Hypothesis Tests for Multivariate Linear Models Using the car Package

Authors

John Fox, McMaster University
Michael Friendly, York University
Sanford Weisberg, University of Minnesota

Date of this Version

6-2013

Document Type

Article

Citation

The R Journal (June 2013) 5(1); Editor: Hadley Wickham

Comments

Copyright 2013, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

The multivariate linear model can be fit with the lm function in R, where the left-hand side of the model comprises a matrix of response variables, and the right-hand side is specified exactly as for a univariate linear model (i.e., with a single response variable). This paper explains how to use the Anova and linearHypothesis functions in the car package to perform convenient hypothesis tests for parameters in multivariate linear models, including models for repeated-measures data.