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Adjusted Plus-Minus Update
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Ryan J. Parker



Joined: 23 Mar 2007
Posts: 708
Location: Raleigh, NC

PostPosted: Thu Feb 19, 2009 7:28 pm    Post subject: Reply with quote

I believe it's defeatist to worry about what a lineup of 5 Wallace-like players would look like. No one really wants the answer to that, as it's really not practical.

That said, if we examine the performance of teams that play small ball, an uptempo pace, a slow pace, etc. we should be able to determine how this sort of coaching affects the players and hopefully parametrize it in some form or another.

The common theme is that regardless of what we do or the data we have access to, we're simply trying to approximate reality. At first these approximations are probably going to suck. But overtime hopefully we will be able to refine them into something that makes good basketball sense and can help aid the decision making process.

Either way they will never be a "perfect" model of reality. No model is.
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schtevie



Joined: 18 Apr 2005
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PostPosted: Thu Feb 19, 2009 11:37 pm    Post subject: Reply with quote

Dean,

I think get the new religion. So, say a small forward for the three years preceding his possible contract extension produces APMs of 1.27, -0.49, and 0.86 (something below the positional average of about 1.0). Never mind that. I still shouldn't have confidence that this player is not worth 5 years and $80 million (where after he produces -5.08 and 1.61 - as an on-going two year average).

There indeed must be a bigger, more useful truth that is beyond reach.

And it is a job to answer this the right way.
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Neil Paine



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PostPosted: Fri Feb 20, 2009 12:47 am    Post subject: Reply with quote

Dude, are you seriously taking a potshot at Dean because Mark Warkentien extended Carmelo Anthony's contract almost 3 years ago, coming off a season in which he scored 27 PPG on 48% shooting as a 21-year-old?
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Mountain



Joined: 13 Mar 2007
Posts: 1527

PostPosted: Fri Feb 20, 2009 3:30 am    Post subject: Reply with quote

Yeah, metrics can sorta evolve into religions, especially in these public discussions,,, as opposed to how you treat them in personally directed evaluations / work plans. I think most people snap out of it enough see them as just analysis tools.

'...there is no way that one number - any of them - can adequately tell the bigger more useful truth."

That's why you, in part, turn adjusted into a series of products. I laid out how adjusted can so much richer with splits.


As a summary tool lineup adjusted seems a darn fine summary tool for capturing the bigger more useful truth though. Study the entire production unit.

Have you produced or tasked it for the Nuggets? Or used Eli's first rough cut? If not, how do you know how far it falls from telling the bigger more useful truth"? If not, are you just a priori convinced that smaller projects combined yield more or know that they are quicker / more likely to be applied for gain in your organization?

Saying there is no Holy Grail has it is place...but then you get back to finding as much meaning as you can. As big and fine a chalice as you can. A lot of shot glasses can fuel the analytic review too but I'll take the product of a big cask or a big gulp and put it in the middle. A responsive one-liner: "Integrity is wholeness." Redundant? Yeah, on purpose to make its point. I'd never completely give up including that macro-perspective. You end up trying to cobble it back together from the dozens of micro-metrics but they never add up neatly to the whole. Pixelation and pretty grainy at that.

And how is adjusted (split to offense and defense and taken together) at player or lineup level philosophically different than "offensive rating" or "defensive rating" or point differential? Do you still use these or only look at parts? 4 Factors tell useful / necessary details of the "truth" but don't you still put them together? Are you opposed to synthesis by numbers, not as the final score but simply as an organized way to be sure to include a lot of things, about the way you think it should be included to get most of the way there then philosophize, trade-off and guess and decide? To do the synthesis all in your head or in words... I am not sure that is "better". But whatever way you want to do it. I like to see the pieces and best representations of the whole side by side, in numeric form as much as you have and feel good about and bounce between them.


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Ilardi



Joined: 15 May 2008
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PostPosted: Fri Feb 20, 2009 12:00 pm    Post subject: Reply with quote

Since I had the temerity to start this spirited thread - and since I'm in the apparent minority of APBRistas that regards adjusted plus-minus (APM) as an enormously useful evaluative tool - I feel some responsibility to address the many cavils and critiques that appeared on the thread yesterday. Unfortunately, I don't have the time to get to them all right now (that's not a dodge; I'm just on a tight deadline to return copy edits to a publisher). But I'll do my best to respond to some of the main issues in brief, and will be happy to weigh back in as soon as I can next week if anyone's still interested in this discussion by then . . .

I guess the best place to start is with addressing Roland's points, since he's been kind enough to publish a few of my articles on 82games. He begins:


Quote:
So I have the ironic position of being someone who has published all kinds of articles by adjusted +/- advocates (Dan, Dave, Aaron, Steve), and yet I think the approach is fundamentally flawed and while not worthless, certainly something to be very skeptical of.

My thing is that I don't believe players have 'constant +/- value' which in the end is what the regressions are trying to do. I am in Dean's camp which is that "fit" is all important and that the whole notion of constant value is ridiculous.

Players do have capabilities, tendencies, traits, etc but a player's contribution to team success is governed by certainly the specific teammates he plays with (and opponents he is asked to match up with), the coaches, the coaching schemes, the role he is asked to fill, the current physical condition/injury status, the current mental/ emotional state, contract status etc

A somewhat preposterous way to look at constant value is to imagine a 'cloned' team...if you cloned Ben Wallace and stuck five of him on the floor at the same time I would argue you would have the worst NBA team in history...yet if you surround him with four well fitted teammates, with a coach (Larry Brown) whose schemes and motivational tactics worked, at a time when Ben was healthy and perhaps feeling a little under-appreciated ...you can win a championship with him. So where is the consistent impact?
(Dave Lewin's article had Ben as the 3rd best player in the league...Rip Hamilton as the WORST in 05-06 http://www.82games.com/lewin2.htm something he points out is a problem...)

A recent point is the current Phoenix Suns...you look at the team and there's a ton of talent and yet they were ready to blow the whole roster apart a few days ago, only for Kerr to wise up it seems and decide that changing coach could produce immense change (I also disagree with Berri that "coaching doesn't matter") and I think it likely will, even before seeing the recent two explosive offensive games. Yet an adjusted +/- regression that treats the players as having uniform "state" across this season misses all kinds of nuance and detail before we even begin. Is Steve Nash post coaching change the same +/- value as Nash pre coaching change?


Your main objection here, Roland, seems to be the premise of constant value of players across various lineups - a premise which you apparently regard as ridiculous, dismissing it as invalid a priori. But ultimately this is an empirical question, is it not? That is, for each player, there exists some coefficient of constancy that ranges from 0 (where context is everything, such that there are absolutely no regularities of impact across the player's roles or lineups) to 100 (where context means absolutely nothing: the straw man position apparently attributed to me and other APM enthusiasts).

Surely you're not arguing that the coefficient has a value of 0? If so, please consider the answer to your above question about Steve Nash's value playing under Porter vs. D'Antoni-esque systems. Presumably, you asked the question to drive home the "obvious" fact that Nash would be much more valuable (with commensurately higher APM) in the D'Antoni-esque context? Well, last year under D'Antoni Nash had an estimated offensive APM of 10.01; this year under Porter (through 2/3) he has an offensive APM of 10.20. Last year his estimated defensive APM was -3.24; this year it's -1.86.

Now, even though the APM analytic framework generates estimates of player main effects that assume a high degree of cross-context constancy, I've pointed out multiple times (on this listserve and in articles on 82games), that the APM model also permits empirical testing of player-by-player interaction effects - the very contextual ("fit") effects that have been raised as somehow fatal to the APM metric. In other words, APM has no problem with violations of the player constancy assumption: they merely reflect interaction effects. Your hypothetical "Ben Wallace x5" lineup would instantiate one such 5-way interaction, and I have no doubt that were such a lineup to be put on the court, the main effect of Ben Wallace on offense (i.e., his offensive APM) would be shown to interact significantly with that of his 4 Wallace-esque teammates (the same would doubtless also hold true for his defensive APM, but I'm guessing it would be to a lesser extent.)

Quote:
Another example: Vince Carter has been a tremendous on/off player
+5 in NJ '08-09
+12 in NJ '07-08
+9 in NJ '06-07
+15 in NJ '05-06
+11 in NJ '04-05
.... but -8 in TOR 04-05 http://www.82games.com/0405TOR.HTM
+9 in TOR '03-04

Now it happened that Vince was unhappy and very vocal about wanting to be traded from Toronto in 04-05 right from the get go of the season...do ya think his mental state might have altered his usual 'constant' value some? Adjusted +/- completely misses a guy's emotional basis that changes, and completely misses physical issues...dealing with nagging injuries etc

These points all serve to "invalidate" for me adjusted/regression +/-


I hope you can see the irony here: by showing how Carter's APM metric did a superb job of detecting his poor play in 04-05 (doubtless motivated by his desire to be traded), you've provided a compelling argument for the validity of the APM metric. The only thing that's potentially "invalidating" in your example would be if someone were to foolishly look only at Carter's 04-05 APM to the exclusion of all other seasons. As I've pointed out before, APM simply reflects what a player contributed to the team's bottom line for the period in question, not what he might have contributed had circumstances proven radically different. That interpretive caveat does not invalidate the metric; indeed, I believe it would have to be applied to any metric.

Quote:
These points all serve to "invalidate" for me adjusted/regression +/- before we even get to bigger wholesale issues that arise and the "laugh test failures"


Much has been made in recent days of the apparent failure of APM to pass the laugh test vis-a-vis Chris Paul in 07-08, as it rated him a defensive liability for the season in question (for the record, as I've noted several times now, it still had him a top-25 rated player overall that season).

Now, I'll certainly admit, if a metric yields myriad counter-intuitive, laugh-out-loud findings, at some point any reasonable person will conclude that the metric has to be deeply flawed. But that's not what I'm hearing about APM. In fact, the preponderance of player offensive and defensive ratings easily pass the laugh test - something I find pretty remarkable for a metric that doesn't use a single boxscore stat as an input. Instead, it appears to me that many here have been fixating on a single case - cherry picking the CP3 07-8 defensive APM number (I don't hear anyone complaining about the ridiculousness of his off-the-scale offensive APM number) as the single instance failure that somehow invalidates the entire enterprise, and ignoring the panoply of numbers that possess high face validity. (For what it's worth, last August I sat down with the brain trust of one of the NBA's most highly regarded front offices, and they told me the APM offensive and defensive numbers largely matched their own perceptions of player performance leaguewide for the period in question.)

Of course, it could be pointed out that I was the one who raised the CP3 issue in this thread, so I should have no grounds for complaint! Indeed, I raised the issue in good faith, precisely because I'm interested in understanding the conundrum, and I assumed it might yield an enlightening discussion capable of clearing up the mystery of Paul's much-improved defensive rating from 07-08 to 08-09. And I believe it actually did so (I'll explain anon). But please note: no one on this thread has disputed the fact that the 07-08 Hornets were substantially less efficient defensively with CP3 on court, nor the fact that the 08-09 Hornets exhibit the opposite pattern, being much more efficient defensively with CP3 on-court, nor the fact that in Paul's on-court minutes, the 08-09 Hornets are more efficient defensively than the 07-08 team, despite Chandler's deteriorating performance.

I have proferred CP3's improved defensive impact (suggested by his APM) as one plausible explanation for the above set of undisputed observations. I have yet to hear a single coherent or equally plausible alternative hypothesis. (Seriously, did I miss it?)

Instead, I've heard an enlightening suggestion that CP3 may indeed have been less efficient last season in his frequent lineups (40% of his minutes) paired with short teammates in the backcourt (Pargo and Jackson). In other words, there's a plausible interaction effect that may moderate the main effect - and it's one that can be tested empirically within the APM framework.

How, exactly, does any of this invalidate the APM metric?

Now, I will confess to an occasional carelessness in language on a related thread last year that perhaps contributed to some of the ensuing difficulty. Specifically, by not adding enough nuance - by not emphasizing that CP3's poor 07-08 defensive number was simply a reflection of his overall impact on defense that season, and not (necessarily) an indicator of his being a defensive liability across all contexts - I inadvertently invited some unnecessary derision of the metric. Suffice it to say: lesson learned.

Quote:
The bigger question to me really is why people in the end think approaches that try to infer player contributions are better than simply tracking salient data to the point things are fairly self evident?

It's safe to say that very soon data will be publicly available that will make much more transparent player individual defensive actions, shot creation, floor spacing, screen usage and screen setting, etc etc Why is there so much interest in turning to a mathematical construct for attempting to derive "statistical worth" when the raw material can be at hand to rather conclusively answer questions like "how good a help defender is Chris Paul?" or "how often does Paul attempting a steal hurt his team (vs the value of succeeding in the steal)?" or how about "on possessions where Devin Harris goes to the rim (and winds up in a heap under the basket), what is the change to his team's defensive pts/poss allowed coming back the other way?"

To my mind there are going to be far more interesting stats to look at than regression outputs in the coming years...

[I should also mention that while 82games has the unfortunately named 'roland rating' I wouldn't put much stock in that either...]


I don't see this as a dichotomous, either-or prospect, Roland. In any domain of inquiry, there are multiple intersecting levels of analysis, and they reciprocally inform one another. As you know, I'm a mood disorders researcher, so when I want to understand something like depression, I'm going to look at an array of variables ranging from molecular to neurological to cognitive to behavioral to social. Sometimes it's important to pan out and take a wide, sweeping look at things - e.g., at an epidemiological level, we've seen a dramatic increase in depression prevalence over the past few decades. That's an important level of analysis in its own right, but of course we also want to look at what mediates this effect - what causes this increase - at lower-order levels of analysis. Likewise, APM provides a higher-order, panoramic view of player effects (not unlike an epidemiological prevalence number), but it tells us nothing about why those effects exist - for that, we need the sorts of lower-order data points you've mentioned (e.g., "opposing team's FG% following Player X's unsuccessful layup attempts").

Bottom line: APM and more molecular data points are not mutually exclusive forms of analysis. Rather, they are complementary, with the potential to reciprocally inform one another. I do not regard this process as boring - in fact, far from it.

In closing, let me express my regret for the contentious tone that has sometimes characterized this thread. I enjoy the lively exchange of ideas as much as the next guy, but I think it's important for things to remain civil and respectful. After all, we all share a common love for the game, and for the spirit of inquiry that guides our analysis. I've genuinely tried to approach this conversation in that spirit, but admit to an occasional expression of irritation at what I've perceived to be an unnecessarily edgy, disrespectful tone on the part of one of our members. It is my sincere wish, however, that our future exchanges can prove worthy of the bonds that unite all of us. I'll certainly strive to do my part.

Peace,
SI
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Neil Paine



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PostPosted: Fri Feb 20, 2009 12:27 pm    Post subject: Reply with quote

If APM, using interaction effects, can truly make a credible prediction for the point differential of a lineup of 5 Ben Wallace clones against an average NBA team, then I'd be sold. Because sans said interaction effects (which is sort of the only way the layperson has been able to make predictions using APM), a lineup of 5 prime Wallaces would supposedly be like +25 or +30 per 100 possessions -- which is insane, seeing as how they'd never get the ball over halfcourt, much less be able to shoot or really do anything offensively.

But if interaction effects can take this into account and reflect that Wallace and his 4 clones, while 5 great role players for championship teams, would get destroyed on the court by themselves (an absurd example, to be sure, but a necessary thought experiment for any system such as this), then it would greatly increase my faith in APM.
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Westy



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PostPosted: Fri Feb 20, 2009 12:40 pm    Post subject: Reply with quote

Great post Steve!
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HoopStudies



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PostPosted: Fri Feb 20, 2009 1:34 pm    Post subject: Reply with quote

Ilardi wrote:
... Sometimes it's important to pan out and take a wide, sweeping look at things - e.g., at an epidemiological level, we've seen a dramatic increase in depression prevalence over the past few decades. That's an important level of analysis in its own right, but of course we also want to look at what mediates this effect - what causes this increase - at lower-order levels of analysis. Likewise, APM provides a higher-order, panoramic view of player effects (not unlike an epidemiological prevalence number), but it tells us nothing about why those effects exist - for that, we need the sorts of lower-order data points you've mentioned (e.g., "opposing team's FG% following Player X's unsuccessful layup attempts").

Bottom line: APM and more molecular data points are not mutually exclusive forms of analysis. Rather, they are complementary, with the potential to reciprocally inform one another. I do not regard this process as boring - in fact, far from it.


This is more useful conversation.

I think Steve is saying that APM cannot exist in a vacuum. It is noisy and its lack of ability to say why it comes up with what it comes up with forces use of other tools. Discussing the "molecular data points" that BobC was putting out there to try to understand Why is fair.

Am I wrong, Steve?
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Ilardi



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Location: Lawrence, KS

PostPosted: Fri Feb 20, 2009 1:45 pm    Post subject: Reply with quote

HoopStudies wrote:
Ilardi wrote:
... Sometimes it's important to pan out and take a wide, sweeping look at things - e.g., at an epidemiological level, we've seen a dramatic increase in depression prevalence over the past few decades. That's an important level of analysis in its own right, but of course we also want to look at what mediates this effect - what causes this increase - at lower-order levels of analysis. Likewise, APM provides a higher-order, panoramic view of player effects (not unlike an epidemiological prevalence number), but it tells us nothing about why those effects exist - for that, we need the sorts of lower-order data points you've mentioned (e.g., "opposing team's FG% following Player X's unsuccessful layup attempts").

Bottom line: APM and more molecular data points are not mutually exclusive forms of analysis. Rather, they are complementary, with the potential to reciprocally inform one another. I do not regard this process as boring - in fact, far from it.


This is more useful conversation.

I think Steve is saying that APM cannot exist in a vacuum. It is noisy and its lack of ability to say why it comes up with what it comes up with forces use of other tools. Discussing the "molecular data points" that BobC was putting out there to try to understand Why is fair.

Am I wrong, Steve?


Thanks for your thoughtful post, Dean. And, yes, I certainly agree with you on this.
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schtevie



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PostPosted: Fri Feb 20, 2009 2:36 pm    Post subject: Reply with quote

I like a group hug as much as the next guy, but before we agree to agree, we should agree on what we never disagreed about.

By my reading of this and my recollection of all previous versions of this conversation, there has never been any controversy surrounding the notion that "APM cannot exist in a vacuum" or that APM's "lack of ability to say why it comes up with what it comes up with forces use of other tools." Neither has there ever been an assertion of the constancy of APM results (absolutely or relatively, in comparison to other metrics). Nor can I recall there ever having been the claim that APM can accurately predict out of sample wackiness, such as what a team of Ben Wallaces, or Shaquille O'Neals or Allen Iversons would look like. And certainly, there has never been the claim that APM provides the answers to many questions relating to the day to day management and coaching of a basketball team.

But I am sure that there are areas of disagreement that remain. Dean refers to the noisiness of APM estimates being a problem. I am curious if Steve really agrees with this.

To help make the joint points that all rating systems are equal but that some are more equal than others AND that a single, boring statistic can be highly relevant, I offered up the case of Carmelo Anthony. Admittedly, this is perhaps clearer than the truth, in that he is a conspicuous outlier in terms of the gap between offensive-focused conventional wisdom and APM, but it speaks to the issue of noisiness as well.

Important roster decisions are necessarily based upon past as well as anticipated performance. With respect to offering him a five year contract, the probable 1.5 standard error on his then-to-date 1ish APM was well within the bounds of useful and actionable information. More generally, if individual player estimates are indeed independent of one another, multi-year estimates with standard errors around 1.5 provide a non-noisy basis for contemplating the effect of multiple roster moves.

My point is, that in terms of how APM has always been represented as being relevant, it can't be written off for the noisiness of its estimates. This was the basis for my saying that the Celtics had a good thing coming in 2008, and this is a basis for it being the preferred metric for similar types of analysis. What GMs do is important, right?

Can we agree on that?
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Ilardi



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PostPosted: Fri Feb 20, 2009 2:55 pm    Post subject: Reply with quote

Dean refers to the noisiness of APM estimates being a problem. I am curious if Steve really agrees with this.

Yeah, I agree - it's definitely a problem, but one that can often be overcome to a large extent.

Think of it this way . . . using 5 seasons' worth of data to reduce noise, it's possible to get the standard errors on weighted seasonal APM offensive/defensive ratings for high-minutes players down around 1.0. That means we can be confident that 68% of the time any single player value we've estimated has a true value that's +/- 1 point of the estimated rating itself, and 95% of the time it's +/- 2 points. The noise hasn't been eliminated: the level's just a lot lower than it used to be.

Now, don't get me wrong: I'm happy to be able to get the confidence intervals that narrow, as this is what allows the metric to be quite useful in its present form. But I'll be the first to admit that there's still enough noise in the system to prevent us from making fine-grained distinctions - at a high level of confidence - between players whose estimated ratings fall within a point or two of one another.

I think that's why Mountain and others are still interested in augmenting APM with statistical regressions ("statistical plus-minus"), as Dan R. showed that it can, in principle, bring the errors down even further. There's still ample room for improvement.

P.S. Ok, now I've really spent way too much time here today (it's so much more enjoyable than editing and writing end notes), but I need to go become a hermit until next Wednesday.
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DLew



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PostPosted: Fri Feb 20, 2009 3:19 pm    Post subject: Reply with quote

This has been a very interesting thread.

As most of you know I am a proponent of Adjusted Plus-Minus. I have published articles on it, and generally feel that it is useful. Please allow me to explain why.

To me, there are three main things that we want to know about a player:
1. How good has he been?
2. Why was he effective/ineffective? i.e. How did he achieve his level of performance?
3. How good is he going to be?

The first question is always the starting point to me. You can't know what is going to happen until you know what has happened. And I feel that adjusted plus-minus represents the truth in this regard, although it comes with a lot of noise (at least in some formulations).

The second question is not really addressed well by adjusted plus-minus, as Roland and many others have pointed out, and is probably more important.

Answering the third question involves combining the information from the answers to the first two questions in order to understand what type of performance can be expected from a player as his situation changes because of coaching changes, teammate changes, or just getting older and more experienced.

I think that Roland makes a good point about how the linear model of APM assumes that a player performs the same across the period being considered with the only deviations from this being due to random variation. If this assumption is untrue then the model is invalid. However, I believe that although player performance varies significantly depending on the way in which the player is used, that in general this variation is not so large that it renders the technique useless.

Adjusted plus-minus is a blunt instrument, and should be regarded as far from perfect, but I think that most of the opposition to it stems from the idea that it is supposed to be perfect. It is not, and when compared to all other overall player rating systems (which, as I've said before are not the be all and end all of analysis) it is clearly superior when done properly.

The arguments that are brought against adjusted plus-minus, like that player performance is context dependent can be applied to any overall player rating system, and therefore should not be part of this discussion. If we are going to debate its merits, we should consider it a given that it has the flaw of summarizing player performance in one number (or two if we want to split it by offense and defense). This is not open for debate. Instead intelligent debate will center on whether it is better or worse than other metrics that share this same property.
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schtevie



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PostPosted: Fri Feb 20, 2009 4:01 pm    Post subject: Reply with quote

Steve - who is not there - my question to you about noise not being the problem some fear it to be had less to do with using APM for considering the value of an individual player and more to do with using APM as a tool for evaluating hypothetical rosters. If the player estimates are uncorrelated, the variance of the sum decreases with the increasing number of players considered.
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HoopStudies



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PostPosted: Fri Feb 20, 2009 4:51 pm    Post subject: Reply with quote

schtevie wrote:

My point is, that in terms of how APM has always been represented as being relevant, it can't be written off for the noisiness of its estimates. This was the basis for my saying that the Celtics had a good thing coming in 2008, and this is a basis for it being the preferred metric for similar types of analysis. What GMs do is important, right?

Can we agree on that?


I agree that GMs are important.

If you're saying that picking the Celtics to win the title in 2008 based on APM is proof that it is not noisy, I don't agree. I hope no one would believe one instance of an accurate prediction as proof.

You're generally talking about making predictions as evidence of a method's value. There are flaws with that approach (I've been told). But even if it is accepted, you gotta do more than 1. Or even do retrodictions, where at least you know player minutes after a season but use the prior season's best estimate of per-minute performance (or, essentially equivalently, per-possession stats). Since you now have APM on the O side and D side, predict team O Rtgs and D Rtgs, not just for one team. And then compare to other methods. (There are important nuances in doing this, but I'll let you figure those out.)
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Mountain



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PostPosted: Fri Feb 20, 2009 5:46 pm    Post subject: Reply with quote

The top 4 playoff teams the last 2 years have been lead by top 3 players who were all positive on the initial multi-season adjusted study Steve and Aaron published, except the 2007 Cavs. The Cavs changed.

Melo's APM is relevant for contention. But, it is not terrible- and must be better this season- and he can probably work in his specialist role in a big 3 or 4 where the others handle the make the team better stuff and that was attempted last season and this season, and right now looks better.

Still I'd trade him for a good offer. Previously. Or this summer. But I'll let you figure that out.


Last edited by Mountain on Fri Feb 20, 2009 11:01 pm; edited 4 times in total
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