Multiple linear regression
Whenever we have more than one input feature and want to build a linear regression model, we are in the realm of multiple linear regression. The general equation for a multiple linear regression model with k input features is:
Our assumptions about the model and about the error component ε remain the same as with simple linear regression, remembering that as we now have more than one input feature, we assume that these are independent of each other. Instead of using simulated data to demonstrate multiple linear regression, we will analyze two real-world data sets.
Predicting CPU performance
Our first real-world data set was presented by the researchers Dennis F. Kibler, David W. Aha, and Marc K. Albert in a 1989 paper titled Instance-based prediction of real-valued attributes and published in Journal of Computational Intelligence. The data contain the characteristics of different CPU models, such as the cycle time and the amount of cache memory. When deciding between...