Univariate Test Statistics for a Multivariate Linear Model
Value
An object of class c("anova", "data.frame")
containing, for each response variable
the overall \(R^2\) for all terms in the model and the overall \(F\) statistic
together with its degrees of freedom and p-value.
Examples
iris.mod <- lm(cbind(Sepal.Length, Sepal.Width, Petal.Length, Petal.Width) ~ Species, data=iris)
car::Anova(iris.mod)
#>
#> Type II MANOVA Tests: Pillai test statistic
#> Df test stat approx F num Df den Df Pr(>F)
#> Species 2 1.1919 53.466 8 290 < 2.2e-16 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
uniStats(iris.mod)
#> Univariate tests for responses in the multivariate linear model iris.mod
#>
#> R^2 F df1 df2 Pr(>F)
#> Sepal.Length 0.61871 119.26 2 147 < 2.2e-16 ***
#> Sepal.Width 0.40078 49.16 2 147 < 2.2e-16 ***
#> Petal.Length 0.94137 1180.16 2 147 < 2.2e-16 ***
#> Petal.Width 0.92888 960.01 2 147 < 2.2e-16 ***
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
data(Plastic, package = "heplots")
plastic.mod <- lm(cbind(tear, gloss, opacity) ~ rate*additive, data=Plastic)
# multivariate tests
car::Anova(plastic.mod)
#>
#> Type II MANOVA Tests: Pillai test statistic
#> Df test stat approx F num Df den Df Pr(>F)
#> rate 1 0.61814 7.5543 3 14 0.003034 **
#> additive 1 0.47697 4.2556 3 14 0.024745 *
#> rate:additive 1 0.22289 1.3385 3 14 0.301782
#> ---
#> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1