One of the blogs I read all the time is The Log Cabin by Ryan Elmore. I particularly like his sports stuff because he looks at questions I had never even thought of. He recently did a talk at the Rocky Mtn SABR Meeting which features sports, R and ggplot2. That is about my vision of a perfect night so I am posting the link below. Enjoy
Slides from Rocky Mtn SABR Meeting
I blog about world of Data Science with Visualization, Big Data, Analytics, Sabermetrics, Predictive HealthCare, Quant Finance, and Marketing Analytics using the R language.
Showing posts with label sabr. Show all posts
Showing posts with label sabr. Show all posts
Tuesday, August 16, 2011
Monday, June 13, 2011
Scientific American writes about Sabermetrics...sort of
In the June 5 issue of The Scientific American there is an article about baseball that looks at the chances of a batter being hit by a pitch. I am not sure that there is much significance to the finding of correlation between being hit by a pitch and temperature. I doubt there is even enough data in one season to make the kind of statements that the authors of this article make. However, if I was pitching and it was 95 degrees, I might bean the batter to get thrown out of the game and sent to the nice air conditioned locker room.
A couple of things jumped out at me in this data. First that less than .8% of at bats resulted in a hit batter. This number seemed much lower than I would have expected. The temperature choices also looked kind of arbitrary to me ( 95F and 55F). I mean starting with those temperatures couldn't you also draw a correlation that there are more hit batters in the middle of the season than in the beginning and the end. I also do not see a control for bias by ballpark or team which would have been interesting.
Just for fun I looked up the Don Baylor's and Craig Biggio's hit by pitch percentages which are 2.8% and 2.6% respectively. If Walter Johnson had been pitching to these two they would have gotten beaned every time they went to the plate. Although in Walter's defense he hit less than 1% of the batters he faced. When two players show such a deviation from the mean there must be more going on here than temperature because these two played even in cold whether.
I think the idea of looking at hit batters is an interesting one, but here I believe there was a strong desire to find a relationship with temperature. It would have been more interesting to look at all the potential factors in a hit batter (player, pitch, game situation, ball park, teams, weather, etc) and see what correlations existed.
Overall I am glad Scientific American took a shot at Baseball, but I wish they had taken a deeper dive into their chosen topic
A couple of things jumped out at me in this data. First that less than .8% of at bats resulted in a hit batter. This number seemed much lower than I would have expected. The temperature choices also looked kind of arbitrary to me ( 95F and 55F). I mean starting with those temperatures couldn't you also draw a correlation that there are more hit batters in the middle of the season than in the beginning and the end. I also do not see a control for bias by ballpark or team which would have been interesting.
Just for fun I looked up the Don Baylor's and Craig Biggio's hit by pitch percentages which are 2.8% and 2.6% respectively. If Walter Johnson had been pitching to these two they would have gotten beaned every time they went to the plate. Although in Walter's defense he hit less than 1% of the batters he faced. When two players show such a deviation from the mean there must be more going on here than temperature because these two played even in cold whether.
I think the idea of looking at hit batters is an interesting one, but here I believe there was a strong desire to find a relationship with temperature. It would have been more interesting to look at all the potential factors in a hit batter (player, pitch, game situation, ball park, teams, weather, etc) and see what correlations existed.
Overall I am glad Scientific American took a shot at Baseball, but I wish they had taken a deeper dive into their chosen topic
Wednesday, June 1, 2011
A look at Batting orders
There is one Blog I read on sports statistics religiously and the is Phil Birnbaum's Sabermetric Research. It is a great read, and he looks at many aspects of lots of different sports as opposed to just baseball. If you have not looked at his stuff before check it out.
One of his recent postings dealt with a paper written by Nobuyoshi Hirostu who looked at if using expected runs was always the best way to determine the batting order or could a lineup with a lower expected runs produce more wins because of lower volatility. Nobuyoshi used a cut down version of the game to calculate the expected runs and ran a MC calculation to determine the winners of each potential matchup. For this experiment he used the 2007 season.
Out of the 600,000 potential matchup guess how many instances he found where the lineup with the lower expected runs won more than 50% of the games? 13! I was surprised there were not many more than that. I expected there would be a fair number of lineups of high batting average singles hitters that might have a lower expected number of runs but wins against a lineup of power hitters who score more runs on average but have great volatility due to lower batting averages.
Based on Nobuyoshi's approach to this problem I think the results are surprising, but correct. However, I can see some potential problems with how he constructed his model for analysis. First, by building a cut down model for expected runs he may have reduced the volatility of the various lineups and made the winning potential for a lower expected run lineup less likely. Second, the lineups were based on the player makeup of the various teams. For whatever reason, ( in baseball I usually assume tradition) most MLB have a lineup consisting of Power Hitters and Reliable Hitters. I think a very interesting question to ask is if this type of lineup is optimal. What type of lineup gets the highest expected wins, and does it do it with highest expected runs or some balance between high expected runs and lower volatility?
One of his recent postings dealt with a paper written by Nobuyoshi Hirostu who looked at if using expected runs was always the best way to determine the batting order or could a lineup with a lower expected runs produce more wins because of lower volatility. Nobuyoshi used a cut down version of the game to calculate the expected runs and ran a MC calculation to determine the winners of each potential matchup. For this experiment he used the 2007 season.
Out of the 600,000 potential matchup guess how many instances he found where the lineup with the lower expected runs won more than 50% of the games? 13! I was surprised there were not many more than that. I expected there would be a fair number of lineups of high batting average singles hitters that might have a lower expected number of runs but wins against a lineup of power hitters who score more runs on average but have great volatility due to lower batting averages.
Based on Nobuyoshi's approach to this problem I think the results are surprising, but correct. However, I can see some potential problems with how he constructed his model for analysis. First, by building a cut down model for expected runs he may have reduced the volatility of the various lineups and made the winning potential for a lower expected run lineup less likely. Second, the lineups were based on the player makeup of the various teams. For whatever reason, ( in baseball I usually assume tradition) most MLB have a lineup consisting of Power Hitters and Reliable Hitters. I think a very interesting question to ask is if this type of lineup is optimal. What type of lineup gets the highest expected wins, and does it do it with highest expected runs or some balance between high expected runs and lower volatility?
Wednesday, May 25, 2011
Cleveland Indians are better than Sabermetricians Predicted
When I was at the Sabermetric Seminar in Boston. The Indians success in the first quarter of the year was a topic of discussion. The explanation given by Tom Tippett was that the Indians where over performing against the model and would over the course of the season return to their expectation. In support of that an expected run chart was put up showing the Indians with the greatest positive actual run differential versus expected run differential. The Red Sox were underperforming in respect to this measure.
While I understand there will always be statistical anomolies and periodic straying from the mean, I am not so sure that this is the case here. Modelers have a tendency to explain away differences from reality compared to there models as variation. While that may and will be the case sometimes for a three standard deviation outlier we are talking about a 3 in 1,000 chance. Rather than take that bet I would check to see if my model failed to take something into account. In the case of the Indians improvement, I would be more likely to look for shortcomings in my model because the Indians are a Sabermetric driven team and the guy who runs their analytics is a very talented guy. Teams do not share their models so there is no way of know if the various model are similar or even what input Data they use. A general impression from the Sabermetric conference is that Sabermaatricians do a lot of regression to the league mean which will smooth out the data, but may also underemphasize relevant data.
I believe even a quick look at even high level data for the Indians suggests their performance is not a wandering away from the mean but a shift in the mean. Most of the difference in 2011 can be attributed to the 233 runs scored in 46 games or 5 runs per game compared to 4 run per game in 2010. This can be explained because most sabermetric models fail to incorporate injuries into their models which was a factor in 2010 for the Indians and would negatively effect their run prediction in 2011. A lack of injury prediction and weighting due to past injuries in Sabermetric models is a major disconnect in Sabermetrics and needs to be addressed. The Healthcare industry has made great strides in this area in recent history with the use on ensemble methods.
While I understand there will always be statistical anomolies and periodic straying from the mean, I am not so sure that this is the case here. Modelers have a tendency to explain away differences from reality compared to there models as variation. While that may and will be the case sometimes for a three standard deviation outlier we are talking about a 3 in 1,000 chance. Rather than take that bet I would check to see if my model failed to take something into account. In the case of the Indians improvement, I would be more likely to look for shortcomings in my model because the Indians are a Sabermetric driven team and the guy who runs their analytics is a very talented guy. Teams do not share their models so there is no way of know if the various model are similar or even what input Data they use. A general impression from the Sabermetric conference is that Sabermaatricians do a lot of regression to the league mean which will smooth out the data, but may also underemphasize relevant data.
I believe even a quick look at even high level data for the Indians suggests their performance is not a wandering away from the mean but a shift in the mean. Most of the difference in 2011 can be attributed to the 233 runs scored in 46 games or 5 runs per game compared to 4 run per game in 2010. This can be explained because most sabermetric models fail to incorporate injuries into their models which was a factor in 2010 for the Indians and would negatively effect their run prediction in 2011. A lack of injury prediction and weighting due to past injuries in Sabermetric models is a major disconnect in Sabermetrics and needs to be addressed. The Healthcare industry has made great strides in this area in recent history with the use on ensemble methods.
Tuesday, April 12, 2011
Analytics, Sabermetrics, Data Mining...Why can't we all just get along?
Sabermetrics was a term coined by Bill James to describe the analysis of baseball through objective evidence. Saber, or more accurately SABR, stands for the Society for American Baseball Research. With Bill James as its advocate. Sabermetrics has changed the way baseball is played. No easy task in a sport so encumbered by tradition. Baseball probably collects more data during a game than any other sport and each team plays at least 162 games a year. Rich data territory compared to the 16 regular season games played in the NFL. Sabermetrics has taken a hard look at the core beliefs of what statistics make a good baseball player or team and runs them against the cold judgement of analytics. The results showed that some previously treasured statistics like batting average were not as important statistics as once thought, but others like on base percentage were better indicators. This is predictive analytics at it best. So it is time to call Sabermatrics what it is analytics.
It is funny for all the impact Sabermetrics has had on baseball I believe it is still limited by the traditions of baseball. Let me give you some examples.
The Blog Sabermetic Research talks about Buck Showalter changing the way his base runners play to gain 5 runs per year which he claims is worth $10 million dollars. Makes sense if the data he is using is good, but the key here is the decision is claimed to be made solely on the numbers.
Pitching is another story. In baseball a starting pitcher must pitch five full innings in order to earn a decision (win/loss). Many talk about the difference between ERAs of starting versus relief pitchers. The data clearly shows that relief pitchers, even when they are the same person, have an overall ERA .50 lower than starting pitcher or better. Tango on Baseball touches on the subject in this article. My question is that if relief pitchers have a better ERA than stating pitchers, and starters are generally accepted to be better pitchers than relievers why aren't starters being used like relievers? The impact would be huge! A quick pass says this .50 ERA reduction in starting pitchers would result in 40 less runs allowed by a team over the course of a season! Using Showalter math that is $80 million dollars. I believe the reason that this is not looked at as a solution is because of tradition. If starting pitchers where used like relievers they would never pitcher 5 innings, and therefore would never get a decision. This would be a fundamental change in the way baseball is played.
In defense of Sabermetricians, there has been some discussion that ERA, like BA, is not a very useful statistic. This would mean that conclusions drawn from those statistics may not be as useful as they appear. I have not seen anything on starters versus relievers in terms of CERA, dERA, DICE or DIPS.
It is funny for all the impact Sabermetrics has had on baseball I believe it is still limited by the traditions of baseball. Let me give you some examples.
The Blog Sabermetic Research talks about Buck Showalter changing the way his base runners play to gain 5 runs per year which he claims is worth $10 million dollars. Makes sense if the data he is using is good, but the key here is the decision is claimed to be made solely on the numbers.
Pitching is another story. In baseball a starting pitcher must pitch five full innings in order to earn a decision (win/loss). Many talk about the difference between ERAs of starting versus relief pitchers. The data clearly shows that relief pitchers, even when they are the same person, have an overall ERA .50 lower than starting pitcher or better. Tango on Baseball touches on the subject in this article. My question is that if relief pitchers have a better ERA than stating pitchers, and starters are generally accepted to be better pitchers than relievers why aren't starters being used like relievers? The impact would be huge! A quick pass says this .50 ERA reduction in starting pitchers would result in 40 less runs allowed by a team over the course of a season! Using Showalter math that is $80 million dollars. I believe the reason that this is not looked at as a solution is because of tradition. If starting pitchers where used like relievers they would never pitcher 5 innings, and therefore would never get a decision. This would be a fundamental change in the way baseball is played.
In defense of Sabermetricians, there has been some discussion that ERA, like BA, is not a very useful statistic. This would mean that conclusions drawn from those statistics may not be as useful as they appear. I have not seen anything on starters versus relievers in terms of CERA, dERA, DICE or DIPS.
Monday, April 4, 2011
Why are the Red Sox better today? Sabremetrics or Construction?
I saw an article this morning from an MIT professor that predicted the Red Sox would win 100 games this year. That is a pretty bold statement since the Red Sox have only won 100 games in a season three times (1912, 1915 and 1946). However, it got me to wondering how have the Red Sox become so good in recent history. I often heard comments the claim that it is the payroll or the genius of Theo Epstein. Whenever I am with statistics guys, it is the hiring of Bill James and the use of Sabremetrics that made the difference. I have a third theory to put forth as the major reason for the improvement of the Red Sox in recent history, construction at Fenway. Oddly, this started the same year that Bill James was hired by the Red Sox, 2003.
From 1995 to 2002 the Red Sox had a combined record of 695-582 winning 54.42% of their games. From 2003 to 2010 the Red Sox had a combined record of 749-547 winning 57.79% of their games.
So they are a got better after 2003 and Theo is a genius and Sabremetrics rules baseball. I am not so sure, and I think we reach those numbers based on a Simpson's paradox. Let me explain. If Sabremetrics had been the driving reason for the improvement the Red Sox. they would have gotten better not only at home but away as well. They did not. In fact the Red Sox improved massively at home, but got worse on the road. So what is the factor that explains this? In 2003, the same year Bill James was hired by the Red Sox, additional seating was added the Fenway park for the first time since it was 1946. While it was was always known that Fenway was helpful to certain types of hitters and pitchers and the Red Sox teams have always emphasized those players. I believe that construction made the park even more baised than it was before.
During the period 1995 to 2002 the Red Sox had a better away record than they did from 2003-2010.
MIT economist says Red Sox will win 100 games in 2011
From 1995 to 2002 the Red Sox had a combined record of 695-582 winning 54.42% of their games. From 2003 to 2010 the Red Sox had a combined record of 749-547 winning 57.79% of their games.
| Year | W | L | Winning % | Year | W | L | Winning % | ||
| 2010 | 89 | 73 | 54.94% | 2002 | 93 | 69 | 57.41% | ||
| 2009 | 95 | 67 | 58.64% | 2001 | 82 | 79 | 50.93% | ||
| 2008 | 95 | 67 | 58.64% | 2000 | 85 | 77 | 52.47% | ||
| 2007 | 96 | 66 | 59.26% | 1999 | 94 | 68 | 58.02% | ||
| 2006 | 86 | 76 | 53.09% | 1998 | 92 | 70 | 56.79% | ||
| 2005 | 95 | 67 | 58.64% | 1997 | 78 | 84 | 48.15% | ||
| 2004 | 98 | 64 | 60.49% | 1996 | 85 | 77 | 52.47% | ||
| 2003 | 95 | 67 | 58.64% | 1995 | 86 | 58 | 59.72% | ||
| 749 | 547 | 57.79% | 695 | 582 | 54.42% | ||||
So they are a got better after 2003 and Theo is a genius and Sabremetrics rules baseball. I am not so sure, and I think we reach those numbers based on a Simpson's paradox. Let me explain. If Sabremetrics had been the driving reason for the improvement the Red Sox. they would have gotten better not only at home but away as well. They did not. In fact the Red Sox improved massively at home, but got worse on the road. So what is the factor that explains this? In 2003, the same year Bill James was hired by the Red Sox, additional seating was added the Fenway park for the first time since it was 1946. While it was was always known that Fenway was helpful to certain types of hitters and pitchers and the Red Sox teams have always emphasized those players. I believe that construction made the park even more baised than it was before.
During the period 1995 to 2002 the Red Sox had a better away record than they did from 2003-2010.
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For Home games it is a very Different story:
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MIT economist says Red Sox will win 100 games in 2011
Labels:
analytics,
baseball,
bill james,
mit,
red sox,
sabermetrics,
sabr,
statistics
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