorrelated
under standard linear model assumptions.
With the default fitting there will be min(n, p) of them for n
observations and p coefficients in the model.
Some linear model algorithms (e.g., Choleski), however, produce only p
effects.
If the rank of the model matrix is r, the first r effects are
associated with the estimable coefficients and the rest with residuals.
Note that this involves pivoting of values in the case of rank-deficient
models.
Pivoted or not, the effects associated with the p coefficients are
labeled appropriately.
The last n-p effects are unlabeled, not
being associated with specific degrees of freedom in the model or with
specific observations.
In the case of models like glm or gam, the effects are
those of the underlying weighted linear model.