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Monday, March 29, 2010

Pre-Introducing Batted Ball FIP, part 2

By Tangotiger, 09:13 AM

QUESTION
Is there a HR pitching talent?

Some batted ball metrics include the homerun because they
(1) want to account for events that occurred and/or
(2) treat the homerun as persistent enough at the pitcher level that it indicates some degree of skill

Some batted ball metrics exclude the homerun because they
(1) are only interested in the flight trajectory of the ball (and not distance) and/or
(2) treat the homerun as having little persistence at the pitcher level

What you are about to read is going to be non-light reading.


INTERLUDE 1
Let me take a little bit of interlude to explain what observational data is.  Observational data is a sample of something real.  If someone is a true .400 OBP player, then we will observe him to be between .399 and .401 95% of the time if he came to bat one million times in the span of less than one second, all the while facing each pitcher an equal number of times (proportionate to the number of times they pitch) in an equal number of times in each park.

The less all that is true, the larger our confidence interval becomes, in order for us to maintain the same confidence level of 95%.  Let’s see, a player cannot come to bat one million times in less than a second.  He can’t even come to bat once in less than a second.  And, as a human being, he is subject to aging.  What we see therefore are observations of a person at different points in his life.  He also does not face the same pitchers at each point in his life, nor does he play in the same park each time we collect data.  Basically, the only common thread we have is that we have the same DNA for each data point.  And we only have a few hundred data points, maybe a few thousand.  So now, instead of observing our player at .399 to .401, we will observe him at say .360 to .440 one thousand times, 95% of the time.

***

INTERLUDE 2
Let’s take another interlude to discuss priors and Bayes.  Suppose that you observe something with a .400 OBP over 1000 PA.  Does this mean this player is a true .400 OBP?  It all depends on the underlying population spread.  Say that the league average OBP is .600, and that 95% of the players have a true rate between .550 and .650, but you actually don’t know who is the .650, who is the .570 and who is the .530.  You just know you have them.  And you are told that one player in the league batted .400 over 1000 PA.  What are the chances that this was done by the .650 guy?  By the .640 guy?  .630?  .600? .550?  .500?  .450?  .350?  etc, etc.  You figure out the chance that each of those guys did it, you figure out how many of those guys there are at each of those levels, and that will give you the best guess as to who hit .400 over 1000 PA.  Let’s say the average becomes .450 +/- .020.  So, you are 95% sure that the guy who hit .400 over 1000 PA was a true .410 to .490 player.

Suppose that the 95% population range was not .550 to .650, but .590 to .610.  If you witness .400 over 1000 PA, then you know that your best guess is that this guy is a .405 hitter +/- .010.  All these numbers are for illustration purposes.

And suppose the league mean is .340 +/- .030?  Well, now your best guess might be .380 +/- .020 or something.

In order for you to know what your best guess is, you have to know the underlying spread in the true talent, as well as the population mean, and the number of trials (plate appearances) for your player.  All that will tell you how good your hitter is, and how certain you are of your guess.

***

PART 1
The general equation for variance looks like this:

variance(observed) = variance(true1) + variance(true2) + ... + varuiance(trueN) + variance(binomial)

There’s also co-variance terms, but let’s presume that each of our parameters are independent.  And for the purposes of this discussion, let’s presume we only have one parameter (say the pitcher’s HR skill), so we have this:

variance(observed) = variance(true) + variance(binomial)

So, the variance we observe is directly linked to how much variance there is from the binomial (which is tied to the number of trials) and how much underlying true skill there is to begin with.  You can get variance(true) to approach equaling variance(observed) by getting variance(binomial) to approach 0.  You can do that by increasing your sample size to infinity.  And, since the correlation coefficient, r, is the amount of observed variance that can be explained, then you get variance(true)/variance(observed) equal to 1.

Therefore, knowing the strength of the correlation coefficient is MEANINGLESS without also knowing the number of trials for your samples.  This is the statistical equivalent of a lawyer being able to indict a ham sandwich.

***

PART 2
And so, we come to HR per batted balls.

Let me give you some data.  From 2002-2009, there were 318 pitchers that had at least 600 air balls (outfield flies, inflied flies and line drives; or, equivalently, all contacted plate appearances excluding groundballs and bunts).  The average was .067 HR per air ball, on an average of 1274 air balls.

Francisco Cordero has given up only 31 HR on 825 air balls, for a HR rate of .038.  This figure is -3.4 standard deviations from the mean of .067.  This is his z-score.  On the other end of the scale is HR machine Bretty Myers, with 178 HR on 1874 air balls, for a HR rate of .095, and a z-Score of +4.9.  I repeated this process for all 318 pitchers, getting their z-Scores.

I then took the standard deviation of their z-Scores.  If there was no such thing as a HR skill, we would expect the standard deviation of their z-Scores to be 1.00.  But, our 318 pitchers have a standard deviation of 1.35.  This means that there is a definite HR skill present (the higher from 1.00, the more there is a skill in the metric.)

***

PART 3
What can we do with this data?  Let’s bring it all together.

We can also divide all those terms in the original variance equation by variance(binomial) to get this:

variance(observed)/variance(binomial) = variance(true)/variance(binomial) + 1

Also note that a variance is simply the standard deviation squared.  And, we said we got a standard deviation of the z-scores of 1.35.  That means this:

1.35^2 = variance(observed)/variance(binomial) = variance(true)/variance(binomial) + 1

The variance(binomial) also follows easily enough from the 1274 air balls and mean of .067, as (.067*(1-.067)/1274)= .007^2

And so:
1.35^2 = variance(true)/(.007^2) + 1

variance(true) = .0063^2

And there we have it.  The spread in HR skill per air ball is one standard deviation equal to .0063 HR per air ball.

Also note that the coefficient of determination, r-squared, is the amount of variance that can be explained by the parameter we are studying.  So, it would be variance(true)/variance(observed).  1-r^2 would be variance(binomial)/variance(observed).  So, we can update the above as:

1/(1-r^2) = 1.35^2 = variance(observed)/variance(binomial) = variance(true)/variance(binomial) + 1

And so, r=.67, when n=1274

We also have a general equation that says:

r = n / (x+n)

And in this case:
.67 = 1274 / (x+1274)

That makes x = 627

Therefore, our correlation equation is:

r = AirB / (AirB + 627)

Our regression equation is 1-r.  And so:

regression rate = 627 / (AirB + 627)

If you have 627 airballs, you regress the HR rate 50% toward the mean.  If you have 1274 air balls, you regress 33% toward the mean.  Simple enough?

With Brett Myers’ 1874 air balls, we regress 25% toward the mean.  And so, his .095 rate compared to the .067 mean gives us a regressed HR rate of .088.  And that becomes our best estimate of Myers’ HR skill.

Ideally, you would do all this by also including a park adjustment.  I said the spread was a standard deviation of 1.35 times the luck-based spread.  But, that 1.35 also includes the spread of the park factors for the HR.  The spread is not that great for the HR factor, say 1.02 or 1.03 or something, which has the effect of making the observed larger than it should.  Also, since I’m looking at a pitcher’s career (2002-2009), it will include some aging in there, which has the opposite effect of making the spread look smaller than it is.

***

PART 4
Indeed, let’s look at actual seasonal-data, rather than this career-level data.  From 2002-09, I have 1055 pitchers with at least 200 air balls, with an average of 310 air balls.  The mean rate is .067 HR per air ball, and the standard deviation of their z-scores was 1.13.

Let’s put it in our equation:

1/(1-r^2) = 1.13^2

This gives us an r=.47

In our general equation:
r = n / (x+n)

And in this case:
.47 = 313 / (x+313)

That makes x = 353

Therefore, our correlation equation is:
r = AirB / (AirB + 353)

No matter how you do it, there is a HR skill, and we can see it based on a certain number of air balls.  When you have 353 air balls, the HR per air ball ia about half skill and half luck.  The more air balls you have, the more the skill portion overwhelms the noise component.

So, when deciding whether to include HR in a batter ball ERA metric, you need to really know how many air balls you have.  From 2002-09, there were 285 pitchers that had more than 353 air balls, or about 35 pitchers per season.  That is, for about one pitcher a team, the HR per air ball metric contained more skill than noise.

And so, if your choice is: HR per airball or not, then you need to choose not, if it’s an either/or case.  But, as you add career data to a pitcher’s performance, then you the HR per airball becomes a choice of definitely yes, include.  As I said, I have 318 pitchers with 600 air balls, and so, to throw that away would be foolish.

***

CONCLUSION
In the end, the more data you have, the more actual outcomes matter.  Our job, as saberists, is to tell you, the reader, the line at which the metric crosses where it shows you more signal than noise.  And for a pitcher’s HR per air ball rate, that line is around 353 air balls.

***

(Note: I should include park as a parameter, but it won’t affect the results much.  It’ll turn the point where r=.50 at around 400 air balls.  Someone else can pick it up from here if they want.)

#1    Matt Swartz      (see all posts) 2010/03/29 (Mon) @ 10:38

Very interesting results.  It definitely sounds plausible.  I have two questions.

1) What if you only looked at oFB or oFB+iFB, but excluded all LD and HR on LD from your analysis?  How much does that change the sample for r=.50?

2) How much is HR% of oFB or (oFB+iFB) or (oFB+iFB+LD) correlated with K, BB, oFB, iFB, LD, or GB rates?

The reason I ask the first question is that if all pitchers have the same line drive skill (~.19 LD/Batted Ball), and a smaller fraction of line drives leave the yard, then the skill is really going to be ((oFB+iFB)/Batted Ball).  If 5% of line drives leave the yard and 11% of fly balls do (these are all made up numbers), then a pitcher with .525 GB/.190 LD/.285 (oFB+iFB) skill is going to give up 8.6% HR/AirBall while a pitcher with .430 GB/.190 LD/.380 (oFB+iFB) skill is going to give up 9.3% HR/AirBall.  It’s a difference, but it’s related to batted ball skill.

The reason for the question about correlations is that it tells you how useful knowing the pitchers HR/FB skills are.  My article a couple weeks talked about how BABIP is correlated with K/PA and BB/PA and (GB-oFB-iFB)/PA and enough so that it explains a large fraction of the fraction of BABIP variance not attributable to luck or defense or park.  If HR/AirBall or whatever skill is correlated with other skills, it’s possible it tells you more information for a constructed run estimator like FIP but not anything extra would be needed in a regression.


#2          (see all posts) 2010/03/29 (Mon) @ 10:42

Tom:

Interesting.  I am wondering, however, why you are limiting your analysis to “air balls,” as opposed to all balls batted in play.  If there is a skill to avoiding (or not avoiding) home runs, presumably, getting batters to hit ground balls is part of that skill. 

Also, given that home runs (and, to a lesser extent, other hits) certainly impact the amount of runs accumulated by pitchers, I still wonder approximately how much impact home runs (or other hits) have on a pitcher’s runs accumulated and whether such impact is really as low as your prior post indicates.

Thanks,

Brad


#3    Ken      (see all posts) 2010/03/29 (Mon) @ 10:50

I like the analysis, but I disagree with the statement that:
“Our job, as saberists, is to tell you, the reader, the line at which the metric crosses where it shows you more signal than noise. “

I’d like to think that saberists could provide more value than that, by producing statistics that automatically regress towards the mean as much as is ideal. ie. An Adjusted FIP where the weight placed on player-specific HR rates is a function of the number of opportunities.


#4    Tangotiger      (see all posts) 2010/03/29 (Mon) @ 10:56

Matt:

1. Yeah, I had the idea to separate HR on LD and ofFB.  But I had the idea after I did all that work.  So, I have to save it for the next part.

My next step, whenever that is, is to look at line drives.  I’m reminded of something fascinating that MGL reported: the correlation of the FREQUENCY of line drives is low (as you also reported with SIERA).  But, the run value of each pitcher’s line drive is not.

So, it’s almost like everyone gives up the same number of line drives, but the line drive that one guy gives up is much different from another guy.

This is unlike what we see with the other metrics, like GB, where GB frequency is unique, but the out-conversion rate on GB is non-unique.

2. Good question.  I’ll have to look. 

Brad: well, it’s been shown numerous times that there is a GB skill (in terms of FREQUENCY).  Now that we accept that the frequency of ground balls is a skill, and by extension air balls, now we turn our focus on the subset of each of those.

So, the subset of AirBalls would be the length of such air balls.  I don’t have length data, but we do have HR (and we have infield fly balls).  So, HR are long-airballs and ifFB are short-airballs.


#5    Tangotiger      (see all posts) 2010/03/29 (Mon) @ 11:09

Ken: I guess I should have said: “The least we can do...”


#6    Sunny Mehta      (see all posts) 2010/03/29 (Mon) @ 11:53

Tom,

I have a really hard time believing that home ballpark doesn’t play a significant role in HR/FB%. I could be wrong, but I’d love to see this type of study done using only road numbers.


#7    Tangotiger      (see all posts) 2010/03/29 (Mon) @ 13:55

Sunny, you have to distinguish between the mean and the variance.


#8    Toph      (see all posts) 2010/03/30 (Tue) @ 02:20

Tango,

Now that you have done all this analysis, what is the most accurate formula to predict a person’s era or RA?


#9          (see all posts) 2010/03/30 (Tue) @ 02:52

So my question with DIPS, is what exactly are we trying to measure?  I can think of two things:

1) “How many runs per 9 would pitcher A have given up if he had neutral defensive support?”

2) “How many runs per 9 would pitcher A have given up if you only looked at the underlying skill in his performance?”

If you are answering the first question, Peter’s new metric is the best one on my opinion.  Since we don’t care whether or not the pitcher’s HR/FB rate was luck or skill or whether his timing with runners on base was luck or skill, the only thing to do is adjust the outcomes of balls in play by the defense behind the pitcher.  And I think Peter’s metric is the gold standard for that. 

http://www.hardballtimes.com/main/article/yet-another-pitching-metric/

If you are trying to answer the second question, then wouldn’t using multiple years of data be the best method?  Since we know that *all* aspects of pitching have some ratio of luck to skill in them, wouldn’t it be best to regress everything to the pitcher’s historical mean?  If Josh Beckett strikes out 10 batters per 9 next year compared to 8 over the previous few years, he likely got a bit lucky with umpires or batters or whatever, and so we would regress that number to his historical mean.  If he allows a .16 HR/FB ratio compared to .14 over the previous three years, he likely is a below average HR/FB pitcher and so we should regress him to the .14 rather than all of the way back to .11.

When you say this Tango:

And so, if your choice is: HR per airball or not, then you need to choose not, if it’s an either/or case.  But, as you add career data to a pitcher’s performance, then you the HR per airball becomes a choice of definitely yes, include.  As I said, I have 318 pitchers with 600 air balls, and so, to throw that away would be foolish.

That’s assuming that the metric in question actually cares about whether or not his HR/FB ratio was skill or not.  And if it does, and you are explicitly trying to isolate skill in past performance, I see no reason why it should be either/or.  It should be .40 pitcher HR/FB and .60 league (or pitcher’s historical mean) HR/FB, or whatever the numbers are. 

Are there any other interpretation of DIPS (or LIPS) out there?  Matt, Tango, what is it that you are you trying to measure with SIERA and bbFIP?


#10    Matt Swartz      (see all posts) 2010/03/30 (Tue) @ 07:31

SIERA, bbFIP, and all of these other estimators are measuring performance. 

Performance involves luck, but BABIP luck can be called Defensive Efficiency luck, removing some noise from ERA, and HR/FB can be quality of opponents luck or just opposing hitter’s lucky.  These are estimators of performance.

There is some BABIP that is pitcher skill, which is why regression is because it picks up those affects.  Check out this if you want more information on that:
http://baseballprospectus.com/article.php?articleid=10281

I think the problem comes in because there is just so much noise in pitcher performance that the best way to measure a defense-neutral performance estimator is to check it against next year’s results.  Brian Cartwright tested estimators against performance two years later to show how arbitrary it is.

I said this in a thread last week about my BABIP projector, which is about predicting performance in the future and uses multiple years as such.  I think it might clear up my views on this:

I agree that using extra years is good when measuring skill or projecting, which is why E-BABIP uses the last 3 years with 300+ PA if the player got them.  Otherwise, it uses only the most recent consecutive years with 300+ PA.

There’s two different things that I think are pretty distinct: measuring skill and measuring performance.

They get murky for some people when considering DIPS because you usually measure a DIPS-based ERA by comparing it to next-year-ERA, only because there is so much noise in looking at same-year ERA.  The reason you even do this is because luck is not as persistent as skills are.

For SIERA, we regressed on same-year ERA because that was measuring performance.  For E-BABIP, I regress on next-year BABIP because I am estimating skill.

For instance, if I was trying to determine what I could infer from a guy having a 5% higher line drive rate the previous three years, E-BABIP predicts about .018 points higher BABIP the following year.  BABIP on line drives is about .540 higher than non-line drives though, so the actual effect of 5% more line drives would be .027 points higher BABIP.  It’s just that you need to regress hitter line drive rates back to reflect the skill.  If you only have one year of 300 PA, a 5% increase in line drives will indicate BABIP only being .014 points higher or so the next year, even though it raises same-year BABIP by .027 points.

For SIERA, an extra 5% increase in BB/PA might indicate about a 0.60 higher ERA or so, but it doesn’t mean the pitcher will necessarily have a 0.60 ERA next year, since you’d need to regress some of that.  If you wanted to come with an expected ERA based on DIPS stats, you’d probably need to limit that affect.  Of course, that’s a projection system at that point, since your measuring skill.

I think the whole reason this gets murky is because peripheral-based ERAs are best-tested by looking at next-year’s ERAs.

You don’t want to ignore skill when evaluating performance, but all these defense-neutral estimators involve looking at performance net of some luck, because there is just so much luck that it gets too noisy to evaluate one year of pitching stats like you can evaluate one year of batting stats.


#11    Tangotiger      (see all posts) 2010/03/30 (Tue) @ 09:36

Now that you have done all this analysis, what is the most accurate formula to predict a person’s era or RA?

The question I first have for you is: which hands and feet do you want to tie?

In order to predict (and by predict, I presume you mean predict) a pitcher’s next season’s performance, the best thing to do is use ALL available information.  In no way can you possibly throw out any piece of data.  This includes his entire career line, season-by-season, his various men on base splits, his draft spot, his height, weight, and anything else you can think of.

Now, I presume you want to tie a hand or two in the request to predict something?  So, you have to decide first what data is in play before we can discuss how to predict something.


#12    Tangotiger      (see all posts) 2010/03/30 (Tue) @ 09:48

So my question with DIPS, is what exactly are we trying to measure?

DIPS is trying to measure exactly what FIP is trying to measure: of the actual outcomes that don’t involve fielders, what would a pitcher’s runs allowed total be, if he had average fielders and all the plays were randomly sequenced.

Therefore, the best way to measure that is exactly the way BsR-DIPS measures it, and no other way.

You can ALSO improve on DIPS to park-adjust it if you like.

But, the actual outcomes (BB, HBP, SO, HR) are sacrosanct.  If any of those outcomes are not sacrosanct, then you are NOT measuring DIPS or FIP.  You are measuring something else.  Which is fine.  But, it’s something different (and by different, I mean neither better nor worse).


#13    Tangotiger      (see all posts) 2010/03/30 (Tue) @ 09:57

Matt, Tango, what is it that you are you trying to measure with SIERA and bbFIP?
...
SIERA, bbFIP, and all of these other estimators are measuring performance.

Right.  To the extent that all testing is done to same-year data, then you are measuring performance.  Each metric decides which data they want to intentionally throw out.

OBP throws out the fact that BB and HR are not of equal value.  FIP throws out the fact that Derek Lowe is a GB pitcher and Santana is a FB pitcher.  SIERA throws out the fact that Brett Myers has given up a sh!tload of HR and Francisco Cordero has not.

These are all choices being made, for the sake of a “philosophy” of the stat. 
- OBP explicitly is interested in the subset of performance of getting on base or making an out. 
- FIP is explicitly interested in the subset of performance where the event outcomes don’t involve fielders nor sequencing.
- SIERA is explicitly interested in the subset of performance where the batter swings or takes and if he swings, the trajectory/distance of the batted ball that excludes a certain launch angle and caps at a certain distance.

All fine and worthy goals.


#14    Tangotiger      (see all posts) 2010/03/30 (Tue) @ 10:10

Note for the new guys: to do quoteblocks, it’s

{quote}
{/quote}

And change curly braces to [ ]


#15    Bill      (see all posts) 2010/03/31 (Wed) @ 12:13

Thanks a million for your article.

Would someone please help me out understanding the z-scores?

At the start of Part 2, Tom gives an example of Francisco Cordero, with a HR/airB of .038 and says that this is -3.4 std’s from the mean of 0.067.  He also says that Brett Myers rate is 0.095, 4.9 std’s from the mean of 0.067.

Here’s where my ignorance needs to be fixed.  0.038 - 0.067 = -0.029 and 0.095 - 0.067 = 0.028.  How is -0.029 -3.4 std’s and 0.028 +4.9 std’s?

Thanks.


#16    Tangotiger      (see all posts) 2010/03/31 (Wed) @ 13:41

You are missing the number of trials. 

“On the other end of the scale is HR machine Brett Myers, with 178 HR on 1874 air balls, for a HR rate of .095, and a z-Score of +4.9. “

If the average pitcher allows .067 HR per AirBall, then one standard deviation, GIVEN 1874 AIR BALLS, is sqrt(.067 * (1-.067) * 1874) = 10.8 HR.  The average pitcher would have given up .067*1874= 126 HR.

So, the difference, 178 minus 126, is 52 HR, compared to the standard of 10.8, which makes it almost 5 standard deviations from the mean.  And that’s Myers’ z-score.  (Or more accurately, Myers+ his ball parks).


#17    Bill      (see all posts) 2010/03/31 (Wed) @ 18:30

Speaking for those of us at my level:

We really appreciate that you take the time to answer questions that are obviously 100% uninteresting to you (though quite interesting to us).

Thanks!


#18    Tangotiger      (see all posts) 2010/03/31 (Wed) @ 19:52

Not at all, it’s my pleasure.


#19    Toph      (see all posts) 2010/04/01 (Thu) @ 04:43

Tango, I was not referring to any past data.

I was just looking to find a formula using simple in-season data.  What should a specific player’s era be or RA be based on his statistics to date.  There are plenty of sites that have different formulas out there such as expected ERA, and FIP during the year which presumably trys to lock in what their era would be if everything was neutralized.


#20    Tangotiger      (see all posts) 2010/04/01 (Thu) @ 07:30

Toph: you are still not telling me which data is or is not in play.  If it’s just his “seasonal” line, with no splits, use BaseRuns.  There’s no question about that.

But this is not a “prediction”.  It’s an evaluation.


#21    Sunny Mehta      (see all posts) 2010/04/01 (Thu) @ 12:12

Tango,

I’m not sure what you mean by “Sunny, you have to distinguish between the mean and the variance.”, but I basically just answered my own question by doing the following:

I grabbed all pitchers’ HRs and FBs from 2004-2009, road numbers only, and only the 168 pitchers who threw at least one FB in all six of those seasons (I don’t know how to access all the intricate data like you do - I scraped this stuff off of BP’s website).

I then ran 10,000 simulated seasons where each pitcher was given his actual number of observed FBs but the league average road HR/FB% of 13.75%.

You can view a histogram of the sd’s of the simulated seasons here:

http://sunnymehta.com/public/hrfb.jpeg

The average sd over the 10,000 simulated seasons was .026 while the observed sd was .032. You can see from the graph that the observed number is way on the right tail, so there does seem to be some effect going on, even when just looking at road numbers.


#22    Tangotiger      (see all posts) 2010/04/01 (Thu) @ 14:45

Sunny: I meant that you have to think in terms of the variance.

My 318 pitchers has a mean of .067 with one SD = .010. 

The spread based on the binomial given 1274 AirBalls is one SD = .007

So we have:

.010^2 = pitcherTalent^2 + park^2 + .007^2

Now, how much spread can there be in the park?  If we take the park HR factor as being a range of say 90% to 110%, with one SD = 3%, then one SD for the park is .002.

.010^2 = pitcherTalent^2 + .002^2 + .007^2

That sets the pitcherTalent as one SD = .0069.  If we count the park as zero, then the pitcherTalent is one SD = .0071.  As you can see, it doesn’t matter much.  We can just assume the park won’t matter.

This is even more true based on what I did, since I looked at a pitcher’s career, and there’d be enough moving around that the park was neutralized.


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