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THE BOOK--Playing The Percentages In Baseball

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Tuesday, September 18, 2007

Unleveraging Win Probability

By Tangotiger, 01:18 PM

More about WPA/LI (linear weights by game state, with the leverage aspect deflated).  Not for the faint of heart:


I’m having a conversation at Baseball Fever, and below is a copy of post 26:

If we stick with the simpler “walk or hit wins, out sends to extra innings” situation:

- assuming a league average OBP of .333 (my definition, including all events), the expected winning probability is easy enough to calculate (1/3 wins the game, and 2/3 sends to extra innings with a 50% chance to win) as .667.

- the LI is equally easy to calculate (.333 gain in wins happens 1/3 of the time, and .167 wins downward happens 2/3 of the time, for an average absolute movement in some direction of .2222, compared to the random of .0346, or an LI of .2222/.0346 = 6.4)

***

Now, say you have an Ichiro-type, where his OBP, overall, is .400. In this case, when Ichiro is at the plate, the Mariners will have a 70% chance of winning, if he does his Ichiro thing. (40% wins the game, and 60% sends it to extra innings where they have 50% chance of winning.) However, suppose in clutch situations, Ichiro has an OBP of .460. That means, the Mariners will win .730 with Ichiro as a clutch hitter, as opposed with .700 with Ichiro as his usual self. So, he adds +.030 wins with his clutch play, per PA (in this situation), over and above his own great self. This is the method you are describing.

Let’s look at the other way. His WPA/LI would be (.730-.667)/6.4= .012. His WPA is .730-.667= .063.

That leaves his WPA minus WPA/LI as +.051 wins.

Is one way better than the other?

***

Let’s consider another example. Let’s assume that Ichiro hits .400 regardless of situation, in a league that hits .333. In this case, your method would say that Ichiro has no clutch skill at all. The other method would do the following:
WPA/LI = (.700-.667)/6.4= .005. His WPA is .700-.667=.033. This leaves him with WPA minus WPA/LI of +.028 clutch wins.

But also note that in low leverage situations, he’ll end up with a minus. For example, if the LI was 0.2, and the then his WPA/LI for some blowout situation would be something like (.110-.109)/.2= .005, and his WPA would be a tiny change (.110-.109=.001), giving him a WPA minus WPA/LI of -.004 wins.

In this simplified example, if you had 87% of the games with an LI of .2, and 13% with an LI of 6.4 (overall LI of 1.0), then Ichiro’s clutch would be:
+.028 * 13%
-.004 * 87%
= .000 (rounding error)

As you can see, this method, and your method, both agree that Ichiro, overall, gets a clutch rating of 0.

And, WPA minus WPA/LI is superfast to calculate, and doesn’t require prior knowledge of the hitter’s overall stats and how that translates for each game state! Cool, right?

***

As for what does WPA/LI represent, it’s his win impact, with the game situation unleveraged. For example, a hitter with an OBP of .400, in a league of .333 is worth about +.055 runs per PA, or roughly +.005 wins per PA, in a random situation, compared to the average hitter. In the game-ending situation in question, his WPA was +.033 and the LI was 6.4, making his WPA/LI as +.005 wins. So, what WPA/LI does is two fold:
1. It rebalances the walks, hits, HR relative to the out, based on how each of those events will impact the win probability
2. It deflates the leverage aspect

This metric (WPA/LI) is especially ideal for players like Ichiro, who can rebalance their game to take advantage of the new balance required for a game state (sometimes avoiding a K is necessary, sometimes getting a walk isn’t all that important, etc).

#1    Tangotiger      (see all posts) 2007/12/07 (Fri) @ 10:48

I’m bringing this thread forward, with a focus on the last section (WPA/LI).

In a recent chat, David Gassko said this:
http://sonsofsamhorn.net/index.php?s=&showtopic=25771

Tom Tango really likes to use WPA/LI, but I don’t really get that—it seems to me like some weird bastard child solution between WPA and pure linear weights.

Now, David is someone who is immersed in things like this.  And, if he doesn’t get it, I must figure most people don’t.

WPA/LI has nothing--nothing at all--to do with WPA.  WPA is concerned completely about the chances of winning, and assigning the difference to the player, even though he had nothing to do with being there to begin with.  This is like you cash in your chips, and you end up being given 10x more than you deserve because there’s a new employee dishing out the change.  Sure, you get to keep the money.  But, you didn’t earn it.  The only thing you deserve is your money, irrespective of things outside your control, but within the context in which you earned it.

If you are in a situation where a HR and a walk are equally valuable, whether that is in a blowout game, or a bottom of the 9th, tie game, it would be insane for me to give you .13 wins for the HR and .03 wins for a walk (which is what a pure LWTS approach would say).

Do you give a QB 12 yards for a completion, regardless if he makes a 5yd screen pass, or a 30yd long pass?  No, of course not!  The QB responds to the context presented to him, and you evaluate him under that context.

It’s the same thing here.  If a HR and walk are equally valuable in a given situation, you give them both +.05 wins.  If a player knows that a walk and HR are equally valuable, he’d be crazy not to change his batting approach.  It’s guaranteed that the pitcher is changing his pitching approach, even more so as he’s proceeding through the count.

The only issue is if the batter can really change his approach appreciably enough.  For example, given situations where a HR and walk are very very close (say a walk is worth at least 80% as valuable as a HR), and you have two groups of hitters (Raineses and Dawsons), do their walk and HR rates change drastically enough?  Do the Dawsons continue to hit HR at the same rate, regardless of the impact of those HR?  Do the Raineses recalibrate their game?  And what about when a HR is worth at least, say, 8 times more than a walk.  What kind of differences do we have?

Certainly, after several years of data, I’ll go with the game-state Linear Weights (i.e., WPA/LI).  Certainly, after a couple of months of data, I’ll stick with context-neutral Linear Weights.  But, there’s a point when one becomes better than the other.

WPA/LI should not be confused, at all, with WPA.  The entire problem with WPA, the leveraged aspect of it, is undone with WPA/LI.

And when evaluating a forecast of “future wins”, you are comparing it to WPA/LI.  That’s what a player contributes.

***

If someone is still confused about game-state Linear Weights, please, elaborate.


#2    Tangotiger      (see all posts) 2008/03/19 (Wed) @ 13:15

Bumping, in view of interest from Fangraphs.


#3    David Gassko      (see all posts) 2008/03/19 (Wed) @ 13:55

Tom,

Never noticed your post. The problem for me with WPA/LI is that I want to know two things: (1) How much did a player contribute in real terms (WPA), and (2) How good was his performance in a context-neutral setting (Linear Weights). One is good for backward-looking analysis, the other for looking into the future. I don’t see when I would ever want to use WPA/LI (except to understand a player’s “clutch” contributions, I suppose).


#4    Tangotiger      (see all posts) 2008/03/19 (Wed) @ 14:59

What about a game situation when a homerun and a walk give you the same impact to winning (like bases loaded, tie game, bottom of the 9th), but you do NOT want that impact denominated in huge win terms, like +.40 wins added, but in the more normal +.05 wins added?  What do you do?

What you are suggesting is that even though a HR and a walk are worth the same, you want to “count” the HR for more, because it’s more indicative of his talent. 

While the HR/BB is an extreme case, what about a K and a flyout, with runner on 3B and less than 2 outs?  You are again suggesting that even though the K is far more costly than a flyout, you will count them the same, giving no allowance for the fact that a batter (and pitcher) approach that PA differently.

The reality is that batters and pitchers do in fact change their approach based on the game state.  They, without question, change their approach by count.  I don’t see why we can’t evaluate their true talent based on the game conditions at hand.

Surely someone, Ichiro, Erstad, Pujols, Vlad, Bonds… somebody must have a skill appreciable enough to change his batting approach.  On the pitcher side, we can see Glavine, Nolan Ryan and others to likely have this skill as well.

That’s what WPA/LI does: it gives you linear weights by the game state, without the leverage aspect.


#5    David Gassko      (see all posts) 2008/03/19 (Wed) @ 15:10

Surely someone, Ichiro, Erstad, Pujols, Vlad, Bonds… somebody must have a skill appreciable enough to change his batting approach.

***

Maybe, but then it’s on you to prove it.


#6    studes      (see all posts) 2008/03/19 (Wed) @ 15:39

There’s no question in my mind that pitchers, certainly, change their approach by game state.  I’m fairly confident that many batters do, too—at least many try to.  Some are more capable than others.

What I always trip on is the difference between WPA/LI and BRAA.  BRAA is based on the base/out situation and denominated in runs, obviously.

WPA/LI is also based on the base/out situation, but also “some” of the game situation, right?  That’s clumsily said—is there a better way to put it?


#7    Tangotiger      (see all posts) 2008/03/19 (Wed) @ 15:50

I don’t see the status quo to necessarily being for me to overcome, rather than you.

For clutch hitting, we don’t know that hitters are “cooler” than others when the game is on the line.  So, we have to prove that clutch hitting exists, and we have to prove how much effect there is.

But, for man on 3b and less than 2 outs, we know that the hitter and pitcher are changing their approach. Since we do know that pitchers and batters change their approach, WPA/LI therefore becomes the correct measure.  You can’t count a K and a flyout the same way here.


#8    Tangotiger      (see all posts) 2008/03/19 (Wed) @ 15:53

Right, BRAA only looks at base/out, but WPA/LI looks at inning/score/base/out.  Whether a pitcher/batter changes their dynamics only by base/out (not aware enough to figure out how inning/score affect things), that’s certainly possible.  Certainly in the earlier innings, that might be true.

And as long as the pitcher changes his approach, the batter by default is facing a new environment.  Whether he changes his approach or not, you have a new “game factor” to consider.  Like Fenway’s Wall, let’s say.


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