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4.6: When Things Go Wrong

  • Page ID
    4421
  • 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 example, 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 potential 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 + 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
    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 (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
    

     Screen Shot 2020-01-11 at 12.27.09 AM.png

    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 technically, 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 observations 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
    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. Using 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
    
    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 freedom, 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)
    
    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|)
    (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. Furthermore, 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
    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     featureSize     

    channel     L1icache     L1dcache

    As shown below, all of these predictors have p-values below our threshold 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 ***
    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.