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, better predict 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.
What type of plot would you use to display the relationship between 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?
I would use a scatterplot to display the relationship between runs and at_bats. The relationship looks linear, without a lot of strength. I would be hesitant to use this model to predict the number of runs. I don’t think we would witness very accurate results.
plot(mlb11$at_bats,mlb11$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.
Looking at your plot from the previous exercise, describe the relationship between these two variables. Make sure to discuss the form, direction, and strength of the relationship as well as any unusual observations.
Our plot has a positive association, so as one variable gets bigger, so does the other. The relationship isn’t very strong as the points are pretty spread out. It has a constant scatter overall. There are some outliers who are separating from the overall cluster.
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)## Click two points to make a line.
## Call:
## lm(formula = y ~ x, data = pts)
##
## Coefficients:
## (Intercept) x
## -2789.2429 0.6305
##
## Sum of Squares: 123721.9
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)## Click two points to make a line.
## Call:
## lm(formula = y ~ x, data = pts)
##
## Coefficients:
## (Intercept) x
## -2789.2429 0.6305
##
## Sum of Squares: 123721.9
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.
Using 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?
This function isn’t prompting me to click anything, so I’m unable to play around with different values to minimize my sum of squares value.
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)##
## 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
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?\[ \hat{y} = 415.2389 + 1.8345 * homeruns \]
The slope of this formula tells us that a small increase in x results in
a large increase in y.
m2 <- lm(formula = runs ~ homeruns, data = mlb11)
summary(m2)##
## 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
plot(mlb11$homeruns, mlb11$runs)plot_ss(x = mlb11$homeruns, y = mlb11$runs, showSquares = TRUE)## Click two points to make a line.
## Call:
## lm(formula = y ~ x, data = pts)
##
## Coefficients:
## (Intercept) x
## 415.239 1.835
##
## Sum of Squares: 73671.99
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.
-2789.2429 + 0.6305 * 5578## [1] 727.6861
They would predict ~725 runs for a team with 5,578 at-bats. Our actual
value (using the equation of the line above) is 727.6861. Therefore,
our residual is 2.6861.
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 = 0Is there any apparent pattern in the residuals plot? What does this indicate about the linearity of the relationship between runs and at-bats?
There is no apparent pattern in the residuals plot. It is almost horizonal with a very wide spread. This indicates that as at_bats increases, the residuals remain the same. It does follow a linear trend.
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$residuals) # adds diagonal line to the normal prob plotBased on the histogram and the normal probability plot, does the nearly normal residuals condition appear to be met?
The normal residuals condition does appear to be met based on the histogram and the normal probabliity plot.
Constant variability:
Based on the plot in (1), does the constant variability condition appear to be met?
Yes, based on the plot in (1), the constant variability condition does appear to be met.
mlb11 that you think might be a good predictor of runs. Produce a scatterplot of the two variables and fit a linear model. At a glance, does there seem to be a linear relationship?head(mlb11)## team runs at_bats hits homeruns bat_avg strikeouts
## 1 Texas Rangers 855 5659 1599 210 0.283 930
## 2 Boston Red Sox 875 5710 1600 203 0.280 1108
## 3 Detroit Tigers 787 5563 1540 169 0.277 1143
## 4 Kansas City Royals 730 5672 1560 129 0.275 1006
## 5 St. Louis Cardinals 762 5532 1513 162 0.273 978
## 6 New York Mets 718 5600 1477 108 0.264 1085
## stolen_bases wins new_onbase new_slug new_obs
## 1 143 96 0.340 0.460 0.800
## 2 102 90 0.349 0.461 0.810
## 3 49 95 0.340 0.434 0.773
## 4 153 71 0.329 0.415 0.744
## 5 57 90 0.341 0.425 0.766
## 6 130 77 0.335 0.391 0.725
m3 <- lm(formula = runs ~ bat_avg, data = mlb11)
summary(m3)##
## Call:
## lm(formula = runs ~ bat_avg, data = mlb11)
##
## Residuals:
## Min 1Q Median 3Q Max
## -94.676 -26.303 -5.496 28.482 131.113
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -642.8 183.1 -3.511 0.00153 **
## bat_avg 5242.2 717.3 7.308 5.88e-08 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 49.23 on 28 degrees of freedom
## Multiple R-squared: 0.6561, Adjusted R-squared: 0.6438
## F-statistic: 53.41 on 1 and 28 DF, p-value: 5.877e-08
plot(mlb11$bat_avg, mlb11$runs)plot(m3$residuals ~ mlb11$bat_avg)
abline(h = 0, lty = 3)summary(m2)##
## 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
summary(m3)##
## 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
How does this relationship compare to the relationship between 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?
The \(R^2\) value for the model examining runs and at_bats is 0.6266.
The \(R^2\) value for the model examining runs and bat_avg is 0.6561.
The difference between the two values is 0.0295. Therefore, bat_avg is 2.95% better at predicting runs than at_bats, because it is closer to 1 which signifies a stronger relationship.
Now that you can summarize the linear relationship between two variables, investigate the relationships between 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).
Seven traditional variables: at-bats at_bats hits hits home runs homeruns batting average bat_avg strikeouts strikeouts stolen bases stolen_bases wins wins
head(mlb11)
#at bats
m1 <- lm(runs ~ at_bats, data = mlb11)
summary(m1)
plot(mlb11$at_bats, mlb11$runs)
plot(m1$residuals ~ mlb11$at_bats)
abline(h = 0, lty = 3)
#r squared = 0.3729
#homeruns
m2 <- lm(formula = runs ~ homeruns, data = mlb11)
summary(m2)
plot(mlb11$homeruns, mlb11$runs)
plot(m2$residuals ~ mlb11$homeruns)
abline(h = 0, lty = 3)
#r squared = 0.6266
#batting average
m3 <- lm(formula = runs ~ bat_avg, data = mlb11)
summary(m3)
plot(mlb11$bat_avg, mlb11$runs)
plot(m3$residuals ~ mlb11$bat_avg)
abline(h = 0, lty = 3)
#r squared = 0.6561
#hits
m4 <- lm(formula = runs ~ hits, data = mlb11)
summary(m4)
plot(mlb11$hits, mlb11$runs)
plot(m4$residuals ~ mlb11$hits)
abline(h = 0, lty = 3)
#r squared = 0.6419
#strikeouts
m5 <- lm(formula = runs ~ strikeouts, data = mlb11)
summary(m5)
plot(mlb11$strikeouts, mlb11$runs)
plot(m5$residuals ~ mlb11$strikeouts)
abline(h = 0, lty = 3)
#r squared = 0.1694
#stolen_bases
m6 <- lm(formula = runs ~ stolen_bases, data = mlb11)
summary(m6)
plot(mlb11$stolen_bases, mlb11$runs)
plot(m6$residuals ~ mlb11$stolen_bases)
abline(h = 0, lty = 3)
#r squared = 0.002914
#wins
m7 <- lm(formula = runs ~ wins, data = mlb11)
summary(m7)
plot(mlb11$wins, mlb11$runs)
plot(m7$residuals ~ mlb11$wins)
abline(h = 0, lty = 3)
#r squared = 0.361#batting average
m3 <- lm(formula = runs ~ bat_avg, data = mlb11)
summary(m3)##
## 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
plot(mlb11$bat_avg, mlb11$runs)plot(m3$residuals ~ mlb11$bat_avg)
abline(h = 0, lty = 3)#r squared = 0.6561As you can see, batting average is the most effective variable in predicting
runs.
Now examine the three newer variables. These are the statistics used by the author of Moneyball to predict a teams success. In general, are they more or less effective at predicting runs that the old variables? Explain using appropriate graphical and numerical evidence. Of all ten variables we’ve analyzed, which seems to be the best predictor of runs? Using the limited (or not so limited) information you know about these baseball statistics, does your result make sense?
Three newer variables: on-base percentage new_onbase slugging percentage new_slug on-base plus slugging new_obs
#new_onbase
m8 <- lm(formula = runs ~ new_onbase, data = mlb11)
summary(m8)##
## 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
plot(mlb11$new_onbase, mlb11$runs)plot(m8$residuals ~ mlb11$new_onbase)
abline(h = 0, lty = 3)#r squared = 0.8491
#new_slug
m9 <- lm(formula = runs ~ new_slug, data = mlb11)
summary(m9)##
## 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
plot(mlb11$new_slug, mlb11$runs)plot(m9$residuals ~ mlb11$new_slug)
abline(h = 0, lty = 3)#r squared = 0.8969
#new_obs
m10 <- lm(formula = runs ~ new_obs, data = mlb11)
summary(m10)##
## 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
plot(mlb11$new_obs, mlb11$runs)plot(m10$residuals ~ mlb11$new_obs)
abline(h = 0, lty = 3)#r squared = 0.9349In general, the new variables are significantly more effective at
predicting `runs` overall when compared to the traditional variables.
The variable with the highest prediction of `runs` was `new_obs`, on-
base plus slugging, coming in with an $R^2 = 0.9349$. I know absolutely
nothing about baseball outside of this lab, so I'm going to have to look
some information up.
The following information was found on MLB.com:
-----------------------------------------------------------------------------
OPS adds on-base percentage and slugging percentage to get one number that
unites the two. It's meant to combine how well a hitter can reach base,
with how well he can hit for average and for power. As a result, OPS is
widely considered one of the best evaluative tools for hitters.
Batting average, slugging percentage and on-base percentage all have basic
flaws, which don't exist in OPS. However, OPS isn't perfect, because it values
on-base and slugging percentage equally. In reality, a point of on-base
percentage is worth more toward a team's run expectancy than a point of
slugging percentage.
Still, OPS is one of the most universally accepted tools for evaluating
player performance at the plate. It can also be used in evaluating pitchers;
when used in that context, it is referred to as OPS against.
-----------------------------------------------------------------------------
After reading this, I've come to the conclusion that our results do make
sense. It seems reasonable that OPS would be the most accurate predictor
of runs.
Check the model diagnostics for the regression model with the variable you decided was the best predictor for runs.
Linearity: Check Nearly Normal Residuals: Check Constant Variability: Check
All assumptions are valid for our model with no violations.
This is a product of OpenIntro that is released under a Creative Commons Attribution-ShareAlike 3.0 Unported. This lab was adapted for OpenIntro by Andrew Bray and Mine Çetinkaya-Rundel from a lab written by the faculty and TAs of UCLA Statistics.