[R] how to assess the significance of regression between a set of response and predictor variables

Manabu Sakamoto m.sakamoto at bristol.ac.uk
Tue Feb 23 13:39:01 CET 2010

Dear list,

I have been using multivariate multiple regression (MMR) in the form
lm(Y~X) where Y and X are matrices of response and predictor variables.
I know that summary(mlm.object) would give the usual lm statistics for
each response variable separately and that anova.mlm(mlm.object) will
give the analysis of variance table of the mlm object. However,
anova.mlm (also manova(mlm.object)) presents the significances of each
predictor variable as an anova table, but I want to see the overall
significance of the regression of the two sets of variables (Y and X).

Could anyone kindly teach me how I can accomplish that?


M. Sakamoto, PhD
Department of Earth Sciences,
University of Bristol,
Wills Memorial Building, Queen's Road,
Bristol BS8 1RJ, UK
M.Sakamoto at bristol.ac.uk

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