title: Obtain t-statistic for regression coefficients of an “mlm” object returned by `lm()`
body: <p>I've <code>used lm()</code> to fit multiple regression models, for multiple (~1 million) response variables in R. Eg.</p>
  
  <pre><code>allModels &lt;- lm(t(responseVariablesMatrix) ~ modelMatrix)
  </code></pre>
  
  <p>This returns an object of class "mlm", which is like a huge object containing all the models. I want to get the <em>t-statistic</em> for the first coefficient in each model, which I can do using the <code>summary(allModels)</code> function, but its very slow on this large data and returns a lot of unwanted info too.</p>
  
  <p>Is there a faster way of calculating the <code>t-statistic</code> manually, that might be faster than using the <code>summary()</code> function</p>
  
  <p>Thanks!</p>