LINEAR REGRESSION USING R

AN INTRODUCTION TO DATA
BY DAVID J. LILJA
Linear Regression
Using R
A N I NTRODUCTION TO DATA M ODELING

DAVID J. L ILJA
University of Minnesota, Minneapolis

University of Minnesota Libraries Publishing

Minneapolis, Minnesota, USA
Linear Regression Using R: An Introduction to Data Modeling

Copyright c 2016 by David J. Lilja

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Edition: 1.1 (April, 2017)

Edition: 1.0 (2016)
University of Minnesota Libraries Publishing
Minneapolis, Minnesota, USA

ISBN-10: 1-946135-00-3
ISBN-13: 978-1-946135-00-1

https:/doi.org/10.24926/8668/1301

Visit the book web site at:

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Preface

Goals
Interest in what has become popularly known as data mining has expanded
significantly in the past few years, as the amount of data generated contin-
ues to explode. Furthermore, computing systems’ ever-increasing capabil-
ities make it feasible to deeply analyze data in ways that were previously
available only to individuals with access to expensive, high-performance
computing systems.
Learning about the broad field of data mining really means learning
a range of statistical tools and techniques. Regression modeling is one
of those fundamental techniques, while the R programming language is
widely used by statisticians, scientists, and engineers for a broad range of
statistical analyses. A working knowledge of R is an important skill for
anyone who is interested in performing most types of data analysis.
The primary goal of this tutorial is to explain, in step-by-step detail, how
to develop linear regression models. It uses a large, publicly available data
set as a running example throughout the text and employs the R program-
ming language environment as the computational engine for developing
the models.
This tutorial will not make you an expert in regression modeling, nor
a complete programmer in R. However, anyone who wants to understand
how to extract information from data needs a working knowledge of the
basic concepts used to develop reliable regression models, and should also
know how to use R. The specific focus, casual presentation, and detailed
examples will help you understand the modeling process, using R as your
computational tool.

iii
 All of the resources you will need to work through the examples in the
book are readily available on the book web site (see p. ii). Furthermore, a
fully functional R programming environment is available as a free, open-
source download [13].

Audience
Students taking university-level courses on data science, statistical model-
ing, and related topics, plus professional engineers and scientists who want
to learn how to perform linear regression modeling, are the primary audi-
ence for this tutorial. This tutorial assumes that you have at least some ex-
perience with programming, such as what you would typically learn while
studying for any science or engineering degree. However, you do not need
to be an expert programmer. In fact, one of the key advantages of R as a
programming language for developing regression models is that it is easy to
perform remarkably complex computations with only a few lines of code.

Acknowledgments
Writing a book requires a lot of time by yourself, concentrating on trying
to say what you want to say as clearly as possible. But developing and
publishing a book is rarely the result of just one person’s effort. This book
is no exception.
At the risk of omitting some of those who provided both direct and in-
direct assistance in preparing this book, I thank the following individuals
for their help: Professor Phil Bones of the University of Canterbury in
Christchurch, New Zealand, for providing me with a quiet place to work
on this text in one of the most beautiful countries in the world, and for our
many interesting conversations; Shane Nackerud and Kristi Jensen of the
University of Minnesota Libraries for their logistical and financial support
through the Libraries’ Partnership for Affordable Content grant program;
and Brian Conn, also of the University of Minnesota Libraries, for his in-
sights into the numerous publishing options available for this type of text,
and for steering me towards the Partnership for Affordable Content pro-
gram. I also want to thank my copy editor, Ingrid Case, for gently and tact-
fully pointing out my errors and inconsistencies. Any errors that remain are

iv L INEAR R EGRESSION U SING R

my own fault, most likely because I ignored Ingrid’s advice. Finally, none
of this would have happened without Sarah and her unwavering support.
Without these people, this book would be just a bunch of bits, moldering
away on a computer disk drive somewhere.

A N I NTRODUCTION TO DATA M ODELING v

Contents

1 Introduction 1
1.1 What is a Linear Regression Model? . . . . . . . . . . . . 2
1.2 What is R? . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 What’s Next? . . . . . . . . . . . . . . . . . . . . . . . . 6

2 Understand Your Data 7

2.1 Missing Values . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Sanity Checking and Data Cleaning . . . . . . . . . . . . 8
2.3 The Example Data . . . . . . . . . . . . . . . . . . . . . 9
2.4 Data Frames . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.5 Accessing a Data Frame . . . . . . . . . . . . . . . . . . 12

3 One-Factor Regression 17
3.1 Visualize the Data . . . . . . . . . . . . . . . . . . . . . . 17
3.2 The Linear Model Function . . . . . . . . . . . . . . . . . 19
3.3 Evaluating the Quality of the Model . . . . . . . . . . . . 20
3.4 Residual Analysis . . . . . . . . . . . . . . . . . . . . . . 24

4 Multi-factor Regression 27
4.1 Visualizing the Relationships in the Data . . . . . . . . . . 27
4.2 Identifying Potential Predictors . . . . . . . . . . . . . . . 29
4.3 The Backward Elimination Process . . . . . . . . . . . . . 32
4.4 An Example of the Backward Elimination Process . . . . . 33
4.5 Residual Analysis . . . . . . . . . . . . . . . . . . . . . . 40
4.6 When Things Go Wrong . . . . . . . . . . . . . . . . . . 41

vii
Contents

5 Predicting Responses 51
5.1 Data Splitting for Training and Testing . . . . . . . . . . . 51
5.2 Training and Testing . . . . . . . . . . . . . . . . . . . . 53
5.3 Predicting Across Data Sets . . . . . . . . . . . . . . . . . 56

6 Reading Data into the R Environment 61

6.1 Reading CSV files . . . . . . . . . . . . . . . . . . . . . . 62

7 Summary 67

8 A Few Things to Try Next 71

Bibliography 75

Index 77

Update History 81

viii L INEAR R EGRESSION U SING R

1 | Introduction

ATA mining is a phrase that has been popularly used to suggest the
D process of finding useful information from within a large collection
of data. I like to think of data mining as encompassing a broad range of
statistical techniques and tools that can be used to extract different types
of information from your data. Which particular technique or tool to use
depends on your specific goals.
One of the most fundamental of the broad range of data mining tech-
niques that have been developed is regression modeling. Regression mod-
eling is simply generating a mathematical model from measured data. This
model is said to explain an output value given a new set of input values.
Linear regression modeling is a specific form of regression modeling that
assumes that the output can be explained using a linear combination of the
input values.
A common goal for developing a regression model is to predict what the
output value of a system should be for a new set of input values, given that
you have a collection of data about similar systems. For example, as you
gain experience driving a car, you begun to develop an intuitive sense of
how long it might take you to drive somewhere if you know the type of
car, the weather, an estimate of the traffic, the distance, the condition of
the roads, and so on. What you really have done to make this estimate of
driving time is constructed a multi-factor regression model in your mind.
The inputs to your model are the type of car, the weather, etc. The output
is how long it will take you to drive from one point to another. When
you change any of the inputs, such as a sudden increase in traffic, you
automatically re-estimate how long it will take you to reach the destination.
This type of model building and estimating is precisely what we are go-

1
CHAPTER 1. INTRODUCTION

ing to learn to do more formally in this tutorial. As a concrete example, we

will use real performance data obtained from thousands of measurements
of computer systems to develop a regression model using the R statisti-
cal software package. You will learn how to develop the model and how
to evaluate how well it fits the data. You also will learn how to use it to
predict the performance of other computer systems.
As you go through this tutorial, remember that what you are developing
is just a model. It will hopefully be useful in understanding the system and
in predicting future results. However, do not confuse a model with the real
system. The real system will always produce the correct results, regardless
of what the model may say the results should be.

1.1 || What is a Linear Regression Model?

Suppose that we have measured the performance of several different com-
puter systems using some standard benchmark program. We can organize
these measurements into a table, such as the example data shown in Ta-
ble 1.1. The details of each system are recorded in a single row. Since we
measured the performance of n different systems, we need n rows in the
table.

Table 1.1: An example of computer system performance data.

System Inputs Output

Clock (MHz) Cache (kB) Transistors (M) Performance
1 1500 64 2 98
2 2000 128 2.5 134
... ... ... ... ...
i ... ... ... ...
... ... ... ... ...
n 1750 32 4.5 113

The first column in this table is the index number (or name) from 1 to n
that we have arbitrarily assigned to each of the different systems measured.
Columns 2-4 are the input parameters. These are called the independent
variables for the system we will be modeling. The specific values of the

2 L INEAR R EGRESSION U SING R

 1.1. WHAT IS A LINEAR REGRESSION MODEL?

input parameters were set by the experimenter when the system was mea-
sured, or they were determined by the system configuration. In either case,
we know what the values are and we want to measure the performance
obtained for these input values. For example, in the first system, the pro-
cessor’s clock was 1500 MHz, the cache size was 64 kbytes, and the pro-
cessor contained 2 million transistors. The last column is the performance
that was measured for this system when it executed a standard benchmark
program. We refer to this value as the output of the system. More tech-
nically, this is known as the system’s dependent variable or the system’s
response.
The goal of regression modeling is to use these n independent mea-
surements to determine a mathematical function, f (), that describes the
relationship between the input parameters and the output, such as:

perf ormance = f (Clock, Cache, T ransistors) (1.1)

This function, which is just an ordinary mathematical equation, is the
regression model. A regression model can take on any form. However,
we will restrict ourselves to a function that is a linear combination of the
input parameters. We will explain later that, while the function is a linear
combination of the input parameters, the parameters themselves do not
need to be linear. This linear combination is commonly used in regression
modeling and is powerful enough to model most systems we are likely to
encounter.
In the process of developing this model, we will discover how impor-
tant each of these inputs are in determining the output value. For example,
we might find that the performance is heavily dependent on the clock fre-
quency, while the cache size and the number of transistors may be much
less important. We may even find that some of the inputs have essentially
no impact on the output making it completely unnecessary to include them
in the model. We also will be able to use the model we develop to predict
the performance we would expect to see on a system that has input values
that did not exist in any of the systems that we actually measured. For
instance, Table 1.2 shows three new systems that were not part of the set
of systems that we previously measured. We can use our regression model
to predict the performance of each of these three systems to replace the
question marks in the table.

A N I NTRODUCTION TO DATA M ODELING 3

CHAPTER 1. INTRODUCTION

Table 1.2: An example in which we want to predict the performance of new

systems n + 1, n + 2, and n + 3 using the previously measured
results from the other n systems.

System Inputs Output

Clock (MHz) Cache (kB) Transistors (M) Performance
1 1500 64 2 98
2 2000 128 2.5 134
... ... ... ... ...
i ... ... ... ...
... ... ... ... ...
n 1750 32 4.5 113
n+1 2500 256 2.8 ?
n+2 1560 128 1.8 ?
n+3 900 64 1.5 ?

As a final point, note that, since the regression model is a linear com-
bination of the input values, the values of the model parameters will auto-
matically be scaled as we develop the model. As a result, the units used for
the inputs and the output are arbitrary. In fact, we can rescale the values
of the inputs and the output before we begin the modeling process and still
produce a valid model.

1.2 || What is R?
R is a computer language developed specifically for statistical computing.
It is actually more than that, though. R provides a complete environment
for interacting with your data. You can directly use the functions that are
provided in the environment to process your data without writing a com-
plete program. You also can write your own programs to perform opera-
tions that do not have built-in functions, or to repeat the same task multiple
times, for instance.
R is an object-oriented language that uses vectors and matrices as its ba-
sic operands. This feature makes it quite useful for working on large sets of
data using only a few lines of code. The R environment also provides ex-

4 L INEAR R EGRESSION U SING R

 1.2. WHAT IS R?

cellent graphical tools for producing complex plots relatively easily. And,
perhaps best of all, it is free. It is an open source project developed by
many volunteers. You can learn more about the history of R, and down-
load a copy to your own computer, from the R Project web site [13].

As an example of using R, here is a copy of a simple interaction with the

R environment.

> x <- c(2,4,6,8,10,12,14,16)

> x
[1] 2 4 6 8 10 12 14 16
> mean(x)
[1] 9
> var(x)
[1] 24
>

In this listing, the “>” character indicates that R is waiting for input. The
line x <- c(2, 4, 6, 8, 10, 12, 14, 16) concatenates all of the values in
the argument into a vector and assigns that vector to the variable x. Simply
typing x by itself causes R to print the contents of the vector. Note that R
treats vectors as a matrix with a single row. Thus, the “[1]” preceding the
values is R’s notation to show that this is the first row of the matrix x. The
next line, mean(x), calls a function in R that computes the arithmetic mean
of the input vector, x. The function var(x) computes the corresponding
variance.

This book will not make you an expert in programming using the R
computer language. Developing good regression models is an interactive
process that requires you to dig in and play around with your data and your
models. Thus, I am more interested in using R as a computing environment
for doing statistical analysis than as a programming language. Instead of
teaching you the language’s syntax and semantics directly, this tutorial will
introduce what you need to know about R as you need it to perform the spe-
cific steps to develop a regression model. You should already have some
programming expertise so that you can follow the examples in the remain-
der of the book. However, you do not need to be an expert programmer.

A N I NTRODUCTION TO DATA M ODELING 5

CHAPTER 1. INTRODUCTION

1.3 || What’s Next?

Before beginning any sort of data analysis, you need to understand your
data. Chapter 2 describes the sample data that will be used in the examples
throughout this tutorial, and how to read this data into the R environment.
Chapter 3 introduces the simplest regression model consisting of a single
independent variable. The process used to develop a more complex re-
gression model with multiple independent input variables is explained in
Chapter 4. Chapter 5 then shows how to use this multi-factor regression
model to predict the system response when given new input data. Chap-
ter 6 explains in more detail the routines used to read a file containing your
data into the R environment. The process used to develop a multi-factor
regression model is summarized in Chapter 7 along with some suggestions
for further reading. Finally, Chapter 8 provides some experiments you
might want to try to expand your understanding of the modeling process.

6 L INEAR R EGRESSION U SING R

2 | Understand Your Data

OOD data is the basis of any sort of regression model, because we use
G this data to actually construct the model. If the data is flawed, the
model will be flawed. It is the old maxim of garbage in, garbage out.
Thus, the first step in regression modeling is to ensure that your data is
reliable. There is no universal approach to verifying the quality of your
data, unfortunately. If you collect it yourself, you at least have the advan-
tage of knowing its provenance. If you obtain your data from somewhere
else, though, you depend on the source to ensure data quality. Your job
then becomes verifying your source’s reliability and correctness as much
as possible.

2.1 || Missing Values

Any large collection of data is probably incomplete. That is, it is likely
that there will be cells without values in your data table. These missing
values may be the result of an error, such as the experimenter simply for-
getting to fill in a particular entry. They also could be missing because that
particular system configuration did not have that parameter available. For
example, not every processor tested in our example data had an L2 cache.
Fortunately, R is designed to gracefully handle missing values. R uses the
notation NA to indicate that the corresponding value is not available.
Most of the functions in R have been written to appropriately ignore NA
values and still compute the desired result. Sometimes, however, you must
explicitly tell the function to ignore the NA values. For example, calling
the mean() function with an input vector that contains NA values causes it
to return NA as the result. To compute the mean of the input vector while

7
CHAPTER 2. UNDERSTAND YOUR DATA

ignoring the NA values, you must explicitly tell the function to remove the
NA values using mean(x, na.rm=TRUE).

2.2 || Sanity Checking and Data Cleaning

Regardless of where you obtain your data, it is important to do some sanity
checks to ensure that nothing is drastically flawed. For instance, you can
check the minimum and maximum values of key input parameters (i.e.,
columns) of your data to see if anything looks obviously wrong. One of
the exercises in Chapter 8 encourages you explore other approaches for
verifying your data. R also provides good plotting functions to quickly
obtain a visual indication of some of the key relationships in your data set.
We will see some examples of these functions in Section 3.1.
If you discover obvious errors or flaws in your data, you may have to
eliminate portions of that data. For instance, you may find that the perfor-
mance reported for a few system configurations is hundreds of times larger
than that of all of the other systems tested. Although it is possible that this
data is correct, it seems more likely that whoever recorded the data simply
made a transcription error. You may decide that you should delete those
results from your data. It is important, though, not to throw out data that
looks strange without good justification. Sometimes the most interesting
conclusions come from data that on first glance appeared flawed, but was
actually hiding an interesting and unsuspected phenomenon. This process
of checking your data and putting it into the proper format is often called
data cleaning.
It also is always appropriate to use your knowledge of the system and
the relationships between the inputs and the output to inform your model
building. For instance, from our experience, we expect that the clock rate
will be a key parameter in any regression model of computer systems per-
formance that we construct. Consequently, we will want to make sure that
our models include the clock parameter. If the modeling methodology sug-
gests that the clock is not important in the model, then using the method-
ology is probably an error. We additionally may have deeper insights into
the physical system that suggest how we should proceed in developing a
model. We will see a specific example of applying our insights about the
effect of caches on system performance when we begin constructing more

8 L INEAR R EGRESSION U SING R

 2.3. THE EXAMPLE DATA

complex models in Chapter 4.

These types of sanity checks help you feel more comfortable that your
data is valid. However, keep in mind that it is impossible to prove that
your data is flawless. As a result, you should always look at the results
of any regression modeling exercise with a healthy dose of skepticism and
think carefully about whether or not the results make sense. Trust your
intuition. If the results don’t feel right, there is quite possibly a problem
lurking somewhere in the data or in your analysis.

2.3 || The Example Data

I obtained the input data used for developing the regression models in the
subsequent chapters from the publicly available CPU DB database [2].
This database contains design characteristics and measured performance
results for a large collection of commercial processors. The data was col-
lected over many years and is nicely organized using a common format and
a standardized set of parameters. The particular version of the database
used in this book contains information on 1,525 processors.
Many of the database’s parameters (columns) are useful in understand-
ing and comparing the performance of the various processors. Not all of
these parameters will be useful as predictors in the regression models, how-
ever. For instance, some of the parameters, such as the column labeled
Instruction set width, are not available for many of the processors. Oth-
ers, such as the Processor family, are common among several processors
and do not provide useful information for distinguishing among them. As
a result, we can eliminate these columns as possible predictors when we
develop the regression model.
On the other hand, based on our knowledge of processor design, we
know that the clock frequency has a large effect on performance. It also
seems likely that the parallelism-related parameters, specifically, the num-
ber of threads and cores, could have a significant effect on performance,
so we will keep these parameters available for possible inclusion in the
regression model.
Technology-related parameters are those that are directly determined by
the particular fabrication technology used to build the processor. The num-
ber of transistors and the die size are rough indicators of the size and com-

A N I NTRODUCTION TO DATA M ODELING 9

CHAPTER 2. UNDERSTAND YOUR DATA

plexity of the processor’s logic. The feature size, channel length, and FO4
(fanout-of-four) delay are related to gate delays in the processor’s logic.
Because these parameters both have a direct effect on how much process-
ing can be done per clock cycle and effect the critical path delays, at least
some of these parameters could be important in a regression model that
describes performance.
Finally, the memory-related parameters recorded in the database are the
separate L1 instruction and data cache sizes, and the unified L2 and L3
cache sizes. Because memory delays are critical to a processor’s perfor-
mance, all of these memory-related parameters have the potential for being
important in the regression models.
The reported performance metric is the score obtained from the SPEC
CPU integer and floating-point benchmark programs from 1992, 1995,
2000, and 2006 [6–8]. This performance result will be the regression
model’s output. Note that performance results are not available for every
processor running every benchmark. Most of the processors have perfor-
mance results for only those benchmark sets that were current when the
processor was introduced into the market. Thus, although there are more
than 1,500 lines in the database representing more than 1,500 unique pro-
cessor configurations, a much smaller number of results are reported for
each individual benchmark.

2.4 || Data Frames

The fundamental object used for storing tables of data in R is called a data
frame. We can think of a data frame as a way of organizing data into a
large table with a row for each system measured and a column for each
parameter. An interesting and useful feature of R is that all the columns
in a data frame do not need to be the same data type. Some columns may
consist of numerical data, for instance, while other columns contain textual
data. This feature is quite useful when manipulating large, heterogeneous
data files.
To access the CPU DB data, we first must read it into the R environ-
ment. R has built-in functions for reading data directly from files in the
csv (comma separated values) format and for organizing the data into data
frames. The specifics of this reading process can get a little messy, depend-

10 L INEAR R EGRESSION U SING R

 2.4. DATA FRAMES

ing on how the data is organized in the file. We will defer the specifics of
reading the CPU DB file into R until Chapter 6. For now, we will use a
function called extract_data(), which was specifically written for reading
the CPU DB file.
To use this function, copy both the all-data.csv and read-data.R files
into a directory on your computer (you can download both of these files
from this book’s web site shown on p. ii). Then start the R environment
and set the local directory in R to be this directory using the File -> Change
dir pull-down menu. Then use the File -> Source R code pull-down menu
to read the read-data.R file into R. When the R code in this file completes,
you should have six new data frames in your R environment workspace:
int92.dat, fp92.dat, int95.dat, fp95.dat, int00.dat, fp00.dat, int06.dat,
and fp06.dat.
The data frame int92.dat contains the data from the CPU DB database
for all of the processors for which performance results were available for
the SPEC Integer 1992 (Int1992) benchmark program. Similarly, fp92.dat
contains the data for the processors that executed the Floating-Point 1992
(Fp1992) benchmarks, and so on. I use the .dat suffix to show that the
corresponding variable name is a data frame.
Simply typing the name of the data frame will cause R to print the en-
tire table. For example, here are the first few lines printed after I type
int92.dat, truncated to fit within the page:

nperf perf clock threads cores ...

1 9.662070 68.60000 100 1 1 ...
2 7.996196 63.10000 125 1 1 ...
3 16.363872 90.72647 166 1 1 ...
4 13.720745 82.00000 175 1 1 ...
...

The first row is the header, which shows the name of each column. Each
subsequent row contains the data corresponding to an individual processor.
The first column is the index number assigned to the processor whose data
is in that row. The next columns are the specific values recorded for that
parameter for each processor. The function head(int92.dat) prints out just
the header and the first few rows of the corresponding data frame. It gives
you a quick glance at the data frame when you interact with your data.
Table 2.1shows the complete list of column names available in these

A N I NTRODUCTION TO DATA M ODELING 11

CHAPTER 2. UNDERSTAND YOUR DATA

data frames. Note that the column names are listed vertically in this table,
simply to make them fit on the page.

Table 2.1: The names and definitions of the columns in the data frames
containing the data from CPU DB.

Column Column
Definition
number name
1 (blank) Processor index number
2 nperf Normalized performance
3 perf SPEC performance
4 clock Clock frequency (MHz)
Number of hardware
5 threads
threads available
Number of hardware
6 cores
cores available
7 TDP Thermal design power
Number of transistors on
8 transistors
the chip (M)
9 dieSize The size of the chip
10 voltage Nominal operating voltage
11 featureSize Fabrication feature size
12 channel Fabrication channel size
13 FO4delay Fan-out-four delay
14 L1icache Level 1 instruction cache size
15 L1dcache Level 1 data cache size
16 L2cache Level 2 cache size
17 L3cache Level 3 cache size

2.5 || Accessing a Data Frame

We access the individual elements in a data frame using square brackets to
identify a specific cell. For instance, the following accesses the data in the
cell in row 15, column 12:

12 L INEAR R EGRESSION U SING R

 2.5. ACCESSING A DATA FRAME

> int92.dat[15,12]
[1] 180

We can also access cells by name by putting quotes around the name:
> int92.dat["71","perf"]
[1] 105.1

This expression returns the data in the row labeled 71 and the column
labeled perf. Note that this is not row 71, but rather the row that contains
the data for the processor whose name is 71.
We can access an entire column by leaving the first parameter in the
square brackets empty. For instance, the following prints the value in every
row for the column labeled clock:
> int92.dat[,"clock"]
[1] 100 125 166 175 190 ...

Similarly, this expression prints the values in all of the columns for row
36:
> int92.dat[36,]
nperf perf clock threads cores ...
36 13.07378 79.86399 80 1 1 ...

The functions nrow() and ncol() return the number of rows and columns,
respectively, in the data frame:
> nrow(int92.dat)
[1] 78
> ncol(int92.dat)
[1] 16

Because R functions can typically operate on a vector of any length, we

can use built-in functions to quickly compute some useful results. For ex-
ample, the following expressions compute the minimum, maximum, mean,
and standard deviation of the perf column in the int92.dat data frame:
> min(int92.dat[,"perf"])
[1] 36.7
> max(int92.dat[,"perf"])
[1] 366.857
> mean(int92.dat[,"perf"])
[1] 124.2859
> sd(int92.dat[,"perf"])
[1] 78.0974

A N I NTRODUCTION TO DATA M ODELING 13

CHAPTER 2. UNDERSTAND YOUR DATA

This square-bracket notation can become cumbersome when you do a

substantial amount of interactive computation within the R environment.
R provides an alternative notation using the $ symbol to more easily access
a column. Repeating the previous example using this notation:
> min(int92.dat$perf)
[1] 36.7
> max(int92.dat$perf)
[1] 366.857
> mean(int92.dat$perf)
[1] 124.2859
> sd(int92.dat$perf)
[1] 78.0974

This notation says to use the data in the column named perf from the data
frame named int92.dat. We can make yet a further simplification using the
attach function. This function makes the corresponding data frame local to
the current workspace, thereby eliminating the need to use the potentially
awkward $ or square-bracket indexing notation. The following example
shows how this works:
> attach(int92.dat)
> min(perf)
[1] 36.7
> max(perf)
[1] 366.857
> mean(perf)
[1] 124.2859
> sd(perf)
[1] 78.0974

To change to a different data frame within your local workspace, you

must first detach the current data frame:
> detach(int92.dat)
> attach(fp00.dat)
> min(perf)
[1] 87.54153
> max(perf)
[1] 3369
> mean(perf)
[1] 1217.282
> sd(perf)
[1] 787.4139

Now that we have the necessary data available in the R environment,

and some understanding of how to access and manipulate this data, we are

14 L INEAR R EGRESSION U SING R

 2.5. ACCESSING A DATA FRAME

ready to generate our first regression model.

A N I NTRODUCTION TO DATA M ODELING 15

3 | One-Factor Regression

HE simplest linear regression model finds the relationship between one

T input variable, which is called the predictor variable, and the output,
which is called the system’s response. This type of model is known as
a one-factor linear regression. To demonstrate the regression-modeling
process, we will begin developing a one-factor model for the SPEC Integer
2000 (Int2000) benchmark results reported in the CPU DB data set. We
will expand this model to include multiple input variables in Chapter 4.

3.1 || Visualize the Data

The first step in this one-factor modeling process is to determine whether or
not it looks as though a linear relationship exists between the predictor and
the output value. From our understanding of computer system design - that
is, from our domain-specific knowledge - we know that the clock frequency
strongly influences a computer system’s performance. Consequently, we
must look for a roughly linear relationship between the processor’s per-
formance and its clock frequency. Fortunately, R provides powerful and
flexible plotting functions that let us visualize this type relationship quite
easily.
This R function call:
> plot(int00.dat[,"clock"],int00.dat[,"perf"], main="Int2000",
xlab="Clock", ylab="Performance")

generates the plot shown in Figure 3.1. The first parameter in this func-
tion call is the value we will plot on the x-axis. In this case, we will plot
the clock values from the int00.dat data frame as the independent variable

17
CHAPTER 3. ONE-FACTOR REGRESSION

Int2000

3000
2500
2000
Performance

1500
1000
500
0

500 1000 1500 2000 2500 3000 3500

Clock

Figure 3.1: A scatter plot of the performance of the processors that were
tested using the Int2000 benchmark versus the clock frequency.

on the x-axis. The dependent variable is the perf column from int00.dat,
which we plot on the y-axis. The function argument main="Int2000" pro-
vides a title for the plot, while xlab="Clock" and ylab="Performance" pro-
vide labels for the x- and y-axes, respectively.

This figure shows that the performance tends to increase as the clock fre-
quency increases, as we expected. If we superimpose a straight line on this
scatter plot, we see that the relationship between the predictor (the clock
frequency) and the output (the performance) is roughly linear. It is not per-
fectly linear, however. As the clock frequency increases, we see a larger
spread in performance values. Our next step is to develop a regression
model that will help us quantify the degree of linearity in the relationship
between the output and the predictor.

18 L INEAR R EGRESSION U SING R

 3.2. THE LINEAR MODEL FUNCTION

3.2 || The Linear Model Function

We use regression models to predict a system’s behavior by extrapolating
from previously measured output values when the system is tested with
known input parameter values. The simplest regression model is a straight
line. It has the mathematical form:

y = a0 + a1 x1 (3.1)

where x1 is the input to the system, a0 is the y-intercept of the line, a1 is

the slope, and y is the output value the model predicts.
R provides the function lm() that generates a linear model from the data
contained in a data frame. For this one-factor model, R computes the val-
ues of a0 and a1 using the method of least squares. This method finds
the line that most closely fits the measured data by minimizing the dis-
tances between the line and the individual data points. For the data frame
int00.dat, we compute the model as follows:

> attach(int00.dat)
> int00.lm <- lm(perf ~ clock)

The first line in this example attaches the int00.dat data frame to the
current workspace. The next line calls the lm() function and assigns the
resulting linear model object to the variable int00.lm. We use the suffix
.lm to emphasize that this variable contains a linear model. The argument
in the lm() function, (perf ~ clock), says that we want to find a model
where the predictor clock explains the output perf.
Typing the variable’s name, int00.lm, by itself causes R to print the ar-
gument with which the function lm() was called, along with the computed
coefficients for the regression model.
> int00.lm

Call:
lm(formula = perf ~ clock)

Coefficients:
(Intercept) clock
51.7871 0.5863

In this case, the y-intercept is a0 = 51.7871 and the slope is a1 = 0.5863.

Thus, the final regression model is:

A N I NTRODUCTION TO DATA M ODELING 19

CHAPTER 3. ONE-FACTOR REGRESSION

3000
2500
2000
perf

1500
1000
500
0

500 1000 1500 2000 2500 3000 3500

clock

Figure 3.2: The one-factor linear regression model superimposed on the

data from Figure 3.1.

perf = 51.7871 + 0.5863 ∗ clock. (3.2)

The following code plots the original data along with the fitted line, as
shown in Figure 3.2. The function abline() is short for (a,b)-line. It plots
a line on the active plot window, using the slope and intercept of the linear
model given in its argument.
> plot(clock,perf)
> abline(int00.lm)

3.3 || Evaluating the Quality of the Model

The information we obtain by typing int00.lm shows us the regression
model’s basic values, but does not tell us anything about the model’s qual-
ity. In fact, there are many different ways to evaluate a regression model’s

20 L INEAR R EGRESSION U SING R

 3.3. EVALUATING THE QUALITY OF THE MODEL

quality. Many of the techniques can be rather technical, and the details of
them are beyond the scope of this tutorial. However, the function summary()
extracts some additional information that we can use to determine how
well the data fit the resulting model. When called with the model object
int00.lm as the argument, summary() produces the following information:

> summary(int00.lm)

Call:
lm(formula = perf ~ clock)

Residuals:
Min 1Q Median 3Q Max
-634.61 -276.17 -30.83 75.38 1299.52

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 51.78709 53.31513 0.971 0.332
clock 0.58635 0.02697 21.741 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 396.1 on 254 degrees of freedom

Multiple R-squared: 0.6505, Adjusted R-squared: 0.6491
F-statistic: 472.7 on 1 and 254 DF, p-value: < 2.2e-16

Let’s examine each of the items presented in this summary in turn.

> summary(int00.lm)

Call:
lm(formula = perf ~ clock)

These first few lines simply repeat how the lm() function was called. It
is useful to look at this information to verify that you actually called the
function as you intended.
Residuals:
Min 1Q Median 3Q Max
-634.61 -276.17 -30.83 75.38 1299.52

The residuals are the differences between the actual measured values and
the corresponding values on the fitted regression line. In Figure 3.2, each
data point’s residual is the distance that the individual data point is above
(positive residual) or below (negative residual) the regression line. Min is
the minimum residual value, which is the distance from the regression line

A N I NTRODUCTION TO DATA M ODELING 21

CHAPTER 3. ONE-FACTOR REGRESSION

to the point furthest below the line. Similarly, Max is the distance from the
regression line of the point furthest above the line. Median is the median
value of all of the residuals. The 1Q and 3Q values are the points that mark
the first and third quartiles of all the sorted residual values.
How should we interpret these values? If the line is a good fit with the
data, we would expect residual values that are normally distributed around
a mean of zero. (Recall that a normal distribution is also called a Gaussian
distribution.) This distribution implies that there is a decreasing probability
of finding residual values as we move further away from the mean. That
is, a good model’s residuals should be roughly balanced around and not
too far away from the mean of zero. Consequently, when we look at the
residual values reported by summary(), a good model would tend to have
a median value near zero, minimum and maximum values of roughly the
same magnitude, and first and third quartile values of roughly the same
magnitude. For this model, the residual values are not too far off what we
would expect for Gaussian-distributed numbers. In Section 3.4, we present
a simple visual test to determine whether the residuals appear to follow a
normal distribution.
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 51.78709 53.31513 0.971 0.332
clock 0.58635 0.02697 21.741 <2e-16 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

This portion of the output shows the estimated coefficient values. These
values are simply the fitted regression model values from Equation 3.2.
The Std. Error column shows the statistical standard error for each of the
coefficients. For a good model, we typically would like to see a standard
error that is at least five to ten times smaller than the corresponding coeffi-
cient. For example, the standard error for clock is 21.7 times smaller than
the coefficient value (0.58635/0.02697 = 21.7). This large ratio means that
there is relatively little variability in the slope estimate, a1 . The standard
error for the intercept, a0 , is 53.31513, which is roughly the same as the es-
timated value of 51.78709 for this coefficient. These similar values suggest
that the estimate of this coefficient for this model can vary significantly.
The last column, labeled Pr(>|t|), shows the probability that the corre-
sponding coefficient is not relevant in the model. This value is also known

22 L INEAR R EGRESSION U SING R

 3.3. EVALUATING THE QUALITY OF THE MODEL

as the significance or p-value of the coefficient. In this example, the prob-

ability that clock is not relevant in this model is 2 × 10−16 - a tiny value.
The probability that the intercept is not relevant is 0.332, or about a one-in-
three chance that this specific intercept value is not relevant to the model.
There is an intercept, of course, but we are again seeing indications that the
model is not predicting this value very well.
The symbols printed to the right in this summary - that is, the asterisks,
periods, or spaces - are intended to give a quick visual check of the coeffi-
cients’ significance. The line labeled Signif. codes: gives these symbols’
meanings. Three asterisks (***) means 0 < p ≤ 0.001, two asterisks (**)
means 0.001 < p ≤ 0.01, and so on.
R uses the column labeled t value to compute the p-values and the cor-
responding significance symbols. You probably will not use these values
directly when you evaluate your model’s quality, so we will ignore this
column for now.
Residual standard error: 396.1 on 254 degrees of freedom
Multiple R-squared: 0.6505, Adjusted R-squared: 0.6491
F-statistic: 472.7 on 1 and 254 DF, p-value: < 2.2e-16

These final few lines in the output provide some statistical information
about the quality of the regression model’s fit to the data. The Residual
standard error is a measure of the total variation in the residual values.
If the residuals are distributed normally, the first and third quantiles of the
previous residuals should be about 1.5 times this standard error.
The number of degrees of freedom is the total number of measurements
or observations used to generate the model, minus the number of coeffi-
cients in the model. This example had 256 unique rows in the data frame,
corresponding to 256 independent measurements. We used this data to pro-
duce a regression model with two coefficients: the slope and the intercept.
Thus, we are left with (256 - 2 = 254) degrees of freedom.
The Multiple R-squared value is a number between 0 and 1. It is a statis-
tical measure of how well the model describes the measured data. We com-
pute it by dividing the total variation that the model explains by the data’s
total variation. Multiplying this value by 100 gives a value that we can
interpret as a percentage between 0 and 100. The reported R2 of 0.6505
for this model means that the model explains 65.05 percent of the data’s
variation. Random chance and measurement errors creep in, so the model

A N I NTRODUCTION TO DATA M ODELING 23

CHAPTER 3. ONE-FACTOR REGRESSION

will never explain all data variation. Consequently, you should not ever
expect an R2 value of exactly one. In general, values of R2 that are closer
to one indicate a better-fitting model. However, a good model does not
necessarily require a large R2 value. It may still accurately predict future
observations, even with a small R2 value.
The Adjusted R-squared value is the R2 value modified to take into ac-
count the number of predictors used in the model. The adjusted R2 is
always smaller than the R2 value. We will discuss the meaining of the ad-
justed R2 in Chapter 4, when we present regression models that use more
than one predictor.
The final line shows the F-statistic. This value compares the current
model to a model that has one fewer parameters. Because the one-factor
model already has only a single parameter, this test is not particularly use-
ful in this case. It is an interesting statistic for the multi-factor models,
however, as we will discuss later.

3.4 || Residual Analysis

The summary() function provides a substantial amount of information to
help us evaluate a regression model’s fit to the data used to develop that
model. To dig deeper into the model’s quality, we can analyze some addi-
tional information about the observed values compared to the values that
the model predicts. In particular, residual analysis examines these residual
values to see what they can tell us about the model’s quality.
Recall that the residual value is the difference between the actual mea-
sured value stored in the data frame and the value that the fitted regression
line predicts for that corresponding data point. Residual values greater than
zero mean that the regression model predicted a value that was too small
compared to the actual measured value, and negative values indicate that
the regression model predicted a value that was too large. A model that fits
the data well would tend to over-predict as often as it under-predicts. Thus,
if we plot the residual values, we would expect to see them distributed
uniformly around zero for a well-fitted model.
The following function calls produce the residuals plot for our model,
shown in Figure 3.3.
> plot(fitted(int00.lm),resid(int00.lm))

24 L INEAR R EGRESSION U SING R

 3.4. RESIDUAL ANALYSIS

1000
500
resid(int00.lm)

0
-500

500 1000 1500 2000

fitted(int00.lm)

Figure 3.3: The residual values versus the input values for the one-factor
model developed using the Int2000 data.

In this plot, we see that the residuals tend to increase as we move to

the right. Additionally, the residuals are not uniformly scattered above
and below zero. Overall, this plot tells us that using the clock as the sole
predictor in the regression model does not sufficiently or fully explain the
data. In general, if you observe any sort of clear trend or pattern in the
residuals, you probably need to generate a better model. This does not
mean that our simple one-factor model is useless, though. It only means
that we may be able to construct a model that produces tighter residual
values and better predictions.
Another test of the residuals uses the quantile-versus-quantile, or Q-Q,
plot. Previously we said that, if the model fits the data well, we would
expect the residuals to be normally (Gaussian) distributed around a mean
of zero. The Q-Q plot provides a nice visual indication of whether the
residuals from the model are normally distributed. The following function

A N I NTRODUCTION TO DATA M ODELING 25

CHAPTER 3. ONE-FACTOR REGRESSION

calls generate the Q-Q plot shown in Figure 3.4:

> qqnorm(resid(int00.lm))
> qqline(resid(int00.lm))

Normal Q-Q Plot

1000
Sample Quantiles

500
0
-500

-3 -2 -1 0 1 2 3

Theoretical Quantiles

Figure 3.4: The Q-Q plot for the one-factor model developed using the
Int2000 data.

If the residuals were normally distributed, we would expect the points

plotted in this figure to follow a straight line. With our model, though, we
see that the two ends diverge significantly from that line. This behavior
indicates that the residuals are not normally distributed. In fact, this plot
suggests that the distribution’s tails are “heavier” than what we would ex-
pect from a normal distribution. This test further confirms that using only
the clock as a predictor in the model is insufficient to explain the data.
Our next step is to learn to develop regression models with multiple input
factors. Perhaps we will find a more complex model that is better able to
explain the data.

26 L INEAR R EGRESSION U SING R

4 | Multi-factor Regression

multi-factor regression model is a generalization of the simple one-

A factor regression model discussed in Chapter 3. It has n factors with
the form:
y = a0 + a1 x1 + a2 x2 + ...an xn , (4.1)
where the xi values are the inputs to the system, the ai coefficients are the
model parameters computed from the measured data, and y is the output
value predicted by the model. Everything we learned in Chapter 3 for one-
factor models also applies to the multi-factor models. To develop this type
of multi-factor regression model, we must also learn how to select specific
predictors to include in the model

4.1 || Visualizing the Relationships in the Data

Before beginning model development, it is useful to get a visual sense of
the relationships within the data. We can do this easily with the following
function call:
> pairs(int00.dat, gap=0.5)

The pairs() function produces the plot shown in Figure 4.1. This plot
provides a pairwise comparison of all the data in the int00.dat data frame.
The gap parameter in the function call controls the spacing between the
individual plots. Set it to zero to eliminate any space between plots.
As an example of how to read this plot, locate the box near the upper left
corner labeled perf. This is the value of the performance measured for the
int00.dat data set. The box immediately to the right of this one is a scatter

27
CHAPTER 4. MULTI-FACTOR REGRESSION
0 3000 1.0 2.0 50 100 0.05 20 0 1500 5000

80
nperf

0
3000
perf

0
clock

500
2.0
1.0 threads

4.0
cores

1.0
TDP
50

0 1200
transistors

dieSize
100

voltage

1.0
featureSize
0.05

channel

0.05
FO4delay
20

0 600
L1icache
1500

L1dcache
0

L2cache

0
5000

L3cache

0 80 500 1.0 4.0 0 1200 1.0 0.05 0 600 0

Figure 4.1: All of the pairwise comparisons for the Int2000 data frame.

plot, with perf data on the vertical axis and clock data on the horizontal
axis. This is the same information we previously plotted in Figure 3.1. By
scanning through these plots, we can see any obviously significant relation-
ships between the variables. For example, we quickly observe that there is
a somewhat proportional relationship between perf and clock. Scanning
down the perf column, we also see that there might be a weakly inverse
relationship between perf and featureSize.
Notice that there is a perfect linear correlation between perf and nperf.
This relationship occurs because nperf is a simple rescaling of perf. The
reported benchmark performance values in the database - that is, the perf
values - use different scales for different benchmarks. To directly compare
the values that our models will predict, it is useful to rescale perf to the
range [0,100]. Do this quite easily, using this R code:
max_perf = max(perf)
min_perf = min(perf)
range = max_perf - min_perf
nperf = 100 * (perf - min_perf) / range

28 L INEAR R EGRESSION U SING R

 4.2. IDENTIFYING POTENTIAL PREDICTORS

Note that this rescaling has no effect on the models we will develop, be-
cause it is a linear transformation of perf. For convenience and consistency,
we use nperf in the remainder of this tutorial.

4.2 || Identifying Potential Predictors

The first step in developing the multi-factor regression model is to identify
all possible predictors that we could include in the model. To the novice
model developer, it may seem that we should include all factors available
in the data as predictors, because more information is likely to be better
than not enough information. However, a good regression model explains
the relationship between a system’s inputs and output as simply as pos-
sible. Thus, we should use the smallest number of predictors necessary
to provide good predictions. Furthermore, using too many or redundant
predictors builds the random noise in the data into the model. In this sit-
uation, we obtain an over-fitted model that is very good at predicting the
outputs from the specific input data set used to train the model. It does
not accurately model the overall system’s response, though, and it will not
appropriately predict the system output for a broader range of inputs than
those on which it was trained. Redundant or unnecessary predictors also
can lead to numerical instabilities when computing the coefficients.
We must find a balance between including too few and too many predic-
tors. A model with too few predictors can produce biased predictions. On
the other hand, adding more predictors to the model will always cause the
R2 value to increase. This can confuse you into thinking that the additional
predictors generated a better model. In some cases, adding a predictor will
improve the model, so the increase in the R2 value makes sense. In some
cases, however, the R2 value increases simply because we’ve better mod-
eled the random noise.
The adjusted R2 attempts to compensate for the regular R2 ’s behavior
by changing the R2 value according to the number of predictors in the
model. This adjustment helps us determine whether adding a predictor
improves the fit of the model, or whether it is simply modeling the noise

A N I NTRODUCTION TO DATA M ODELING 29

CHAPTER 4. MULTI-FACTOR REGRESSION

better. It is computed as:

2 n−1
Radjusted =1− (1 − R2 ) (4.2)
n−m

where n is the number of observations and m is the number of predictors

in the model. If adding a new predictor to the model increases the previous
model’s R2 value by more than we would expect from random fluctuations,
then the adjusted R2 will increase. Conversely, it will decrease if removing
a predictor decreases the R2 by more than we would expect due to random
variations. Recall that the goal is to use as few predictors as possible, while
still producing a model that explains the data well.
Because we do not know a priori which input parameters will be useful
predictors, it seems reasonable to start with all of the columns available
in the measured data as the set of potential predictors. We listed all of
the column names in Table 2.1. Before we throw all these columns into
the modeling process, though, we need to step back and consider what we
know about the underlying system, to help us find any parameters that we
should obviously exclude from the start.
There are two output columns: perf and nperf. The regression model
can have only one output, however, so we must choose only one column to
use in our model development process. As discussed in Section 4.1, nperf
is a linear transformation of perf that shifts the output range to be between
0 and 100. This range is useful for quickly obtaining a sense of future
predictions’ quality, so we decide to use nperf as our model’s output and
ignore the perf column.
Almost all the remaining possible predictors appear potentially useful
in our model, so we keep them available as potential predictors for now.
The only exception is TDP. The name of this factor, thermal design power,
does not clearly indicate whether this could be a useful predictor in our
model, so we must do a little additional research to understand it bet-
ter. We discover [10] that thermal design power is “the average amount
of power in watts that a cooling system must dissipate. Also called the
‘thermal guideline’ or ‘thermal design point,’ the TDP is provided by the
chip manufacturer to the system vendor, who is expected to build a case
that accommodates the chip’s thermal requirements.” From this definition,
we conclude that TDP is not really a parameter that will directly affect per-

30 L INEAR R EGRESSION U SING R

 4.2. IDENTIFYING POTENTIAL PREDICTORS

formance. Rather, it is a specification provided by the processor’s manu-

facturer to ensure that the system designer includes adequate cooling capa-
bility in the final product. Thus, we decide not to include TDP as a potential
predictor in the regression model.
In addition to excluding some apparently unhelpful factors (such as TDP)
at the beginning of the model development process, we also should con-
sider whether we should include any additional parameters. For example,
the terms in a regression model add linearly to produce the predicted out-
put. However, the individual terms themselves can be nonlinear, such as
ai xm
i , where m does not have to be equal to one. This flexibility lets us in-
clude additional powers of the individual factors. We should include these
non-linear terms, though, only if we have some physical reason to suspect
that the output could be a nonlinear function of a particular input.
For example, we know from our prior experience modeling processor
performance that empirical studies have suggested that cache miss rates
are roughly proportional to the square root of the cache size [5]. Con-
sequently, we will include terms for the square root (m = 1/2 ) of each
cache size as possible predictors. We must also include first-degree terms
(m = 1) of each cache size as possible predictors. Finally, we notice that
only a few of the entries in the int00.dat data frame include values for the
L3 cache, so we decide to exclude the L3 cache size as a potential pre-
dictor. Exploiting this type of domain-specific knowledge when selecting
predictors ultimately can help produce better models than blindly applying
the model development process.
The final list of potential predictors that we will make available for the
model development process is shown in Table 4.1.

Table 4.1: The list of potential predictors to be used in the model develop-
ment process.
clock threads cores transistors
dieSize voltage f√ eatureSize channel
F O4delay √ L1icache L1icache
√ L1dcache
L1dcache L2cache L2cache

A N I NTRODUCTION TO DATA M ODELING 31

CHAPTER 4. MULTI-FACTOR REGRESSION

4.3 || The Backward Elimination Process

We are finally ready to develop the multi-factor linear regression model for
the int00.dat data set. As mentioned in the previous section, we must find
the right balance in the number of predictors that we use in our model. Too
many predictors will train our model to follow the data’s random variations
(noise) too closely. Too few predictors will produce a model that may not
be as accurate at predicting future values as a model with more predictors.
We will use a process called backward elimination [1] to help decide
which predictors to keep in our model and which to exclude. In backward
elimination, we start with all possible predictors and then use lm() to com-
pute the model. We use the summary() function to find each predictor’s
significance level. The predictor with the least significance has the largest
p-value. If this value is larger than our predetermined significance thresh-
old, we remove that predictor from the model and start over. A typical
threshold for keeping predictors in a model is p = 0.05, meaning that there
is at least a 95 percent chance that the predictor is meaningful. A threshold
of p = 0.10 also is not unusual. We repeat this process until the signifi-
cance levels of all of the predictors remaining in the model are below our
threshold.
Note that backward elimination is not the only approach to developing
regression models. A complementary approach is forward selection. In
this approach, we successively add potential predictors to the regression
model as long as their significance levels in the computed model remain
below the predefined threshold. This process continues, one at a time for
each potential predictor, until all of the predictors have been tested. Other
approaches include step-wise regression, all possible regressions, and au-
tomated selection approaches.
All of these approaches have their advantages and disadvantages, their
supporters and detractors. I prefer the backward elimination process be-
cause it is usually straightforward to determine which factor we should
drop at each step of the process. Determining which factor to try at each
step is more difficult with forward selection. Backward elimination has
a further advantage, in that several factors together may have better pre-
dictive power than any subset of these factors. As a result, the backward
elimination process is more likely to include these factors as a group in the

32 L INEAR R EGRESSION U SING R

 4.4. AN EXAMPLE OF THE BACKWARD ELIMINATION PROCESS

final model than is the forward selection process.

The automated procedures have a very strong allure because, as techno-
logically savvy individuals, we tend to believe that this type of automated
process will likely test a broader range of possible predictor combinations
than we could test manually. However, these automated procedures lack
intuitive insights into the underlying physical nature of the system being
modeled. Intuition can help us answer the question of whether this is a
reasonable model to construct in the first place.
As you develop your models, continually ask yourself whether the model
“makes sense.” Does it make sense that factor i is included but factor j
is excluded? Is there a physical explanation to support the inclusion or
exclusion of any potential factor? Although the automated methods can
simplify the process, they also make it too easy for you to forget to think
about whether or not each step in the modeling process makes sense.

4.4 || An Example of the Backward Elimination

Process
We previously identified the list of possible predictors that we can include
in our models, shown in Table 4.1. We start the backward elimination pro-
cess by putting all these potential predictors into a model for the int00.dat
data frame using the lm() function.
> int00.lm <- lm(nperf ~ clock + threads + cores + transistors +
dieSize + voltage + featureSize + channel + FO4delay +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data=int00.dat)

This function call assigns the resulting linear model object to the variable
int00.lm. As before, we use the suffix .lm to remind us that this variable
is a linear model developed from the data in the corresponding data frame,
int00.dat. The arguments in the function call tell lm() to compute a linear
model that explains the output nperf as a function of the predictors sepa-
rated by the “+” signs. The argument data=int00.dat explicitly passes to
the lm() function the name of the data frame that should be used when de-
veloping this model. This data= argument is not necessary if we attach()
the data frame int00.dat to the current workspace. However, it is useful to

A N I NTRODUCTION TO DATA M ODELING 33

CHAPTER 4. MULTI-FACTOR REGRESSION

explicitly specify the data frame that lm() should use, to avoid confusion
when you manipulate multiple models simultaneously.
The summary() function gives us a great deal of information about the
linear model we just created:
> summary(int00.lm)

Call:
lm(formula = nperf ~ clock + threads + cores + transistors +
dieSize + voltage + featureSize + channel + FO4delay +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data = int00.dat)

Residuals:
Min 1Q Median 3Q Max
-10.804 -2.702 0.000 2.285 9.809

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -2.108e+01 7.852e+01 -0.268 0.78927
clock 2.605e-02 1.671e-03 15.594 < 2e-16 ***
threads -2.346e+00 2.089e+00 -1.123 0.26596
cores 2.246e+00 1.782e+00 1.260 0.21235
transistors -5.580e-03 1.388e-02 -0.402 0.68897
dieSize 1.021e-02 1.746e-02 0.585 0.56084
voltage -2.623e+01 7.698e+00 -3.408 0.00117 **
featureSize 3.101e+01 1.122e+02 0.276 0.78324
channel 9.496e+01 5.945e+02 0.160 0.87361
FO4delay -1.765e-02 1.600e+00 -0.011 0.99123
L1icache 1.102e+02 4.206e+01 2.619 0.01111 *
sqrt(L1icache) -7.390e+02 2.980e+02 -2.480 0.01593 *
L1dcache -1.114e+02 4.019e+01 -2.771 0.00739 **
sqrt(L1dcache) 7.492e+02 2.739e+02 2.735 0.00815 **
L2cache -9.684e-03 1.745e-03 -5.550 6.57e-07 ***
sqrt(L2cache) 1.221e+00 2.425e-01 5.034 4.54e-06 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.632 on 61 degrees of freedom

(179 observations deleted due to missingness)
Multiple R-squared: 0.9652, Adjusted R-squared: 0.9566
F-statistic: 112.8 on 15 and 61 DF, p-value: < 2.2e-16

Notice a few things in this summary: First, a quick glance at the residu-
als shows that they are roughly balanced around a median of zero, which is
what we like to see in our models. Also, notice the line, (179 observations
deleted due to missingness). This tells us that in 179 of the rows in the
data frame - that is, in 179 of the processors for which performance re-

34 L INEAR R EGRESSION U SING R

 4.4. AN EXAMPLE OF THE BACKWARD ELIMINATION PROCESS

sults were reported for the Int2000 benchmark - some of the values in the
columns that we would like to use as potential predictors were missing.
These NA values caused R to automatically remove these data rows when
computing the linear model.
The total number of observations used in the model equals the number
of degrees of freedom remaining - 61 in this case - plus the total number of
predictors in the model. Finally, notice that the R2 and adjusted R2 values
are relatively close to one, indicating that the model explains the nperf
values well. Recall, however, that these large R2 values may simply show
us that the model is good at modeling the noise in the measurements. We
must still determine whether we should retain all these potential predictors
in the model.
To continue developing the model, we apply the backward elimination
procedure by identifying the predictor with the largest p-value that exceeds
our predetermined threshold of p = 0.05. This predictor is FO4delay, which
has a p-value of 0.99123. We can use the update() function to eliminate a
given predictor and recompute the model in one step. The notation “.~.”
means that update() should keep the left- and right-hand sides of the model
the same. By including “- FO4delay,” we also tell it to remove that predic-
tor from the model, as shown in the following:
> int00.lm <- update(int00.lm, .~. - FO4delay, data = int00.dat)
> summary(int00.lm)

Call:
lm(formula = nperf ~ clock + threads + cores + transistors +
dieSize + voltage + featureSize + channel + L1icache +
sqrt(L1icache) + L1dcache + sqrt(L1dcache) + L2cache +
sqrt(L2cache), data = int00.dat)

Residuals:
Min 1Q Median 3Q Max
-10.795 -2.714 0.000 2.283 9.809

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -2.088e+01 7.584e+01 -0.275 0.783983
clock 2.604e-02 1.563e-03 16.662 < 2e-16 ***
threads -2.345e+00 2.070e+00 -1.133 0.261641
cores 2.248e+00 1.759e+00 1.278 0.206080
transistors -5.556e-03 1.359e-02 -0.409 0.684020
dieSize 1.013e-02 1.571e-02 0.645 0.521488
voltage -2.626e+01 7.302e+00 -3.596 0.000642 ***
featureSize 3.104e+01 1.113e+02 0.279 0.781232

A N I NTRODUCTION TO DATA M ODELING 35

CHAPTER 4. MULTI-FACTOR REGRESSION

channel 8.855e+01 1.218e+02 0.727 0.469815

L1icache 1.103e+02 4.041e+01 2.729 0.008257 **
sqrt(L1icache) -7.398e+02 2.866e+02 -2.581 0.012230 *
L1dcache -1.115e+02 3.859e+01 -2.889 0.005311 **
sqrt(L1dcache) 7.500e+02 2.632e+02 2.849 0.005937 **
L2cache -9.693e-03 1.494e-03 -6.488 1.64e-08 ***
sqrt(L2cache) 1.222e+00 1.975e-01 6.189 5.33e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.594 on 62 degrees of freedom

(179 observations deleted due to missingness)
Multiple R-squared: 0.9652, Adjusted R-squared: 0.9573
F-statistic: 122.8 on 14 and 62 DF, p-value: < 2.2e-16

We repeat this process by removing the next potential predictor with

the largest p-value that exceeds our predetermined threshold, featureSize.
As we repeat this process, we obtain the following sequence of possible
models.
Remove featureSize:
> int00.lm <- update(int00.lm, .~. - featureSize, data=int00.dat)
> summary(int00.lm)

Call:
lm(formula = nperf ~ clock + threads + cores + transistors +
dieSize + voltage + channel + L1icache + sqrt(L1icache) +
L1dcache + sqrt(L1dcache) + L2cache + sqrt(L2cache), data =
int00.dat)

Residuals:
Min 1Q Median 3Q Max
-10.5548 -2.6442 0.0937 2.2010 10.0264

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -3.129e+01 6.554e+01 -0.477 0.634666
clock 2.591e-02 1.471e-03 17.609 < 2e-16 ***
threads -2.447e+00 2.022e+00 -1.210 0.230755
cores 1.901e+00 1.233e+00 1.541 0.128305
transistors -5.366e-03 1.347e-02 -0.398 0.691700
dieSize 1.325e-02 1.097e-02 1.208 0.231608
voltage -2.519e+01 6.182e+00 -4.075 0.000131 ***
channel 1.188e+02 5.504e+01 2.158 0.034735 *
L1icache 1.037e+02 3.255e+01 3.186 0.002246 **
sqrt(L1icache) -6.930e+02 2.307e+02 -3.004 0.003818 **
L1dcache -1.052e+02 3.106e+01 -3.387 0.001223 **
sqrt(L1dcache) 7.069e+02 2.116e+02 3.341 0.001406 **
L2cache -9.548e-03 1.390e-03 -6.870 3.37e-09 ***
sqrt(L2cache) 1.202e+00 1.821e-01 6.598 9.96e-09 ***

36 L INEAR R EGRESSION U SING R

 4.4. AN EXAMPLE OF THE BACKWARD ELIMINATION PROCESS

---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.56 on 63 degrees of freedom

(179 observations deleted due to missingness)
Multiple R-squared: 0.9651, Adjusted R-squared: 0.958
F-statistic: 134.2 on 13 and 63 DF, p-value: < 2.2e-16

Remove transistors:
> int00.lm <- update(int00.lm, .~. - transistors, data=int00.dat)
> summary(int00.lm)

Call:
lm(formula = nperf ~ clock + threads + cores + dieSize + voltage +
channel + L1icache + sqrt(L1icache) + L1dcache +
sqrt(L1dcache) + L2cache + sqrt(L2cache), data = int00.dat)

Residuals:
Min 1Q Median 3Q Max
-9.8861 -3.0801 -0.1871 2.4534 10.4863

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -7.789e+01 4.318e+01 -1.804 0.075745 .
clock 2.566e-02 1.422e-03 18.040 < 2e-16 ***
threads -1.801e+00 1.995e+00 -0.903 0.369794
cores 1.805e+00 1.132e+00 1.595 0.115496
dieSize 1.111e-02 8.807e-03 1.262 0.211407
voltage -2.379e+01 5.734e+00 -4.148 9.64e-05 ***
channel 1.512e+02 3.918e+01 3.861 0.000257 ***
L1icache 8.159e+01 2.006e+01 4.067 0.000128 ***
sqrt(L1icache) -5.386e+02 1.418e+02 -3.798 0.000317 ***
L1dcache -8.422e+01 1.914e+01 -4.401 3.96e-05 ***
sqrt(L1dcache) 5.671e+02 1.299e+02 4.365 4.51e-05 ***
L2cache -8.700e-03 1.262e-03 -6.893 2.35e-09 ***
sqrt(L2cache) 1.069e+00 1.654e-01 6.465 1.36e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.578 on 67 degrees of freedom

(176 observations deleted due to missingness)
Multiple R-squared: 0.9657, Adjusted R-squared: 0.9596
F-statistic: 157.3 on 12 and 67 DF, p-value: < 2.2e-16

Remove threads:
> int00.lm <- update(int00.lm, .~. - threads, data=int00.dat)
> summary(int00.lm)

Call:

A N I NTRODUCTION TO DATA M ODELING 37

CHAPTER 4. MULTI-FACTOR REGRESSION

lm(formula = nperf ~ clock + cores + dieSize + voltage + channel +

L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data = int00.dat)

Residuals:
Min 1Q Median 3Q Max
-9.7388 -3.2326 0.1496 2.6633 10.6255

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -8.022e+01 4.304e+01 -1.864 0.066675 .
clock 2.552e-02 1.412e-03 18.074 < 2e-16 ***
cores 2.271e+00 1.006e+00 2.257 0.027226 *
dieSize 1.281e-02 8.592e-03 1.491 0.140520
voltage -2.299e+01 5.657e+00 -4.063 0.000128 ***
channel 1.491e+02 3.905e+01 3.818 0.000293 ***
L1icache 8.131e+01 2.003e+01 4.059 0.000130 ***
sqrt(L1icache) -5.356e+02 1.416e+02 -3.783 0.000329 ***
L1dcache -8.388e+01 1.911e+01 -4.390 4.05e-05 ***
sqrt(L1dcache) 5.637e+02 1.297e+02 4.346 4.74e-05 ***
L2cache -8.567e-03 1.252e-03 -6.844 2.71e-09 ***
sqrt(L2cache) 1.040e+00 1.619e-01 6.422 1.54e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.572 on 68 degrees of freedom

(176 observations deleted due to missingness)
Multiple R-squared: 0.9653, Adjusted R-squared: 0.9597
F-statistic: 172 on 11 and 68 DF, p-value: < 2.2e-16

Remove dieSize:
> int00.lm <- update(int00.lm, .~. - dieSize, data=int00.dat)
> summary(int00.lm)

Call:
lm(formula = nperf ~ clock + cores + voltage + channel + L1icache
+ sqrt(L1icache) + L1dcache + sqrt(L1dcache) + L2cache +
sqrt(L2cache), data = int00.dat)

Residuals:
Min 1Q Median 3Q Max
-10.0240 -3.5195 0.3577 2.5486 12.0545

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -5.822e+01 3.840e+01 -1.516 0.133913
clock 2.482e-02 1.246e-03 19.922 < 2e-16 ***
cores 2.397e+00 1.004e+00 2.389 0.019561 *
voltage -2.358e+01 5.495e+00 -4.291 5.52e-05 ***
channel 1.399e+02 3.960e+01 3.533 0.000726 ***
L1icache 8.703e+01 1.972e+01 4.412 3.57e-05 ***

38 L INEAR R EGRESSION U SING R

 4.4. AN EXAMPLE OF THE BACKWARD ELIMINATION PROCESS

sqrt(L1icache) -5.768e+02 1.391e+02 -4.146 9.24e-05 ***

L1dcache -8.903e+01 1.888e+01 -4.716 1.17e-05 ***
sqrt(L1dcache) 5.980e+02 1.282e+02 4.665 1.41e-05 ***
L2cache -8.621e-03 1.273e-03 -6.772 3.07e-09 ***
sqrt(L2cache) 1.085e+00 1.645e-01 6.598 6.36e-09 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.683 on 71 degrees of freedom

(174 observations deleted due to missingness)
Multiple R-squared: 0.9641, Adjusted R-squared: 0.959
F-statistic: 190.7 on 10 and 71 DF, p-value: < 2.2e-16

At this point, the p-values for all of the predictors are less than 0.02,
which is less than our predetermined threshold of 0.05. This tells us to
stop the backward elimination process. Intuition and experience tell us
that ten predictors are a rather large number to use in this type of model.
Nevertheless, all of these predictors have p-values below our significance
threshold, so we have no reason to exclude any specific predictor. We
decide to include all ten predictors in the final model:

nperf = − 58.22 + 0.02482clock + 2.397cores

− 23.58voltage + 139.9channel + 87.03L1icache
√ √
− 576.8 L1icache − 89.03L1dcache + 598 L1dcache
√
− 0.008621L2cache + 1.085 L2cache.

Looking back over the sequence of models we developed, notice that

the number of degrees of freedom in each subsequent model increases as
predictors are excluded, as expected. In some cases, the number of degrees
of freedom increases by more than one when only a single predictor is
eliminated from the model. To understand how an increase of more than
one is possible, look at the sequence of values in the lines labeled the
number of observations dropped due to missingness. These values show
how many rows the update() function dropped because the value for one
of the predictors in those rows was missing and had the NA value. When
the backward elimination process removed that predictor from the model,
at least some of those rows became ones we can use in computing the next
version of the model, thereby increasing the number of degrees of freedom.

A N I NTRODUCTION TO DATA M ODELING 39

CHAPTER 4. MULTI-FACTOR REGRESSION

Also notice that, as predictors drop from the model, the R2 values stay
very close to 0.965. However, the adjusted R2 value tends to increase very
slightly with each dropped predictor. This increase indicates that the model
with fewer predictors and more degrees of freedom tends to explain the
data slightly better than the previous model, which had one more predictor.
These changes in R2 values are very small, though, so we should not read
too much into them. It is possible that these changes are simply due to
random data fluctuations. Nevertheless, it is nice to see them behaving as
we expect.
Roughly speaking, the F-test compares the current model to a model
with one fewer predictor. If the current model is better than the reduced
model, the p-value will be small. In all of our models, we see that the
p-value for the F-test is quite small and consistent from model to model.
As a result, this F-test does not particularly help us discriminate between
potential models.

4.5 || Residual Analysis

To check the validity of the assumptions used to develop our model, we
can again apply the residual analysis techniques that we used to examine
the one-factor model in Section 3.4.
This function call:
> plot(fitted(int00.lm),resid(int00.lm))

produces the plot shown in Figure 4.2. We see that the residuals appear
to be somewhat uniformly scattered about zero. At least, we do not see
any obvious patterns that lead us to think that the residuals are not well
behaved. Consequently, this plot gives us no reason to believe that we have
produced a poor model.
The Q-Q plot in Figure 4.3 is generated using these commands:
> qqnorm(resid(int00.lm))
> qqline(resid(int00.lm))

We see the that residuals roughly follow the indicated line. In this plot,
we can see a bit more of a pattern and some obvious nonlinearities, lead-
ing us to be slightly more cautious about concluding that the residuals are

40 L INEAR R EGRESSION U SING R

 4.6. WHEN THINGS GO WRONG

10
5
resid(int00.lm)

0
-5
-10

0 20 40 60 80

fitted(int00.lm)

Figure 4.2: The fitted versus residual values for the multi-factor model de-
veloped from the Int2000 data.

normally distributed. We should not necessarily reject the model based on

this one test, but the results should serve as a reminder that all models are
imperfect.

4.6 || When Things Go Wrong

Sometimes when we try to develop a model using the backward elimination
process, we get results that do not appear to make any sense. For an ex-
ample, let’s try to develop a multi-factor regression model for the Int1992
data using this process. As before, we begin by including all of the poten-
tial predictors from Table 4.1 in the model. When we try that for Int1992,
however, we obtain the following result:

> int92.lm<-lm(nperf ~ clock + threads + cores + transistors +

dieSize + voltage + featureSize + channel + FO4delay +

A N I NTRODUCTION TO DATA M ODELING 41

CHAPTER 4. MULTI-FACTOR REGRESSION

Normal Q-Q Plot

10
5
Sample Quantiles

0
-5
-10

-2 -1 0 1 2

Theoretical Quantiles

Figure 4.3: The Q-Q plot for the multi-factor model developed from the
Int2000 data.

L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +

L2cache + sqrt(L2cache))
> summary(int92.lm)

Call:
lm(formula = nperf ~ clock + threads + cores + transistors +
dieSize + voltage + featureSize + channel + FO4delay +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache))

Residuals:
14 15 16 17 18 19
0.4096 1.3957 -2.3612 0.1498 -1.5513 1.9575

Coefficients: (14 not defined because of singularities)

Estimate Std. Error t value Pr(>|t|)
(Intercept) -25.93278 6.56141 -3.952 0.0168 *
clock 0.35422 0.02184 16.215 8.46e-05 ***
threads NA NA NA NA
cores NA NA NA NA
transistors NA NA NA NA

42 L INEAR R EGRESSION U SING R

 4.6. WHEN THINGS GO WRONG

dieSize NA NA NA NA
voltage NA NA NA NA
featureSize NA NA NA NA
channel NA NA NA NA
FO4delay NA NA NA NA
L1icache NA NA NA NA
sqrt(L1icache) NA NA NA NA
L1dcache NA NA NA NA
sqrt(L1dcache) NA NA NA NA
L2cache NA NA NA NA
sqrt(L2cache) NA NA NA NA
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.868 on 4 degrees of freedom

(72 observations deleted due to missingness)
Multiple R-squared: 0.985, Adjusted R-squared: 0.9813
F-statistic: 262.9 on 1 and 4 DF, p-value: 8.463e-05

Notice that every predictor but clock has NA for every entry. Furthermore,
we see a line that says that fourteen coefficients were “not defined because
of singularities.” This statement means that R could not compute a value
for those coefficients because of some anomalies in the data. (More techni-
cally, it could not invert the matrix used in the least-squares minimization
process.)
The first step toward resolving this problem is to notice that 72 obser-
vations were deleted due to “missingness,” leaving only four degrees of
freedom. We use the function nrow(int92.dat) to determine that there are
78 total rows in this data frame. These 78 separate observations sum up to
the two predictors used in the model, plus four degrees of freedom, plus
72 deleted rows. When we tried to develop the model using lm(), however,
some of our data remained unused.
To determine why these rows were excluded, we must do a bit of sanity
checking to see what data anomalies may be causing the problem. The
function table() provides a quick way to summarize a data vector, to see
if anything looks obviously out of place. Executing this function on the
clock column, we obtain the following:

> table(clock)
clock
48 50 60 64 66 70 75 77 80 85 90 96 99 100 101 110
118 120 125 133 150 166 175 180 190 200 225 231 233 250 266
275 291 300 333 350
1 3 4 1 5 1 4 1 2 1 2 1 2 10 1 1

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CHAPTER 4. MULTI-FACTOR REGRESSION

1 3 4 4 3 2 2 1 1 4 1 1 2 2 2 1
1 1 1 1

The top line shows the unique values that appear in the column. The
list of numbers directly below that line is the count of how many times
that particular value appeared in the column. For example, 48 appeared
once, while 50 appeared three times and 60 appeared four times. We see a
reasonable range of values with minimum (48) and maximum (350) values
that are not unexpected. Some of the values occur only once; the most
frequent value occurs ten times, which again does not seem unreasonable.
In short, we do not see anything obviously amiss with these results. We
conclude that the problem likely is with a different data column.
Executing the table() function on the next column in the data frame
threads produces this output:

> table(threads)
threads
1
78

Aha! Now we are getting somewhere. This result shows that all of the
78 entries in this column contain the same value: 1. An input factor in
which all of the elements are the same value has no predictive power in
a regression model. If every row has the same value, we have no way to
distinguish one row from another. Thus, we conclude that threads is not a
useful predictor for our model and we eliminate it as a potential predictor
as we continue to develop our Int1992 regression model.
We continue by executing table() on the column labeled cores. This
operation shows that this column also consists of only a single value, 1. Us-
ing the update() function to eliminate these two predictors from the model
gives the following:
> int92.lm <- update(int92.lm, .~. - threads - cores)
> summary(int92.lm)

Call:
lm(formula = nperf ~ clock + transistors + dieSize + voltage +
featureSize + channel + FO4delay + L1icache + sqrt(L1icache) +
L1dcache + sqrt(L1dcache) + L2cache + sqrt(L2cache))

Residuals:
14 15 16 17 18 19
0.4096 1.3957 -2.3612 0.1498 -1.5513 1.9575

44 L INEAR R EGRESSION U SING R

 4.6. WHEN THINGS GO WRONG

Coefficients: (12 not defined because of singularities)

Estimate Std. Error t value Pr(>|t|)
(Intercept) -25.93278 6.56141 -3.952 0.0168 *
clock 0.35422 0.02184 16.215 8.46e-05 ***
transistors NA NA NA NA
dieSize NA NA NA NA
voltage NA NA NA NA
featureSize NA NA NA NA
channel NA NA NA NA
FO4delay NA NA NA NA
L1icache NA NA NA NA
sqrt(L1icache) NA NA NA NA
L1dcache NA NA NA NA
sqrt(L1dcache) NA NA NA NA
L2cache NA NA NA NA
sqrt(L2cache) NA NA NA NA
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.868 on 4 degrees of freedom

(72 observations deleted due to missingness)
Multiple R-squared: 0.985, Adjusted R-squared: 0.9813
F-statistic: 262.9 on 1 and 4 DF, p-value: 8.463e-05

Unfortunately, eliminating these two predictors from consideration has

not solved the problem. Notice that we still have only four degrees of free-
dom, because 72 observations were again eliminated. This small number
of degrees of freedom indicates that there must be at least one more column
with insufficient data.
By executing table() on the remaining columns, we find that the column
labeled L2cache has only three unique values, and that these appear in a
total of only ten rows:
> table(L2cache)
L2cache
96 256 512
6 2 2

Although these specific data values do not look out of place, having only
three unique values can make it impossible for lm() to compute the model
coefficients. Dropping L2cache and sqrt(L2cache) as potential predictors
finally produces the type of result we expect:
> int92.lm <- update(int92.lm, .~. - L2cache - sqrt(L2cache))
> summary(int92.lm)

A N I NTRODUCTION TO DATA M ODELING 45

CHAPTER 4. MULTI-FACTOR REGRESSION

Call:
lm(formula = nperf ~ clock + transistors + dieSize + voltage +
featureSize + channel + FO4delay + L1icache + sqrt(L1icache) +
L1dcache + sqrt(L1dcache))

Residuals:
Min 1Q Median 3Q Max
-7.3233 -1.1756 0.2151 1.0157 8.0634

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -58.51730 17.70879 -3.304 0.00278 **
clock 0.23444 0.01792 13.084 6.03e-13 ***
transistors -0.32032 1.13593 -0.282 0.78018
dieSize 0.25550 0.04800 5.323 1.44e-05 ***
voltage 1.66368 1.61147 1.032 0.31139
featureSize 377.84287 69.85249 5.409 1.15e-05 ***
channel -493.84797 88.12198 -5.604 6.88e-06 ***
FO4delay 0.14082 0.08581 1.641 0.11283
L1icache 4.21569 1.74565 2.415 0.02307 *
sqrt(L1icache) -12.33773 7.76656 -1.589 0.12425
L1dcache -5.53450 2.10354 -2.631 0.01412 *
sqrt(L1dcache) 23.89764 7.98986 2.991 0.00602 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 3.68 on 26 degrees of freedom

(40 observations deleted due to missingness)
Multiple R-squared: 0.985, Adjusted R-squared: 0.9786
F-statistic: 155 on 11 and 26 DF, p-value: < 2.2e-16

We now can proceed with the normal backward elimination process. We

begin by eliminating the predictor that has the largest p-value above our
preselected threshold, which is transistors in this case. Eliminating this
predictor gives the following:
> int92.lm <- update(int92.lm, .~. -transistors)
> summary(int92.lm)

Call:
lm(formula = nperf ~ clock + dieSize + voltage + featureSize +
channel + FO4delay + L1icache + sqrt(L1icache) + L1dcache +
sqrt(L1dcache))

Residuals:
Min 1Q Median 3Q Max
-13.2935 -3.6068 -0.3808 2.4535 19.9617

Coefficients:
Estimate Std. Error t value Pr(>|t|)

46 L INEAR R EGRESSION U SING R

 4.6. WHEN THINGS GO WRONG

(Intercept) -16.73899 24.50101 -0.683 0.499726

clock 0.19330 0.02091 9.243 2.77e-10 ***
dieSize 0.11457 0.02728 4.201 0.000219 ***
voltage 0.40317 2.85990 0.141 0.888834
featureSize 11.08190 104.66780 0.106 0.916385
channel -37.23928 104.22834 -0.357 0.723379
FO4delay -0.13803 0.14809 -0.932 0.358763
L1icache 7.84707 3.33619 2.352 0.025425 *
sqrt(L1icache) -16.28582 15.38525 -1.059 0.298261
L1dcache -14.31871 2.94480 -4.862 3.44e-05 ***
sqrt(L1dcache) 48.26276 9.41996 5.123 1.64e-05 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 7.528 on 30 degrees of freedom

(37 observations deleted due to missingness)
Multiple R-squared: 0.9288, Adjusted R-squared: 0.9051
F-statistic: 39.13 on 10 and 30 DF, p-value: 1.802e-14

After eliminating this predictor, however, we see something unexpected.

The p-values for voltage and featureSize increased dramatically. Further-
more, the adjusted R-squared value dropped substantially, from 0.9786 to
0.9051. These unexpectedly large changes make us suspect that transistors
may actually be a useful predictor in the model even though at this stage of
the backward elimination process it has a high p-value. So, we decide to
put transistors back into the model and instead drop voltage, which has
the next highest p-value. These changes produce the following result:
> int92.lm <- update(int92.lm, .~. +transistors -voltage)
> summary(int92.lm)

Call:
lm(formula = nperf ~ clock + dieSize + featureSize + channel +
FO4delay + L1icache + sqrt(L1icache) + L1dcache +
sqrt(L1dcache) +
transistors)

Residuals:
Min 1Q Median 3Q Max
-10.0828 -1.3106 0.1447 1.5501 8.7589

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -50.28514 15.27839 -3.291 0.002700 **
clock 0.21854 0.01718 12.722 3.71e-13 ***
dieSize 0.20348 0.04401 4.623 7.77e-05 ***
featureSize 409.68604 67.00007 6.115 1.34e-06 ***
channel -490.99083 86.23288 -5.694 4.18e-06 ***
FO4delay 0.12986 0.09159 1.418 0.167264

A N I NTRODUCTION TO DATA M ODELING 47

CHAPTER 4. MULTI-FACTOR REGRESSION

L1icache 1.48070 1.21941 1.214 0.234784

sqrt(L1icache) -5.15568 7.06192 -0.730 0.471413
L1dcache -0.45668 0.10589 -4.313 0.000181 ***
sqrt(L1dcache) 4.77962 2.45951 1.943 0.062092 .
transistors 1.54264 0.88345 1.746 0.091750 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 3.96 on 28 degrees of freedom

(39 observations deleted due to missingness)
Multiple R-squared: 0.9813, Adjusted R-squared: 0.9746
F-statistic: 146.9 on 10 and 28 DF, p-value: < 2.2e-16

The adjusted R-squared value now is 0.9746, which is much closer to the
adjusted R-squared value we had before dropping transistors. Continuing
with the backward elimination process, we first drop sqrt(L1icache) with a
p-value of 0.471413, then FO4delay with a p-value of 0.180836, and finally
sqrt(L1dcache) with a p-value of 0.071730.
After completing this backward elimination process, we find that the
following predictors belong in the final model for Int1992:

clock transistors dieSize f eatureSize

channel L1icache L1dcache

As shown below, all of these predictors have p-values below our thresh-
old of 0.05. Additionally, the adjusted R-square looks quite good at 0.9722.
> int92.lm <- update(int92.lm, .~. -sqrt(L1dcache))
> summary(int92.lm)

Call:
lm(formula = nperf ~ clock + dieSize + featureSize + channel +
L1icache + L1dcache + transistors, data = int92.dat)

Residuals:
Min 1Q Median 3Q Max
-10.1742 -1.5180 0.1324 1.9967 10.1737

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -34.17260 5.47413 -6.243 6.16e-07 ***
clock 0.18973 0.01265 15.004 9.21e-16 ***
dieSize 0.11751 0.02034 5.778 2.31e-06 ***
featureSize 305.79593 52.76134 5.796 2.20e-06 ***
channel -328.13544 53.04160 -6.186 7.23e-07 ***
L1icache 0.78911 0.16045 4.918 2.72e-05 ***
L1dcache -0.23335 0.03222 -7.242 3.80e-08 ***

48 L INEAR R EGRESSION U SING R

 4.6. WHEN THINGS GO WRONG

transistors 3.13795 0.51450 6.099 9.26e-07 ***

---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 4.141 on 31 degrees of freedom

(39 observations deleted due to missingness)
Multiple R-squared: 0.9773, Adjusted R-squared: 0.9722
F-statistic: 191 on 7 and 31 DF, p-value: < 2.2e-16

This example illustrates that you cannot always look at only the p-values
to determine which potential predictors to eliminate in each step of the
backward elimination process. You also must be careful to look at the
broader picture, such as changes in the adjusted R-squared value and large
changes in the p-values of other predictors, after each change to the model.

A N I NTRODUCTION TO DATA M ODELING 49

5 | Predicting Responses

REDICTION is typically the primary goal of most regression modeling

P projects. That is, the model developer wants to use the model to esti-
mate or predict the system’s response if it were operated with input values
that were never actually available in any of the measured systems. For in-
stance, we might want to use the model we developed using the Int2000
data set to predict the performance of a new processor with a clock fre-
quency, a cache size, or some other parameter combination that does not
exist in the data set. By inserting this new combination of parameter values
into the model, we can compute the new processor’s expected performance
when executing that benchmark program.
Because the model was developed using measured data, the coefficient
values necessarily are only estimates. Consequently, any predictions we
make with the model are also only estimates. The summary() function pro-
duces useful statistics about the regression model’s quality, such as the R2
and adjusted R2 values. These statistics offer insights into how well the
model explains variation in the data. The best indicator of any regression
model’s quality, however, is how well it predicts output values. The R envi-
ronment provides some powerful functions that help us predict new values
from a given model and evaluate the quality of these predictions.

5.1 || Data Splitting for Training and Testing

In Chapter 4 we used all of the data available in the int00.dat data frame
to select the appropriate predictors to include in the final regression model.
Because we computed the model to fit this particular data set, we cannot
now use this same data set to test the model’s predictive capabilities. That

51
CHAPTER 5. PREDICTING RESPONSES

would be like copying exam answers from the answer key and then using
that same answer key to grade your exam. Of course you would get a
perfect result. Instead, we must use one set of data to train the model and
another set of data to test it.
The difficulty with this train-test process is that we need separate but
similar data sets. A standard way to find these two different data sets is
to split the available data into two parts. We take a random portion of all
the available data and call it our training set. We then use this portion of
the data in the lm() function to compute the specific values of the model’s
coefficients. We use the remaining portion of the data as our testing set to
see how well the model predicts the results, compared to this test data.
The following sequence of operations splits the int00.dat data set into
the training and testing sets:
rows <- nrow(int00.dat)
f <- 0.5
upper_bound <- floor(f * rows)
permuted_int00.dat <- int00.dat[sample(rows), ]
train.dat <- permuted_int00.dat[1:upper_bound, ]
test.dat <- permuted_int00.dat[(upper_bound+1):rows, ]

The first line assigns the total number of rows in the int00.dat data
frame to the variable rows. The next line assigns to the variable f the frac-
tion of the entire data set we wish to use for the training set. In this case, we
somewhat arbitrarily decide to use half of the data as the training set and
the other half as the testing set. The floor() function rounds its argument
value down to the nearest integer. So the line upper_bound <- floor(f *
rows) assigns the middle row’s index number to the variable upper_bound.
The interesting action happens in the next line. The sample() function
returns a permutation of the integers between 1 and n when we give it
the integer value n as its input argument. In this code, the expression
sample(rows) returns a vector that is a permutation of the integers between
1 and rows, where rows is the total number of rows in the int00.dat data
frame. Using this vector as the row index for this data frame gives a ran-
dom permutation of all of the rows in the data frame, which we assign to the
new data frame, permuted_int00.dat. The next two lines assign the lower
portion of this new data frame to the training data set and the top portion to
the testing data set, respectively. This randomization process ensures that
we obtain a new random selection of the rows in the train-and-test data sets

52 L INEAR R EGRESSION U SING R

 5.2. TRAINING AND TESTING

every time we execute this sequence of operations.

5.2 || Training and Testing

With the data set partitioned into two randomly selected portions, we can
train the model on the first portion, and test it on the second portion. Fig-
ure 5.1shows the overall flow of this training and testing process. We next
explain the details of this process to train and test the model we previously
developed for the Int2000 benchmark results.

train.dat int00.dat
Outputs

Inputs Outputs
Inputs f

test.dat

Outputs
Inputs

lm()
int00_new.lm

predict()

predicted.dat
- test.dat$nperf

delta

Figure 5.1: The training and testing process for evaluating the predictions
produced by a regression model.

The following statement calls the lm() function to generate a regression

model using the predictors we identified in Chapter 4 and the train.dat
data frame we extracted in the previous section. It then assigns this model
to the variable int00_new.lm. We refer to this process of computing the
model’s coefficients as training the regression model.
int00_new.lm <- lm(nperf ~ clock + cores + voltage + channel +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data = train.dat)

A N I NTRODUCTION TO DATA M ODELING 53

CHAPTER 5. PREDICTING RESPONSES

The predict() function takes this new model as one of its arguments. It
uses this model to compute the predicted outputs when we use the test.dat
data frame as the input, as follows:
predicted.dat <- predict(int00_new.lm, newdata=test.dat)

We define the difference between the predicted and measured perfor-

mance for each processor i to be ∆i = P redictedi − M easuredi , where
P redictedi is the value predicted by the model, which is stored in the data
frame predicted.dat, and M easuredi is the actual measured performance
response, which we previously assigned to the test.dat data frame. The
following statement computes the entire vector of these ∆i values and as-
signs the vector to the variable delta.
delta <- predicted.dat - test.dat$nperf

Note that we use the $ notation to select the column with the output value,
nperf,from the test.dat data frame.
The mean of these ∆ differences for n different processors is:
n
¯ = 1
X
∆ ∆i (5.1)
n
i=1

A confidence interval computed for this mean will give us some indication
of how well a model trained on the train.dat data set predicted the per-
formance of the processors in the test.dat data set. The t.test() function
computes a confidence interval for the desired confidence level of these ∆i
values as follows:
> t.test(delta, conf.level = 0.95)

One Sample t-test

data: delta
t = -0.65496, df = 41, p-value = 0.5161
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
-2.232621 1.139121
sample estimates:
mean of x
-0.5467502

If the prediction were perfect, then ∆i = 0. If ∆i > 0, then the model

predicted that the performance would be greater than it actually was. A

54 L INEAR R EGRESSION U SING R

 5.2. TRAINING AND TESTING

∆i < 0, on the other hand, means that the model predicted that the per-
formance was lower than it actually was. Consequently, if the predictions
were reasonably good, we would expect to see a tight confidence interval
around zero. In this case, we obtain a 95 percent confidence interval of
[-2.23, 1.14]. Given that nperf is scaled to between 0 and 100, this is a
reasonably tight confidence interval that includes zero. Thus, we conclude
that the model is reasonably good at predicting values in the test.dat data
set when trained on the train.dat data set.
Another way to get a sense of the predictions’ quality is to generate a
scatter plot of the ∆i values using the plot() function:
plot(delta)

This function call produces the plot shown in Figure 5.2. Good predictions
would produce a tight band of values uniformly scattered around zero. In
this figure, we do see such a distribution, although there are a few outliers
that are more than ten points above or below zero.
It is important to realize that the sample() function will return a different
random permutation each time we execute it. These differing permutations
will partition different processors (i.e., rows in the data frame) into the train
and test sets. Thus, if we run this experiment again with exactly the same
inputs, we will likely get a different confidence interval and ∆i scatter plot.
For example, when we repeat the same test five times with identical inputs,
we obtain the following confidence intervals: [-1.94, 1.46], [-1.95, 2.68],
[-2.66, 3.81], [-6.13, 0.75], [-4.21, 5.29]. Similarly, varying the fraction
of the data we assign to the train and test sets by changing f = 0.5 also
changes the results.
It is good practice to run this type of experiment several times and ob-
serve how the results change. If you see the results vary wildly when you
re-run these tests, you have good reason for concern. On the other hand,
a series of similar results does not necessarily mean your results are good,
only that they are consistently reproducible. It is often easier to spot a bad
model than to determine that a model is good.
Based on the repeated confidence interval results and the corresponding
scatter plot, similar to Figure 5.2, we conclude that this model is reasonably
good at predicting the performance of a set of processors when the model
is trained on a different set of processors executing the same benchmark

A N I NTRODUCTION TO DATA M ODELING 55

CHAPTER 5. PREDICTING RESPONSES

10
5
0
delta

-5
-10
-15

0 20 40 60 80 100 120

Index

Figure 5.2: An example scatter plot of the differences between the pre-
dicted and actual performance results for the Int2000 bench-
mark when using the data-splitting technique to train and test
the model.

program. It is not perfect, but it is also not too bad. Whether the differences
are large enough to warrant concern is up to you.

5.3 || Predicting Across Data Sets

As we saw in the previous section, data splitting is a useful technique for
testing a regression model. If you have other data sets, you can use them
to further test your new model’s capabilities.
In our situation, we have several additional benchmark results in the
data file that we can use for these tests. As an example, we use the model
we developed from the Int2000 data to predict the Fp2000 benchmark’s
performance.
We first train the model developed using the Int2000 data, int00.lm,

56 L INEAR R EGRESSION U SING R

 5.3. PREDICTING ACROSS DATA SETS

using all the Int2000 data available in the int00.dat data frame. We then
predict the Fp2000 results using this model and the fp00.dat data. Again,
we assign the differences between the predicted and actual results to the
vector delta. Figure 5.3 shows the overall data flow for this training and
testing. The corresponding R commands are:
> int00.lm <- lm(nperf ~ clock + cores + voltage + channel +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data = int00.dat)
> predicted.dat <- predict(int00.lm, newdata=fp00.dat)
> delta <- predicted.dat - fp00.dat$nperf
> t.test(delta, conf.level = 0.95)

One Sample t-test

data: delta
t = 1.5231, df = 80, p-value = 0.1317
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
-0.4532477 3.4099288
sample estimates:
mean of x
1.478341

int00.dat fp00.dat
Outputs
Outputs

Inputs Inputs

lm()
int00.lm

predict()

predicted.dat
- fp00.dat$nperf

delta

Figure 5.3: Predicting the Fp2000 results using the model developed with
the Int2000 data.

The resulting confidence interval for the delta values contains zero and

A N I NTRODUCTION TO DATA M ODELING 57

CHAPTER 5. PREDICTING RESPONSES

is relatively small. This result suggests that the model developed using
the Int2000 data is reasonably good at predicting the Fp2000 benchmark
program’s results. The scatter plot in Figure 5.4 shows the resulting delta
values for each of the processors we used in the prediction. The results
tend to be randomly distributed around zero, as we would expect from
a good regression model. Note, however, that some of the values differ
significantly from zero. The maximum positive deviation is almost 20,
and the magnitude of the largest negative value is greater than 43. The
confidence interval suggests relatively good results, but this scatter plot
shows that not all the values are well predicted.
20
10
0
-10
delta

-20
-30
-40

0 50 100 150 200 250

Index

Figure 5.4: A scatter plot of the differences between the predicted and ac-
tual performance results for the Fp2000 benchmark when pre-
dicted using the Int2000 regression model.

As a final example, we use the Int2000 regression model to predict the

results of the benchmark program’s future Int2006 version. The R code to

58 L INEAR R EGRESSION U SING R

 5.3. PREDICTING ACROSS DATA SETS

compute this prediction is:

> int00.lm <- lm(nperf ~ clock + cores + voltage + channel +
L1icache + sqrt(L1icache) + L1dcache + sqrt(L1dcache) +
L2cache + sqrt(L2cache), data = int00.dat)
> predicted.dat <- predict(int00.lm, newdata=int06.dat)
> delta <- predicted.dat - int06.dat$nperf
> t.test(delta, conf.level = 0.95)

One Sample t-test

data: delta
t = 49.339, df = 168, p-value < 2.2e-16
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
48.87259 52.94662
sample estimates:
mean of x
50.9096

In this case, the confidence interval for the delta values does not include
zero. In fact, the mean value of the differences is 50.9096, which indicates
that the average of the model-predicted values is substantially larger than
the actual average value. The scatter plot shown in Figure 5.5 further con-
firms that the predicted values are all much larger than the actual values.
This example is a good reminder that models have their limits. Appar-
ently, there are more factors that affect the performance of the next gener-
ation of the benchmark programs, Int2006, than the model we developed
using the Int2000 results captures. To develop a model that better predicts
future performance, we would have to uncover those factors. Doing so
requires a deeper understanding of the factors that affect computer perfor-
mance, which is beyond the scope of this tutorial.

A N I NTRODUCTION TO DATA M ODELING 59

CHAPTER 5. PREDICTING RESPONSES

100
80
delta

60
40
20

0 50 100 150 200

Index

Figure 5.5: A scatter plot of the differences between the predicted and ac-
tual performance results for the Int2006 benchmark, predicted
using the Int2000 regression model.

60 L INEAR R EGRESSION U SING R

6 | Reading Data into the R
Environment

S we have seen, the R environment provides some powerful functions

A to quickly and relatively easily develop and test regression models.
Ironically, simply reading the data into R in a useful format can be one
of the most difficult aspects of developing a model. R does not lack good
input-output capabilities, but data often comes to the model developer in
a messy form. For instance, the data format may be inconsistent, with
missing fields and incorrectly recorded values. Getting the data into the
format necessary for analysis and modeling is often called data cleaning.
The specific steps necessary to “clean” data are heavily dependent on the
data set and are thus beyond the scope of this tutorial. Suffice it to say
that you should carefully examine your data before you use it to develop
any sort of regression model. Section 2.2 provides a few thoughts on data
cleaning.

In Chapter 2, we provided the functions used to read the example data

into the R environment, but with no explanation about how they worked. In
this chapter, we will look at these functions in detail, as specific examples
of how to read a data set into R. Of course, the details of the functions you
may need to write to input your data will necessarily change to match the
specifics of your data set.

61
CHAPTER 6. READING DATA INTO THE R ENVIRONMENT

6.1 || Reading CSV files

Perhaps the simplest format for exchanging data among computer systems
is the de facto standard comma separated values, or csv, file. R provides a
function to directly read data from a csv file and assign it to a data frame:
> processors <- read.csv("all-data.csv")

The name between the quotes is the name of the csv-formatted file to be
read. Each file line corresponds to one data record. Commas separate the
individual data fields in each record. This function assigns each data record
to a new row in the data frame, and assigns each data field to the corre-
sponding column. When this function completes, the variable processors
contains all the data from the file all-data.csv nicely organized into rows
and columns in a data frame.
If you type processors to see what is stored in the data frame, you will
get a long, confusing list of data. Typing
> head(processors)

will show a list of column headings and the values of the first few rows of
data. From this list, we can determine which columns to extract for our
model development. Although this is conceptually a simple problem, the
execution can be rather messy, depending on how the data was collected
and organized in the file.
As with any programming language, R lets you define your own func-
tions. This feature is useful when you must perform a sequence of opera-
tions multiple times on different data pieces, for instance. The format for
defining a function is:
function-name <- function(a1, a2, ...) {
R expressions
return(object)
}

where function-name is the function name you choose and a1, a2, ... is
the list of arguments in your function. The R system evaluates the expres-
sions in the body of the definition when the function is called. A function
can return any type of data object using the return() statement.
We will define a new function called extract_data to extract all the rows
that have a result for the given benchmark program from the processors

62 L INEAR R EGRESSION U SING R

 6.1. READING CSV FILES

data frame. For instance, calling the function as follows:

> int92.dat <- extract_data("Int1992")
> fp92.dat <- extract_data("Fp1992")
> int95.dat <- extract_data("Int1995")
> fp95.dat <- extract_data("Fp1995")
> int00.dat <- extract_data("Int2000")
> fp00.dat <- extract_data("Fp2000")
> int06.dat <- extract_data("Int2006")
> fp06.dat <- extract_data("Fp2006")

extracts every row that has a result for the given benchmark program and
assigns it to the corresponding data frame, int92.dat, fp92.dat, and so on.
We define the extract_data function as follows:
extract_data <- function(benchmark) {

temp <- paste(paste("Spec",benchmark,sep=""), "..average.base.",

sep="")

perf <- get_column(benchmark,temp)

max_perf <- max(perf)

min_perf <- min(perf)
range <- max_perf - min_perf
nperf <- 100 * (perf - min_perf) / range

clock <- get_column(benchmark,"Processor.Clock..MHz.")

threads <- get_column(benchmark,"Threads.core")
cores <- get_column(benchmark,"Cores")
TDP <- get_column(benchmark,"TDP")
transistors <- get_column(benchmark,"Transistors..millions.")
dieSize <- get_column(benchmark,"Die.size..mm.2.")
voltage <- get_column(benchmark,"Voltage..low.")
featureSize <- get_column(benchmark,"Feature.Size..microns.")
channel <- get_column(benchmark,"Channel.length..microns.")
FO4delay <- get_column(benchmark,"FO4.Delay..ps.")
L1icache <- get_column(benchmark,"L1..instruction...on.chip.")
L1dcache <- get_column(benchmark,"L1..data...on.chip.")
L2cache <- get_column(benchmark,"L2..on.chip.")
L3cache <- get_column(benchmark,"L3..on.chip.")

return(data.frame(nperf, perf, clock, threads, cores, TDP,

transistors, dieSize, voltage, featureSize, channel, FO4delay,
L1icache, L1dcache, L2cache, L3cache))
}

The first line with the paste functions looks rather complicated. How-
ever, it simply forms the name of the column with the given benchmark
results. For example, when extract_data is called with Int2000 as the ar-

A N I NTRODUCTION TO DATA M ODELING 63

CHAPTER 6. READING DATA INTO THE R ENVIRONMENT

gument, the nested paste functions simply concatenate the strings "Spec",
"Int2000", and "..average.base.". The final string corresponds to the
name of the column in the processors data frame that contains the perfor-
mance results for the Int2000 benchmark, "SpecInt2000..average.base.".
The next line calls the function get_column, which selects all the rows
with the desired column name. In this case, that column contains the actual
performance result reported for the given benchmark program, perf. The
next four lines compute the normalized performance value, nperf, from the
perf value we obtained from the data frame. The following sequence of
calls to get_column extracts the data for each of the predictors we intend to
use in developing the regression model. Note that the second parameter in
each case, such as "Processor.Clock..MHz.", is the name of a column in the
processors data frame. Finally, the data.frame() function is a predefined
R function that assembles all its arguments into a single data frame. The
new function we have just defined, extract_data(), returns this new data
frame.
Next, we define the get_column() function to return all the data in a given
column for which the given benchmark program has been defined:
get_column <- function(x,y) {

benchmark <- paste(paste("Spec",x,sep=""), "..average.base.",

sep="")
ix <- !is.na(processors[,benchmark])
return(processors[ix,y])
}

The argument x is a string with the name of the benchmark program, and y
is a string with the name of the desired column. The nested paste() func-
tions produce the same result as the extract_data() function. The is.na()
function performs the interesting work. This function returns a vector with
“1” values corresponding to the row numbers in the processors data frame
that have NA values in the column selected by the benchmark index. If there
is a value in that location, is.na() will return a corresponding value that
is a 0. Thus, is.na indicates which rows are missing performance results
for the benchmark of interest. Inserting the exclamation point in front of
this function complements its output. As a result, the variable ix will con-
tain a vector that identifies every row that contains performance results for
the indicated benchmark program. The function then extracts the selected

64 L INEAR R EGRESSION U SING R

 6.1. READING CSV FILES

rows from the processors data frame and returns them.

These types of data extraction functions can be somewhat tricky to write,
because they depend so much on the specific format of your input file. The
functions presented in this chapter are a guide to writing your own data
extraction functions.

A N I NTRODUCTION TO DATA M ODELING 65

7 | Summary

INEAR regression modeling is one of the most basic of a broad collec-

L tion of data mining techniques. It can demonstrate the relationships
between the inputs to a system and the corresponding output. It also can
be used to predict the output given a new set of input values. While the
specifics for developing a regression model will depend on the details of
your data, there are several key steps to keep in mind when developing a
new model using the R programming environment:

1. Read your data into the R environment.

As simple as it sounds, one of the trickiest tasks oftentimes is simply
reading your data into R. Because you may not have controlled how
data was collected, or in what format, be prepared to spend some
time writing new functions to parse your data and load it into an R
data frame. Chapter 6 provides an example of reading a moderately
complicated csv file into R.

2. Sanity check your data.

Once you have your data in the R environment, perform some san-
ity checks to make sure that there is nothing obviously wrong with
the data. The types of checks you should perform depend on the
specifics of your data. Some possibilities include:
• Finding the values’ minimum, maximum, average, and stan-
dard deviation in each data frame column.
• Looking for any parameter values that seem suspiciously out-
side the expected limits.

67
CHAPTER 7. SUMMARY

• Determining the fraction of missing (NA) values in each column

to ensure that there is sufficient data available.
• Determining the frequency of categorical parameters, to see if
any unexpected values pop up.
• Any other data-specific tests.

Ultimately, you need to feel confident that your data set’s values are
reasonable and consistent.

3. Visualize your data.

It is always good to plot your data, to get a basic sense of its shape
and ensure that nothing looks out of place. For instance, you may ex-
pect to see a somewhat linear relationship between two parameters.
If you see something else, such as a horizontal line, you should inves-
tigate further. Your assumption about a linear relationship could be
wrong, or the data may be corrupted (see item no. 2 above). Or per-
haps something completely unexpected is going on. Regardless, you
must understand what might be happening before you begin devel-
oping the model. The pairs() function is quite useful for performing
this quick visual check, as described in Section 4.1.

4. Identify the potential predictors.

Before you can begin the backward elimination process, you must
identify the set of all possible predictors that could go into your
model. In the simplest case, this set consists of all of the available
columns in your data frame. However, you may know that some
of the columns will not be useful, even before you begin construct-
ing the model. For example, a column containing only a few valid
entries probably is not useful in a model. Your knowledge of the
system may also give you good reason to eliminate a parameter as a
possible predictor, much as we eliminated TDP as a possible predic-
tor in Section 4.2, or to include some of the parameters’ non-linear
functions as possible predictors, as we did when we added the square
root of the cache size terms to our set of possible predictors.

5. Select the predictors.

68 L INEAR R EGRESSION U SING R

 Once you have identified the potential predictors, use the backward
elimination process described in Section 4.3 to select the predictors
you’ll include in the final model, based on the significance threshold
you decide to use.

6. Validate the model.

Examine your model’s R2 value and the adjusted-R2 value. Use
residual analysis to further examine the model’s quality. You also
should split your data into training and testing sets, and then see
how well your model predicts values from the test set.

7. Predict.
Now that you have a model that you feel appropriately explains your
data, you can use it to predict previously unknown output values.

A deep body of literature is devoted to both statistical modeling and the

R language. If you want to learn more about R as a programming lan-
guage, many good books are available, including [11, 12, 15, 16]. These
books focus on specific statistical ideas and use R as the computational
language [1, 3, 4, 14]. Finally, this book [9] gives an introduction to com-
puter performance measurement.
As you continue to develop your data-mining skills, remember that what
you have developed is only a model. Ideally, it is a useful tool for ex-
plaining the variations in your measured data and understanding the re-
lationships between inputs and output. But like all models, it is only an
approximation of the real underlying system, and is limited in what it can
tell us about that system. Proceed with caution.

A N I NTRODUCTION TO DATA M ODELING 69

8 | A Few Things to Try Next

ERE are a few suggested exercises to help you learn more about re-
H gression modeling using R.

1. Show how you would clean the data set for one of the selected bench-
mark results (Int1992, Int1995, etc.). For example, for every column
in the data frame, you could:
• Compute the average, variance, minimum, and maximum.
• Sort the column data to look for outliers or unusual patterns.
• Determine the fraction of NA values for each column.
How else could you verify that the data looks reasonable?

2. Plot the processor performance versus the clock frequency for each
of the benchmark results, similar to Figure 3.1.

3. Develop a one-factor linear regression model for all the benchmark

results. What input factor should you use as the predictor?

4. Superimpose your one-factor models on the corresponding scatter

plots of the data (see Figure 3.2).

5. Evaluate the quality of the one-factor models by discussing the resid-

uals, the p-values of the coefficients, the residual standard errors, the
R2 values, the F -statistic, and by performing appropriate residual
analysis.

6. Generate a pair-wise comparison plot for each of the benchmark re-

sults, similar to Figure 4.1.

71
CHAPTER 8. A FEW THINGS TO TRY NEXT

7. Develop a multi-factor linear regression model for each of the bench-

mark results. Which predictors are the same and which are different
across these models? What other similarities and differences do you
see across these models?

8. Evaluate the multi-factor models’ quality by discussing the residu-

als, the p-values of the coefficients, the residual standard errors, the
R2 values, the F -statistic, and by performing appropriate residual
analysis.

9. Use the regression models you’ve developed to complete the follow-

ing tables, showing how well the models from each row predict the
benchmark results in each column. Specifically, fill in the x and y
values so that x is the mean of the delta values for the predictions
and y is the width of the corresponding 95 percent confidence in-
terval. You need only predict forwards in time. For example, it is
reasonable to use the model developed with Int1992 data to predict
Int2006 results, but it does not make sense to use a model developed
with Int2006 data to predict Int1992 results.

Int1992 Int1995 Int2000 Int2006

Int1992 x (± y) x (± y) x (± y) x (± y)
Int1995 x (± y) x (± y) x (± y)
Int2000 x (± y) x (± y)
Int2006 x (± y)
Fp1992 x (± y) x (± y) x (± y) x (± y)
Fp1995 x (± y) x (± y) x (± y)
Fp2000 x (± y) x (± y)
Fp2006 x (± y)

72 L INEAR R EGRESSION U SING R

 Fp1992 Fp1995 Fp2000 Fp2006
Int1992 x (± y) x (± y) x (± y) x (± y)
Int1995 x (± y) x (± y) x (± y)
Int2000 x (± y) x (± y)
Int2006 x (± y)
Fp1992 x (± y) x (± y) x (± y) x (± y)
Fp1995 x (± y) x (± y) x (± y)
Fp2000 x (± y) x (± y)
Fp2006 x (± y)

10. What can you say about these models’ predictive abilities, based on
the results from the previous problem? For example, how well does
a model developed for the integer benchmarks predict the same-year
performance of the floating-point benchmarks? What about predic-
tions across benchmark generations?

11. In the discussion of data splitting, we defined the value f as the

fraction of the complete data set used in the training set. For the
Fp2000 data set, plot a 95 percent confidence interval for the mean
of delta for f = [0.1, 0.2, ..., 0.9]. What value of f gives the best
result (i.e., the smallest confidence interval)? Repeat this test n = 5
times to see how the best value of f changes.

12. Repeat the previous problem, varying f for all the other data sets.

A N I NTRODUCTION TO DATA M ODELING 73

Bibliography

[1] Peter Dalgaard. Introductory statistics with R. Springer, 2008.

[2] Andrew Danowitz, Kyle Kelley, James Mao, John P. Stevenson, and
Mark Horowitz. CPU DB: Recording microprocessor history. Com-
munications of the ACM, 55(4):55–63, 2012.

[3] Andy P. Field, Jeremy Miles, and Zoe Field. Discovering statistics
using R. Sage Publications, 2012.

[4] Frank E Harrell. Regression modeling strategies. Springer, 2015.

[5] A. Hartstein, V. Srinivasan,

p T. R. Puzak, and P. G. Emma. Cache
miss behavior: Is it (2)? In ACM International Conference on
Computing Frontiers, pages 313–320, 2006.

[6] John L Henning. SPEC CPU2000: Measuring cpu performance in

the new millennium. IEEE Computer Magazine, 33(7):28–35, 2000.

[7] John L. Henning. SPEC CPU2006 benchmark descriptions. ACM

SIGARCH Computer Architecture News, 34(4):1–17, September
2006.

[8] John L. Henning. SPEC CPU suite growth: An historical perspective.

ACM SIGARCH Computer Architecture News, 35(1):65–68, March
2007.

[9] David J Lilja. Measuring computer performance. Cambridge Uni-

versity Press, 2000.

75
[10] PC Magazine. Pc magazine encyclopedia: Definition of
TDP. http://www.pcmag.com/encyclopedia/term/
60759/tdp, 2015. Accessed: 2015-10-22.

[11] Norman S Matloff. The art of R programming. No Starch Press,

2011.

[12] Norman S Matloff. Parallel computing for data science. CRC Press,
2015.

[13] R-project.org. The R project for statistical computing. https://

www.r-project.org/, 2015. Accessed: 2015-10-21.

[14] Nicole M Radziwill. Statistics (The Easier Way) with R: An informal

text on applied statistics. Lapis Lucera, 2015.

[15] Paul Teetor and Michael Kosta Loukides. R cookbook. O’Reilly

Media, 2011.

[16] Hadley Wickham. Advanced R. Chapman and Hall/CRC Press, 2014.

76 L INEAR R EGRESSION U SING R

Index

backward elimination, 32, 35, function definition, 62

39, 41, 46, 69
Gaussian distribution, 22, 25
coefficients, 19, 22, 23, 27, 43, independent variables, 2, 17
45, 51, 53, 71, 72 intercept, 19, 23
comma separated values, 10, 62
complement operation, 64 labels, 18
concatenate, c(), 5 least squares, 19
confidence interval, 54, 55, 58, maximum, 13
59, 72, 73 mean, 5, 13, 54
CPU DB, 9, 17 median, 22
csv, 10, 62, 67 minimum, 13
missing values, 7
data cleaning, 8, 61, 71 missingness, 34, 39, 43
data field, 62 multi-factor regression, 1, 27,
data frame, 10, 12, 14, 19, 27, 29, 32, 41, 72
33, 51, 62, 64
data mining, 1, 67 normal distribution, 22, 25, 41
data splitting, 51, 56, 69, 73 one-factor regression, 17, 19, 20,
data visualization, 68 25, 71
degrees of freedom, 23, 35, 39, outliers, 55
40, 43, 45 over-fitted, 29
dependent variable, 3, 18
p-value, 23, 32, 35, 36, 39, 40,
F-statistic, 24, 71, 72 46, 71, 72
F-test, 40 permutation, 52, 55

77
prediction, 29, 51, 54, 57, 58, qqline(), 26, 40
69, 72, 73 qqnorm(), 26, 40
predictor, 17, 19, 71 read.csv(), 62
predictors, 9, 27, 29–31, 39, 64, resid(), 24, 26, 40
68, 72 return(), 62–64
sample(), 52
quantile-versus-quantile (Q-Q), sd(), 13, 14
25, 26, 40, 42 summary(), 21, 34, 35, 41,
quantiles, 23 44–48
quartiles, 22 t.test(), 54, 57, 59
quotes, 13 table(), 43–45
update(), 35, 44–48
R functions
var(), 5
NA, 7, 35, 39, 43, 64
R-squared, 29, 35, 40, 51, 69,
na.rm, 8
71, 72
$, 14
adjusted, 24, 29, 35, 40, 51,
[ ], 12
69
abline(), 20
multiple, 23
attach(), 14, 19
randomization, 52
c(), 5
residual analysis, 24, 40, 69, 71,
data.frame(), 63
72
detach(), 14
residual standard error, 23
fitted(), 24, 40
residuals, 21, 24, 25, 34, 40
floor(), 52
response, 17
function(), 62–64
head(), 11, 62 sanity checking, 8, 43, 67
is.na(), 64 scatter plot, 18, 28, 55, 56,
lm(), 19, 33, 41, 53, 57, 59 58–60, 71
max(), 13, 14, 28, 63 significance, 23, 32, 39, 69
mean(), 5, 7, 13, 14 singularities, 43
min(), 13, 14, 28, 63 slope, 19
ncol(), 13 SPEC, 10, 11, 17
nrow(), 13, 52 square brackets, 12
pairs(), 27 standard deviation, 13
paste(), 63, 64 standard error, 22, 23, 71, 72
plot(), 17, 20, 24, 40, 55
predict(), 54, 57, 59 t value, 23

78 L INEAR R EGRESSION U SING R

TDP, 30 variance, 5
testing, 52, 53, 57 variation, 23
thermal design power, 30 visualization, 17, 27
training, 29, 52, 53, 56, 57, 73

A N I NTRODUCTION TO DATA M ODELING 79

Update History

Edition 1.0 – The original version.

Edition 1.1
1. Corrected a few small typographical errors.
2. Extended the discussion of the backward elimination process in Sec-
tion 4.6.

81
Linear Regression Using R: An Introduction to Data Modeling presents
one of the fundamental data modeling techniques in an informal
tutorial style. Learn how to predict system outputs from measured
data using a detailed step-by-step process to develop, train, and test
reliable regression models. Key modeling and programming concepts
are intuitively described using the R programming language. All of the
necessary resources are freely available online.

David J. Lilja is the Schnell Professor of Electrical and Computer

Engineering, and a graduate faculty in Computer Science, Scientific
Computation, and Data Science, at the University of Minnesota in
Minneapolis. He is a Fellow of IEEE and AAAS, and is the author of
Measuring Computer Performance: A Practitioner’s Guide.