Comments on: Regression, Where Art Thou? http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/ Daily baseball statistical analysis and commentary Sun, 12 Feb 2012 22:26:37 +0000 hourly 1 http://wordpress.org/?v=3.3.1 By: willkoky http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-42020 willkoky Fri, 05 Sep 2008 14:51:00 +0000 http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-42020 Thanks. Sky, yes we do create streaks, but baseball sure seems more streaky then randomness would project, perhaps its been proven already that it isn't. What's more I would expect it to be streaky, humans appear streaky in many walks of life, especially college seniors. I guess I'm saying it seems that the month to month changes Senior Seidman describes in Pujols are changes in TTL. If they weren't, they would be explainable by luck stats, and not supported by TTL stats. TTL appears to be an average TL for the year. Its not that Pujols is the exact same player in April in May and that he regresses to his TTL. Its that he actually is better in April and worse in May and that its hard to do the right thing every time and stay that good for an extended period. Its the only way to explain the streaky-ness of good and bad, instead of a random distribution of goodness and badness. The effect of TTL is the same if you believe the above or not, but it seems like its an important distinction about why the regression happens. I think. :) Thanks.

Sky, yes we do create streaks, but baseball sure seems more streaky then randomness would project, perhaps its been proven already that it isn’t. What’s more I would expect it to be streaky, humans appear streaky in many walks of life, especially college seniors.

I guess I’m saying it seems that the month to month changes Senior Seidman describes in Pujols are changes in TTL. If they weren’t, they would be explainable by luck stats, and not supported by TTL stats. TTL appears to be an average TL for the year. Its not that Pujols is the exact same player in April in May and that he regresses to his TTL. Its that he actually is better in April and worse in May and that its hard to do the right thing every time and stay that good for an extended period. Its the only way to explain the streaky-ness of good and bad, instead of a random distribution of goodness and badness.

The effect of TTL is the same if you believe the above or not, but it seems like its an important distinction about why the regression happens.

I think. :)

]]> By: Sky http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41948 Sky Fri, 05 Sep 2008 00:54:03 +0000 http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41948 Will -- keep in mind that hot and cold streaks aren't continuous, unbroken streaks. Hitting .400 for a month still means that 60% of at-bats are failures. We define streaks by choosing cut-offs that make them appear as impressive as possible. Let's say you flips this sequence of H/T: HHTTTTHHHHTTTTHH You could break that up into first halves and second halves, which have the same number of heads and tails -- nothing crazy there. Or you could take from the first T to the last T, which is 2/3 tails -- more "streaky". Will — keep in mind that hot and cold streaks aren’t continuous, unbroken streaks. Hitting .400 for a month still means that 60% of at-bats are failures. We define streaks by choosing cut-offs that make them appear as impressive as possible. Let’s say you flips this sequence of H/T:

HHTTTTHHHHTTTTHH

You could break that up into first halves and second halves, which have the same number of heads and tails — nothing crazy there. Or you could take from the first T to the last T, which is 2/3 tails — more “streaky”.

]]> By: Eric Seidman http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41933 Eric Seidman Thu, 04 Sep 2008 21:40:23 +0000 http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41933 willkoky, You're not really missing anything, just circling around the issue it seems. Players have true talent levels, which are based on the previous three or so years of weighted data. If Albert Pujols is projected to hit .330/.420/.630 this year, it means that we know enough about his past performance, plus normal aging curves, to expect this type of performance. If he busts out of the gate for the month of April with a .380/.500/.800 line, it doesn't mean he has become Barry Bonds in 2004, or Babe Ruth.. it means that he had a great April. What we really want to know in that case is how it affects his true talent level. Since it is only a month of data, compared to three previous years, it may increase his TTL to something like .336/.427/.640, which is better than the pre-season projection but still nowhere near the hot streak in April. Then, say he has a somewhat cool month of May, hitting .278/.379/.500... again, it doesn't mean he is THIS type of player, but rather that he is regressing. He wasn't as good as April or as "bad" as May. A May like that might bring his true talent level to .332/.423/.634.. so it is still better than projected prior to the year, but you can see how it can shift. All we know about a player is his true talent level, and when we look at players early in the year, or even later in a given year, we want to know how his performance changes, if it changes, his TTL. willkoky,

You’re not really missing anything, just circling around the issue it seems. Players have true talent levels, which are based on the previous three or so years of weighted data. If Albert Pujols is projected to hit .330/.420/.630 this year, it means that we know enough about his past performance, plus normal aging curves, to expect this type of performance.

If he busts out of the gate for the month of April with a .380/.500/.800 line, it doesn’t mean he has become Barry Bonds in 2004, or Babe Ruth.. it means that he had a great April. What we really want to know in that case is how it affects his true talent level.

Since it is only a month of data, compared to three previous years, it may increase his TTL to something like .336/.427/.640, which is better than the pre-season projection but still nowhere near the hot streak in April. Then, say he has a somewhat cool month of May, hitting .278/.379/.500… again, it doesn’t mean he is THIS type of player, but rather that he is regressing. He wasn’t as good as April or as “bad” as May. A May like that might bring his true talent level to .332/.423/.634.. so it is still better than projected prior to the year, but you can see how it can shift.

All we know about a player is his true talent level, and when we look at players early in the year, or even later in a given year, we want to know how his performance changes, if it changes, his TTL.

]]> By: willkoky http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41919 willkoky Thu, 04 Sep 2008 18:41:34 +0000 http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41919 This question was undoubtedly answered somewhere in baseball regression history but I have never seen the answer so I'd like to ask. I don't get something about regression as applied to baseball and you are sort of answering it. If regression exists then why do the performance highs and lows so often come in bunches? Why do players get hot for two months and then cold for two months? Often people say he will regress to his true talent level. But if he were playing at his true talent level the whole time then the points at which he would differ from his true talent level would be randomly dispersed wouldn't they? Lucky sometimes, unlucky others; not come in streaks. The bulk of the regression effect doesn't seem to come from luck, it seems to come from what you are describing, a change in talent level. Even mid season. It seems to be hard to maintain superior or inferior talent to what you have displayed in the past. Not to have truly superior or inferior luck. I'm probably missing something but I wanted to ask. This question was undoubtedly answered somewhere in baseball regression history but I have never seen the answer so I’d like to ask. I don’t get something about regression as applied to baseball and you are sort of answering it. If regression exists then why do the performance highs and lows so often come in bunches? Why do players get hot for two months and then cold for two months? Often people say he will regress to his true talent level. But if he were playing at his true talent level the whole time then the points at which he would differ from his true talent level would be randomly dispersed wouldn’t they? Lucky sometimes, unlucky others; not come in streaks. The bulk of the regression effect doesn’t seem to come from luck, it seems to come from what you are describing, a change in talent level. Even mid season. It seems to be hard to maintain superior or inferior talent to what you have displayed in the past. Not to have truly superior or inferior luck. I’m probably missing something but I wanted to ask.

]]> By: Bill Krevski http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41918 Bill Krevski Thu, 04 Sep 2008 18:41:31 +0000 http://www.fangraphs.com/blogs/index.php/regression-where-art-thou/#comment-41918 Santana has always had #1 starter stuff, this year he commands it and in turn has become a #1 starter. I see no reason to expect any sort of regression, he's as legit as they come, but you dont have to take my word for it, just turn on the Angels every 5th day and see for yourself. Santana has always had #1 starter stuff, this year he commands it and in turn has become a #1 starter. I see no reason to expect any sort of regression, he’s as legit as they come, but you dont have to take my word for it, just turn on the Angels every 5th day and see for yourself.

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