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Ilardi
Joined: 15 May 2008
Posts: 265
Location: Lawrence, KS
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 Posted: Tue Sep 15, 2009 4:30 pm Post subject: |
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| Crow wrote: | If I understand it right, if you used a 6 year data set these weights would work out as
33.5%
21.0%
15.3%
12.0%
9.9%
8.4%
Different from what I first suggested above, which neither of you choose to respond to. Would have appreciated some feedback then or now, if you wish.
But if you flip to 1/3rd 1 stabilized and 2/3rds 6 year average you get
33.6%
16.7%
13.9%
12.5%
11.8%
11.5%
That would be pretty darn close to the set above it. And at least provides one way of understanding DSMok1's weights in relation to what Steve had provided in his 2 previous sets. |
Hey Crow: I think your suggested weighting scheme has merit, but I'm particularly interested in trying to increase as much as possible the weight accorded to the target season. My current set of weightings has the current season at just under 68%, whereas yours has it just over 50%; if anything, I'd like to be going in the other direction.
On the other hand, DSM's Bayesian approach to the weighting issue is intriguing - I love the fact that it's actually non-arbitrary! - and it accords much heavier weightings than I do to more recent seasons . . . |
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Crow
Joined: 20 Jan 2009
Posts: 825
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| Posted: Wed Sep 16, 2009 2:14 am Post subject: |
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Thanks for both replies. It helps.
I hear your preference Steve for more weight in the most recent season. My initial preference was in line with that. But I wonder how well 1 year stabilized can correct for an abnormal up or down year in the target year and so moved to some consideration of blends.
Now DSMok1's weights give less in the most recent season than yours and more weight to the most distant past seasons than yours. I didn't include the years on my list of his rankings and probably should have.
You said: "On the other hand, DSM's Bayesian approach to the weighting issue is intriguing - I love the fact that it's actually non-arbitrary! - and it accords much heavier weightings than I do to more recent seasons."
Was that just a slip or am I misunderstanding?
I'll note that my original idea of 2/3 1 year stabilized and 1/3 third 6 year adjusted was just about exactly in the middle between Steve's 1 year stabilized weights and DSMok1's weights at least for the most recent years. |
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DSMok1
Joined: 05 Aug 2009
Posts: 611
Location: Where the wind comes sweeping down the plains
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| Posted: Wed Sep 16, 2009 8:10 am Post subject: |
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| Crow wrote: | You said: "On the other hand, DSM's Bayesian approach to the weighting issue is intriguing - I love the fact that it's actually non-arbitrary! - and it accords much heavier weightings than I do to more recent seasons."
Was that just a slip or am I misunderstanding?
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He meant more weight to the most recent seasons prior to the current season.
Once I compile a few seasons of 1-year APM (or does someone already have them available?) I'll be able to do the math more exactly. |
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DSMok1
Joined: 05 Aug 2009
Posts: 611
Location: Where the wind comes sweeping down the plains
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| Posted: Wed Sep 16, 2009 10:08 am Post subject: |
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| Ilardi wrote: |
On the other hand, DSM's Bayesian approach to the weighting issue is intriguing - I love the fact that it's actually non-arbitrary! - and it accords much heavier weightings than I do to more recent seasons . . . |
You know, I think it is possible to incorporate aging effects into your model.
You're using this formulation, approximately, right?
MARGIN = b0 + b1X1 + b2X2 + . . . + bKXK + e
(That's what Rosenbaum originally stated)
To add an approximate aging adjustment (which would decrease the error of the model actually, replace b1 (etc.) with (b1+a1), where a1 is the age-adjustment additive value (see viewtopic.php?p=1359#1359).
This would allow greater weights to be used for the "older" data, because the YtY transformation would have a narrower spread. That said, I don't have the data available to verify the aging curve, using the latest methods (for instance, always dropping each player's last year--and perhaps regressing the data beforehand to account for the error of the 1-year APM). |
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Crow
Joined: 20 Jan 2009
Posts: 825
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| Posted: Wed Sep 16, 2009 1:14 pm Post subject: |
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| DSMok1 wrote: |
He meant more weight to the most recent seasons prior to the current season.
Once I compile a few seasons of 1-year APM (or does someone already have them available?) I'll be able to do the math more exactly. |
Ok, your explanation in the first sentence makes sense of Steve's statement for me now.
On the second, I assume you mean already compiled in one spreadsheet. Steve suggests he'll provide in the future newly calculated low-noise 1 year stabilized. A spreadsheet of pure 1 year estimates, albeit from different authors over time would also be useful. If you compile it, that would be good to post a link to.
P.S. Will you be looking at player pair adjusted at all, using it in your model or releasing it separately?
Does a blend of statistical +/- and adjusted +/=, after each is calculated or as part of the same jointly produced model make sense to you or have your interest, or do you think it is contradictory or unnecessary or too complex? |
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DSMok1
Joined: 05 Aug 2009
Posts: 611
Location: Where the wind comes sweeping down the plains
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| Posted: Wed Sep 16, 2009 1:35 pm Post subject: |
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| Crow wrote: |
On the second, I assume you mean already compiled in one spreadsheet. Steve suggests he'll provide in the future newly calculated low-noise 1 year stabilized. A spreadsheet of pure 1 year estimates, albeit from different authors over time would also be useful. If you compile it, that would be good to post a link to.
P.S. Will you be looking at player pair adjusted at all, using it in your model or releasing it separately? |
I mean anywhere. I haven't seen pure 1-year estimates compiled anywhere but Basketball Value, and I'm not totally sure how to interpret the "playoff" vs. "non playoff" stuff there (because I thought adding more games for the playoff teams would change the ratings for the non-playoff teams also). David Lewin's results on 82Games.com do not include the requisite standard error terms.
Player pairs would add more complexity than they would bring accuracy, I suspect. |
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Crow
Joined: 20 Jan 2009
Posts: 825
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| Posted: Wed Sep 16, 2009 2:01 pm Post subject: |
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| DSMok1 wrote: |
I mean anywhere. I haven't seen pure 1-year estimates compiled anywhere but Basketball Value, and I'm not totally sure how to interpret the "playoff" vs. "non playoff" stuff there (because I thought adding more games for the playoff teams would change the ratings for the non-playoff teams also). David Lewin's results on 82Games.com do not include the requisite standard error terms.
Player pairs would add more complexity than they would bring accuracy, I suspect. |
Good points on the first part.
On the second, adjusted player pair would add more complexity and might or might not go in the model but it is a complex story and I think they deserve to be seen and thought about at some point. |
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Crow
Joined: 20 Jan 2009
Posts: 825
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| Posted: Thu Sep 17, 2009 3:00 pm Post subject: |
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Wayne Winston confirmed he produces adjusted player pairs for Dallas.
http://tinyurl.com/lo68h3 |
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John Hollinger
Joined: 14 Feb 2005
Posts: 175
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| Posted: Fri Sep 18, 2009 10:42 pm Post subject: |
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Interestingly, he had me rating Telfair much higher than I actually did. His PER was only 10.86 last year.
More bizarrely, the top three APM players on last year's T'wolves were Telfair, Mark Madsen and Brian Cardinal. Not sure where to start with that one ... |
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Crow
Joined: 20 Jan 2009
Posts: 825
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| Posted: Sat Sep 19, 2009 12:18 am Post subject: |
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The APM I see from Aaron and from Steve has Telfair, Cardinal, Foye and Jefferson as the positive guys last season and Madsen with too few minutes to get a ranking.
If Winston has Foye and Jefferson lower and Madsen rated that is a bit different. Does he give his error estimates?
Steve's 1 year stabilized adjusted has Telfair doing some good on offense at +3 (with his more frequent, average 3 pt shot) but it also has him almost neutral on defense at -1. I assume a big change from the old days. Not sure which side of the ball or both that causes Aaron's 1 year pure adjusted to be much more favorable +8 but from the raw +/- I assume it is mostly or all offense.
Different APMs. different stories or different parts of the overall story. |
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