Linear response theory, as developed within the Zubarev formalism, is a quantum statistical approach for describing systems out of but close to equilibrium, which has been successfully applied to a wide variety of plasmas in an external electric field and/or containing a temperature gradient. We present here an extension of linear response theory to include the effects of an external magnetic field. General expressions for the complete set of relevant transport properties are given. In particular, the Hall effect and the influence of a magnetic field on the dc electrical conductivity are discussed. Low-density limits including electron-electron scattering are presented as well as results for arbitrary degeneracy.