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APBRmetrics The statistical revolution will not be televised.
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farbror
Joined: 13 Oct 2005 Posts: 15 Location: Sweden
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Posted: Thu Oct 13, 2005 3:50 pm Post subject: power ratings anyone? |
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I am a fairly qualified statistician with a craving for power ratings. What is the recommended reading on "How to create meaningfull Power Ratings"?
Cheers, farbror
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kjb
Joined: 03 Jan 2005 Posts: 865 Location: Washington, DC
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Posted: Fri Oct 14, 2005 4:57 am Post subject: Re: power ratings anyone? |
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farbror wrote: | I am a fairly qualified statistician with a craving for power ratings. What is the recommended reading on "How to create meaningfull Power Ratings"?
Cheers, farbror
SWEDEN |
Pythagorean method is a good way to do it --
pts^14 / (pts^14 + opp_pts^14)
You could also do it the way Ed Kupfer does it -- same formula, but using Pts per 100 possessions instead of raw points. You can get pts per 100 possessions by 100 * (pts / (0.96 * (fga + .44 * fta - orb + tov)))
One method I toyed with for a little while was to do a scoring ratio -- pts / opp_pts -- but it doesn't provide information any better than the Pythagorean method. |
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farbror
Joined: 13 Oct 2005 Posts: 15 Location: Sweden
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Posted: Fri Oct 14, 2005 4:00 pm Post subject: |
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Thank you for the input and the starting points. Another most interesting question is how to update your ratings?
Also, I think I read a version of the pythagorean approach you mentioned were the parameters are raised to 16.5. What is the state of the art?
....and has anyone looked into stuff like how power ratings should be adjusted for trades? I get the impression that most of the well thought material posted here is "player focused"?
cheers, farbror
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Neil Paine
Joined: 13 Oct 2005 Posts: 774 Location: Atlanta, GA
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Posted: Fri Oct 14, 2005 6:19 pm Post subject: |
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Okay, here's a super-laborious method I use for the NFL. It's based on Wes Colley's NCAA Football model, but much more simplified. I'm convinced it can also work for the NBA, but it would be a bitch to set up and update, which is why I haven't done it yet...
Start with something called Laplace's Method: to estimate a team's true probability of winning a game, use this method: r = (1 + wins) / (2 + losses). (This was a method first introduced by Pierre-Simon Laplace, the French mathematician, in hopes of determining where an unseen marker on a craps table is solely by trial and error shots of dice).
Now, account for strength of schedule, as not all NBA schedules are created equal. This is where I deviate from Colley's method, because we need not calculate opponents' opponents' record in the rating (the NBA only has 30 teams; one layer of schedule-strength should do the trick). Simply sum the "r" values for every opponent a team plays (updated continuously throughout the season), and let that sum equal the variable "s". Now introduce a new variable, "nEff", to the mix: nEff = ((wins - losses)/2) + s. To form a raw rating, then: Raw = (1 + nEff) / (2 + Wins + Losses) This effectively deals with schedule strength by giving the winning team only a fraction of a win that varies based on opponent strength, and conversely punishing the losing team only a fraction of a loss, also variable based on opponent skill. If you're really crazy (like Wes Colley, for instance), you calculate "nEff" not by summing "r"-values, but instead by taking the half the sum of the convergent infinite series of the "r" values to the nth power, where n is the number of iterations... In other words, instead of using the simple laplace values (which don't fluctuate depending on who you play) for schedule strength, he instantaneously updates the raw ratings, plugging them in as "r" in each successive iteration, and then iterates an infinite number of times. But nobody's that crazy!
Finally, I take the "Raw" number and run a regression on it to make it look like coventional power ratings: 100 is the best possible, 75 is average, etc. It's more arbitrary, but easier to look at an individual team rating and make a value judgment.
If you want the really gory mathematical details, check this bad boy out.
Hope this helped, though I can't believe that it possibly did... |
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kjb
Joined: 03 Jan 2005 Posts: 865 Location: Washington, DC
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Posted: Sat Oct 15, 2005 8:41 am Post subject: |
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farbror wrote: | Thank you for the input and the starting points. Another most interesting question is how to update your ratings? |
My version just sits in the spreadsheet and updates automatically whenever I download the latest stats. I usually do that once a week or so during the season.
Quote: | Also, I think I read a version of the pythagorean approach you mentioned were the parameters are raised to 16.5. What is the state of the art? |
If I'm remembering my DeanO correctly, the parameters started at 16.5. I think that Ed Kupfer (and maybe Justin?) did some work that showed 14 as the better fit.
Quote: | ....and has anyone looked into stuff like how power ratings should be adjusted for trades? I get the impression that most of the well thought material posted here is "player focused"?
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Sounds like you've selected a study for yourself. |
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farbror
Joined: 13 Oct 2005 Posts: 15 Location: Sweden
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Posted: Sat Oct 15, 2005 12:10 pm Post subject: |
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Hehe, I just might have. I would really appreciated a few hints on where the best sources of ( free ) data is available. I am fluent in statistical programming and might be of some assitance in that area.
cheers, farbror
sweden |
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Jon Cohodas
Joined: 08 Jul 2005 Posts: 31 Location: Richmond, VA
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Posted: Tue Oct 18, 2005 2:41 pm Post subject: |
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Now, account for strength of schedule, as not all NBA schedules are created equal. This is where I deviate from Colley's method, because we need not calculate opponents' opponents' record in the rating (the NBA only has 30 teams; one layer of schedule-strength should do the trick). Simply sum the "r" values for every opponent a team plays (updated continuously throughout the season), and let that sum equal the variable "s". Now introduce a new variable, "nEff", to the mix: nEff = ((wins - losses)/2) + s. To form a raw rating, then: Raw = (1 + nEff) / (2 + Wins + Losses) This effectively deals with schedule strength by giving the winning team only a fraction of a win that varies based on opponent strength, and conversely punishing the losing team only a fraction of a loss, also variable based on opponent skill. If you're really crazy (like Wes Colley, for instance), you calculate "nEff" not by summing "r"-values, but instead by taking the half the sum of the convergent infinite series of the "r" values to the nth power, where n is the number of iterations... In other words, instead of using the simple laplace values (which don't fluctuate depending on who you play) for schedule strength, he instantaneously updates the raw ratings, plugging them in as "r" in each successive iteration, and then iterates an infinite number of times. But nobody's that crazy!
I am that crazy I guess, but you don't have to be. I calculate my "power ratings" for college football by maximizing a log likelihood function which involves iterating not an infinite number of times, but rather until the rating values are stable to a large number of significant figures.
You should note that for Colley's method, you do not need to iterate, but rather you may just invert the C matrix in section 6.1 of the paper you linked. I was able to exactly replicate his calculations in Excel (with an the help of a freeware, large matrix add-in) using this method. (I have the file somewhere if you want to see it.)
Since the NBA has less than 40 teams, Excel might be able to invert the matrix without the add-in. |
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