Corollary
Tag 0A3J, permanent. Cite it as [Bourbaki, Tag 0A3J].
Lie Groups and Lie Algebras, chapter II, § 2. Free Lie algebras
The module is free and so is each of the submodules where and where . The modules are of finite rank and so are the modules if is finite.
There exists a Hall set relative to (Proposition 11). For all , the element of belongs to one of the modules (with ) and the module is the direct sum of the submodules . Further, for all , the set of elements of whose canonical image in is equal to is finite; this shows that each of the modules is free and of finite rank and that is free. Now and hence is free; when is finite, the set of such that is finite and hence is then of finite rank.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.