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.
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 scatterplot to display the relationship between runs and at bats
library(ggplot2)
library(dplyr)
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
ggplot(mlb11, aes(x=at_bats, y=runs, color = team)) + geom_point(shape = 1) + geom_smooth(method=lm)
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.
There is a large correlation between the number of at bats and runs the correlation is .6 it is important to note that the range of both the x and y variables is between a small subset of possible values, because runs are all between 550 and 900 and at bats are between 5300 and 5800
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.
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?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
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?m2 <- lm(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
The more homeruns a team has the more runs that a team will normally have also
\[ \hat{y} =415.24 + 1.8345 * homeruns \] ## Prediction and prediction errors
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.
runs <- function(int,slope,atbats){
return (ceiling(int + slope * atbats))
}
(predicted <- runs(-2789.2429, .6305, 5578))
## [1] 728
mlb11 %>%
select(team:at_bats) %>%
mutate(atbats_resid = abs(at_bats -5578),
runs_resid = abs (runs - runs(-2789.2429, .6305, 5578))) %>%
arrange(atbats_resid) %>%
filter(atbats_resid == min(atbats_resid))
## team runs at_bats atbats_resid runs_resid
## 1 Philadelphia Phillies 713 5579 1 15
THe overestimation is 15 runs
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$residuals) # adds diagonal line to the normal prob plot
Based on the histogram and the normal probability plot, does the nearly normal residuals condition appear to be met?
Yes all of the residual do appear to be nearly normal
Constant variability:
Based on the plot in (1), does the constant variability condition appear to be met?
Yes there seems to be fairly consistent variability throughout the entire distribution * * *
Choose another traditional variable from mlb11
that you think might be a good predictor of runs
. Produce a scatterplot of the two variables and fit a linear model. At a glance, does there seem to be a linear relationship?
There is a very strong correlation between on base percentage and runs scored by the team, which makes a lot of sense because other than home runs you have to be on base in order to score a run
ls = lm(runs ~ new_onbase, data = mlb11)
ggplot(data = mlb11, aes(x = new_onbase, y = runs))+
geom_point() +
xlab('On Base %') +
ylab('Runs') +
geom_smooth(method = lm, se = FALSE)
cor(mlb11$new_onbase,mlb11$runs)
## [1] 0.9214691
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?summary(ls)$r.squared
## [1] 0.8491053
summary(m1)$r.squared
## [1] 0.3728654
The R squared value for on base and runs is much higher than at_bats and runs, meaning using onbase as a explanatory variable explains 85% of the variance found in the runs metric
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).
Of the old metrics it appears that batting average is the best predictor of runs
library(knitr)
out <- data.frame(NULL)
for (i in 3:length(mlb11)){
m <- summary(lm(runs ~ mlb11[,i], data = mlb11))
out[i, 1] <- names(mlb11)[i] # print variable name
out[i, 2] <- m$coefficients[1,1] # intercept
out[i, 3] <- m$coefficients[2,1] # coefficient
out[i, 4] <- m$r.squared
}
names(out) <- c("y.variable", "intercept", "coef.x", "rSq")
kable(out)
y.variable | intercept | coef.x | rSq |
---|---|---|---|
NA | NA | NA | NA |
NA | NA | NA | NA |
at_bats | -2789.2429 | 0.6305500 | 0.3728654 |
hits | -375.5600 | 0.7588615 | 0.6419388 |
homeruns | 415.2389 | 1.8345416 | 0.6265636 |
bat_avg | -642.8189 | 5242.2290794 | 0.6560771 |
strikeouts | 1054.7342 | -0.3141390 | 0.1693579 |
stolen_bases | 677.3074 | 0.1490629 | 0.0029140 |
wins | 342.1214 | 4.3410280 | 0.3609712 |
new_onbase | -1118.4198 | 5654.3159609 | 0.8491053 |
new_slug | -375.8041 | 2681.3308863 | 0.8968704 |
new_obs | -686.6143 | 1919.3635690 | 0.9349271 |
Now examine the three newer variables. These are the statistics used by the author of Moneyball to predict a teams success. In general, are they more or less effective at predicting runs that the old variables? Explain using appropriate graphical and numerical evidence. Of all ten variables we’ve analyzed, which seems to be the best predictor of runs
? Using the limited (or not so limited) information you know about these baseball statistics, does your result make sense?
Of the new metrics the on base slugging metric is the best at determining the number of runs hit by the team, this statistic is simply combining the on base percentage and the slugging percentage to create a new metric
ls = lm(runs ~ new_obs, data = mlb11)
ggplot(data = mlb11, aes(x = new_obs, y = runs))+
geom_point() +
xlab('On Base Slugging') +
ylab('Runs') +
geom_smooth(method = lm, se = FALSE)
qqnorm(ls$residuals)
qqline(ls$residuals)
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.