The movie Moneyball focuses on the “quest for the secret of success in baseball”. It follows a low-budget team, the Oakland Athletics, who believed that underused statistics, such as a player’s ability to get on base, betterpredict the ability to score runs than typical statistics like home runs, RBIs (runs batted in), and batting average. Obtaining players who excelled in these underused statistics turned out to be much more affordable for the team.
In this lab we’ll be looking at data from all 30 Major League Baseball teams and examining the linear relationship between runs scored in a season and a number of other player statistics. Our aim will be to summarize these relationships both graphically and numerically in order to find which variable, if any, helps us best predict a team’s runs scored in a season.
Let’s load up the data for the 2011 season.
load("more/mlb11.RData")
In addition to runs scored, there are seven traditionally used variables in the data set: at-bats, hits, home runs, batting average, strikeouts, stolen bases, and wins. There are also three newer variables: on-base percentage, slugging percentage, and on-base plus slugging. For the first portion of the analysis we’ll consider the seven traditional variables. At the end of the lab, you’ll work with the newer variables on your own.
runs
and one of the other numerical variables? Plot this relationship using the variable at_bats
as the predictor. Does the relationship look linear? If you knew a team’s at_bats
, would you be comfortable using a linear model to predict the number of runs? –vb–library(ggplot2)
–vb–
It appear that there is a moderate positive linear relationship (from the scatter plot), however, it appears that there are quite a few outliers. This may pulled the linear regression line. We would not be confortable using a linear model to predict the number of runs.
If the relationship looks linear, we can quantify the strength of the relationship with the correlation coefficient.
cor(mlb11$runs, mlb11$at_bats)
## [1] 0.610627
Think back to the way that we described the distribution of a single variable. Recall that we discussed characteristics such as center, spread, and shape. It’s also useful to be able to describe the relationship of two numerical variables, such as runs
and at_bats
above.
Just as we used the mean and standard deviation to summarize a single variable, we can summarize the relationship between these two variables by finding the line that best follows their association. Use the following interactive function to select the line that you think does the best job of going through the cloud of points.
plot_ss(x = mlb11$at_bats, y = mlb11$runs)
After running this command, you’ll be prompted to click two points on the plot to define a line. Once you’ve done that, the line you specified will be shown in black and the residuals in blue. Note that there are 30 residuals, one for each of the 30 observations. Recall that the residuals are the difference between the observed values and the values predicted by the line:
\[ e_i = y_i - \hat{y}_i \]
The most common way to do linear regression is to select the line that minimizes the sum of squared residuals. To visualize the squared residuals, you can rerun the plot command and add the argument showSquares = TRUE
.
plot_ss(x = mlb11$at_bats, y = mlb11$runs, showSquares = TRUE)
Note that the output from the plot_ss
function provides you with the slope and intercept of your line as well as the sum of squares.
plot_ss
, choose a line that does a good job of minimizing the sum of squares. Run the function several times. What was the smallest sum of squares that you got? How does it compare to your neighbors? –vb–Sum of Squares: 137809.4
Other results: Coefficients: (Intercept) x
-3672.3523 0.7941
Sum of Squares: 141103.3
Coefficients: (Intercept) x
-4739.2433 0.9864
Sum of Squares: 154363
Coefficients: (Intercept) x
-5018.864 1.037
Sum of Squares: 163324.8
Coefficients: (Intercept) x
-5235.405 1.076
Sum of Squares: 165418.1
It is rather cumbersome to try to get the correct least squares line, i.e. the line that minimizes the sum of squared residuals, through trial and error. Instead we can use the lm
function in R to fit the linear model (a.k.a. regression line).
m1 <- lm(runs ~ at_bats, data = mlb11)
The first argument in the function lm
is a formula that takes the form y ~ x
. Here it can be read that we want to make a linear model of runs
as a function of at_bats
. The second argument specifies that R should look in the mlb11
data frame to find the runs
and at_bats
variables.
The output of lm
is an object that contains all of the information we need about the linear model that was just fit. We can access this information using the summary function.
summary(m1)
Let’s consider this output piece by piece. First, the formula used to describe the model is shown at the top. After the formula you find the five-number summary of the residuals. The “Coefficients” table shown next is key; its first column displays the linear model’s y-intercept and the coefficient of at_bats
. With this table, we can write down the least squares regression line for the linear model:
\[ \hat{y} = -2789.2429 + 0.6305 * atbats \]
One last piece of information we will discuss from the summary output is the Multiple R-squared, or more simply, \(R^2\). The \(R^2\) value represents the proportion of variability in the response variable that is explained by the explanatory variable. For this model, 37.3% of the variability in runs is explained by at-bats.
homeruns
to predict runs
. Using the estimates from the R output, write the equation of the regression line. What does the slope tell us in the context of the relationship between success of a team and its home runs? –vb–ggplot(mlb11, aes(x=bat_avg, y=runs)) + geom_point(color='black')
m2 <- lm(runs ~ bat_avg, data = mlb11)
summary(m2)
##
## Call:
## lm(formula = runs ~ bat_avg, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -94.676 -26.303 -5.496 28.482 131.113
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -642.8 183.1 -3.511 0.00153 **
## bat_avg 5242.2 717.3 7.308 5.88e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 49.23 on 28 degrees of freedom
## Multiple R-squared: 0.6561, Adjusted R-squared: 0.6438
## F-statistic: 53.41 on 1 and 28 DF, p-value: 5.877e-08
–vb–
From the scatter plot, there appears to be a moderate positive linear relationship between bat_avg and runs. There are, however, outliers that will “pulled” the regression line.
Using the output of the estimates from the R output, we can write the equaltion of the regression line as follows:
\(\hat { y } \quad =\quad -642.8\quad +\quad 5242.2\quad \times \quad bat\_ avg\)
For an increment of 1 batting average point, an additional 5252.2 runs will be score by team.??
Let’s create a scatterplot with the least squares line laid on top.
plot(mlb11$runs ~ mlb11$at_bats)
abline(m1)
The function abline
plots a line based on its slope and intercept. Here, we used a shortcut by providing the model m1
, which contains both parameter estimates. This line can be used to predict \(y\) at any value of \(x\). When predictions are made for values of \(x\) that are beyond the range of the observed data, it is referred to as extrapolation and is not usually recommended. However, predictions made within the range of the data are more reliable. They’re also used to compute the residuals.
From substituing in equation, we get: 727.6861
Since the actual data point is under the linear regression line, the model over-estimate the number of runs.
The residual, e can be calcualted as follows: Actual - projected = -12 (this is an estimate from reading the plot)
To assess whether the linear model is reliable, we need to check for (1) linearity, (2) nearly normal residuals, and (3) constant variability.
Linearity: You already checked if the relationship between runs and at-bats is linear using a scatterplot. We should also verify this condition with a plot of the residuals vs. at-bats. Recall that any code following a # is intended to be a comment that helps understand the code but is ignored by R.
plot(m1$residuals ~ mlb11$at_bats)
abline(h = 0, lty = 3) # adds a horizontal dashed line at y = 0
Nearly normal residuals: To check this condition, we can look at a histogram
hist(m1$residuals)
or a normal probability plot of the residuals.
qqnorm(m1$residuals)
qqline(m1$residuals) # adds diagonal line to the normal prob plot
Constant variability:
mlb11
that you think might be a good predictor of runs
. Produce a scatterplot of the two variables and fit a linear model. At a glance, does there seem to be a linear relationship? –vb– we will consider, stolen_bases as a predictor of runs.ggplot(mlb11, aes(x=stolen_bases, y=runs)) + geom_point(color='black')
There appears to be a weak positive relationship between stolen-bases and runs. Using the plot_ss function, we manually fitted the following line:
Coefficients: (Intercept) x
534.677 1.483
Sum of Squares: 243022.7
runs
and at_bats
? Use the R\(^2\) values from the two model summaries to compare. Does your variable seem to predict runs
better than at_bats
? How can you tell?m3 <- lm(runs ~ stolen_bases, data = mlb11)
summary(m3)
##
## Call:
## lm(formula = runs ~ stolen_bases, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -139.94 -62.87 10.01 38.54 182.49
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 677.3074 58.9751 11.485 4.17e-12 ***
## stolen_bases 0.1491 0.5211 0.286 0.777
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 83.82 on 28 degrees of freedom
## Multiple R-squared: 0.002914, Adjusted R-squared: -0.0327
## F-statistic: 0.08183 on 1 and 28 DF, p-value: 0.7769
m1 <- lm(runs ~ at_bats, data = mlb11)
summary(m1)
##
## Call:
## lm(formula = runs ~ at_bats, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -125.58 -47.05 -16.59 54.40 176.87
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -2789.2429 853.6957 -3.267 0.002871 **
## at_bats 0.6305 0.1545 4.080 0.000339 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 66.47 on 28 degrees of freedom
## Multiple R-squared: 0.3729, Adjusted R-squared: 0.3505
## F-statistic: 16.65 on 1 and 28 DF, p-value: 0.0003388
–vb–
The variable “at-bats” is a much better predictor of “runs” than the variable “stolen-bases” as is indcated by the R2 value for each.
For variable “at-bats”, R2 is 37%, which indicates that 37% of the variation runs can be explained by using the linear model and information about at-bats.
In contrast, 0% of variation in runs can be explained by stolen-bases variable.
runs
and each of the other five traditional variables. Which variable best predicts runs
? Support your conclusion using the graphical and numerical methods we’ve discussed (for the sake of conciseness, only include output for the best variable, not all five). –vb–m4 <- lm(runs ~ hits, data = mlb11)
summary(m4)
##
## Call:
## lm(formula = runs ~ hits, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -103.718 -27.179 -5.233 19.322 140.693
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -375.5600 151.1806 -2.484 0.0192 *
## hits 0.7589 0.1071 7.085 1.04e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 50.23 on 28 degrees of freedom
## Multiple R-squared: 0.6419, Adjusted R-squared: 0.6292
## F-statistic: 50.2 on 1 and 28 DF, p-value: 1.043e-07
m5 <- lm(runs ~ homeruns, data = mlb11)
summary(m5)
##
## Call:
## lm(formula = runs ~ homeruns, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -91.615 -33.410 3.231 24.292 104.631
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 415.2389 41.6779 9.963 1.04e-10 ***
## homeruns 1.8345 0.2677 6.854 1.90e-07 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 51.29 on 28 degrees of freedom
## Multiple R-squared: 0.6266, Adjusted R-squared: 0.6132
## F-statistic: 46.98 on 1 and 28 DF, p-value: 1.9e-07
m6 <- lm(runs ~ bat_avg, data = mlb11)
summary(m6)
##
## Call:
## lm(formula = runs ~ bat_avg, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -94.676 -26.303 -5.496 28.482 131.113
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -642.8 183.1 -3.511 0.00153 **
## bat_avg 5242.2 717.3 7.308 5.88e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 49.23 on 28 degrees of freedom
## Multiple R-squared: 0.6561, Adjusted R-squared: 0.6438
## F-statistic: 53.41 on 1 and 28 DF, p-value: 5.877e-08
m7 <- lm(runs ~ strikeouts, data = mlb11)
summary(m7)
##
## Call:
## lm(formula = runs ~ strikeouts, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -132.27 -46.95 -11.92 55.14 169.76
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1054.7342 151.7890 6.949 1.49e-07 ***
## strikeouts -0.3141 0.1315 -2.389 0.0239 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 76.5 on 28 degrees of freedom
## Multiple R-squared: 0.1694, Adjusted R-squared: 0.1397
## F-statistic: 5.709 on 1 and 28 DF, p-value: 0.02386
m8 <- lm(runs ~ wins, data = mlb11)
summary(m8)
##
## Call:
## lm(formula = runs ~ wins, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -145.450 -47.506 -7.482 47.346 142.186
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 342.121 89.223 3.834 0.000654 ***
## wins 4.341 1.092 3.977 0.000447 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 67.1 on 28 degrees of freedom
## Multiple R-squared: 0.361, Adjusted R-squared: 0.3381
## F-statistic: 15.82 on 1 and 28 DF, p-value: 0.0004469
–vb–
From the R output and comparison between R2, we can conclude that bat_avg is a better predictor for runs of all 5 variables.
plot(mlb11$runs ~ mlb11$bat_avg)
abline(m6)
plot(m1$residuals ~ mlb11$bat_avg)
abline(h = 0, lty = 3)
hist(m6$residuals)
qqnorm(m6$residuals)
qqline(m6$residuals)
–vb–
Looking at the scatter plot, we can say that there is a moderate positive linear relation between avg-bat and runs. There are some outliers and although the residuals histogram show a skewedness to the right the qqplot for the residual show normal distribution.
runs
? Using the limited (or not so limited) information you know about these baseball statistics, does your result make sense? –vb–mn1 <- lm(runs ~ new_onbase, data = mlb11)
summary(mn1)
##
## Call:
## lm(formula = runs ~ new_onbase, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -58.270 -18.335 3.249 19.520 69.002
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -1118.4 144.5 -7.741 1.97e-08 ***
## new_onbase 5654.3 450.5 12.552 5.12e-13 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 32.61 on 28 degrees of freedom
## Multiple R-squared: 0.8491, Adjusted R-squared: 0.8437
## F-statistic: 157.6 on 1 and 28 DF, p-value: 5.116e-13
mn2 <- lm(runs ~ new_slug, data = mlb11)
summary(mn2)
##
## Call:
## lm(formula = runs ~ new_slug, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -45.41 -18.66 -0.91 16.29 52.29
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -375.80 68.71 -5.47 7.70e-06 ***
## new_slug 2681.33 171.83 15.61 2.42e-15 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 26.96 on 28 degrees of freedom
## Multiple R-squared: 0.8969, Adjusted R-squared: 0.8932
## F-statistic: 243.5 on 1 and 28 DF, p-value: 2.42e-15
mn3 <- lm(runs ~ new_obs, data = mlb11)
summary(mn3)
##
## Call:
## lm(formula = runs ~ new_obs, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -43.456 -13.690 1.165 13.935 41.156
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -686.61 68.93 -9.962 1.05e-10 ***
## new_obs 1919.36 95.70 20.057 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 21.41 on 28 degrees of freedom
## Multiple R-squared: 0.9349, Adjusted R-squared: 0.9326
## F-statistic: 402.3 on 1 and 28 DF, p-value: < 2.2e-16
–vb–
The new variables appear to be better predictor of runs as is indicated by R2 than any other the other 5 variables. Of all 3, the variable new_obs is providing with best results. Hence, this is the variable that would provide best resutls overall.
plot(mlb11$runs ~ mlb11$new_obs)
abline(mn3)
plot(m1$residuals ~ mlb11$new_obs)
abline(h = 0, lty = 3)
hist(mn3$residuals)
qqnorm(mn3$residuals)
qqline(mn3$residuals)
–vb–
From the scatter plot, we can see that we have the best fit with this regression line. the residuals values are not as high. The graph show a high positive linear relationship.
Considering the residual plot, we can see that there is no apparent pattern. The residuals hitograma nd the qqplot residuals plot show both a nearly normal distributions.
The conditions for least squares line are met: The scatter plot show linearity of the data;
the residuals show a nearly normal distribution;
the variability of the points around the line is fairly constant;
we can assume independence of the data.
Processing the R output, we have t value = 20.057 with df = 28. From p-value, we reject the NULL hypothesis.