The linear regression aggregator agg.linreg now computes all the multivariate statistics you know and love from R’s lm.summary, including r^2 and the F-test. The aggregator is actually more general, as the nested (null) model need not be the zero or intercept-only model. See:
https://hail.is/docs/devel/aggregators.html#hail.expr.aggregators.linreg