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Meta-Analytics: Tools For Understanding The Statistical Properties of Sports Metrics

1) This document proposes a set of "meta-metrics" to evaluate sports performance metrics based on their ability to discriminate between players, stability over time, and independence from other metrics. 2) The meta-metrics are designed to identify the most reliable and useful metrics for decision-makers by quantifying sources of variation in metrics, including intrinsic player skill, contextual factors, and chance. 3) The discrimination, stability, and independence meta-metrics are defined and methods for estimating them are discussed. The meta-metrics are then demonstrated on NBA and NHL performance metrics to evaluate their reliability and provide insights for constructing new metrics.

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0% found this document useful (0 votes)
107 views34 pages

Meta-Analytics: Tools For Understanding The Statistical Properties of Sports Metrics

1) This document proposes a set of "meta-metrics" to evaluate sports performance metrics based on their ability to discriminate between players, stability over time, and independence from other metrics. 2) The meta-metrics are designed to identify the most reliable and useful metrics for decision-makers by quantifying sources of variation in metrics, including intrinsic player skill, contextual factors, and chance. 3) The discrimination, stability, and independence meta-metrics are defined and methods for estimating them are discussed. The meta-metrics are then demonstrated on NBA and NHL performance metrics to evaluate their reliability and provide insights for constructing new metrics.

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Meta-Analytics: Tools for Understanding the Statistical


Properties of Sports Metrics
arXiv:1609.09830v1 [stat.AP] 30 Sep 2016

Alexander Franks, Alexander D’Amour, Daniel Cervone and Luke Bornn

October 3, 2016

Abstract

In sports, there is a constant effort to improve metrics which assess player abil-
ity, but there has been almost no effort to quantify and compare existing metrics.
Any individual making a management, coaching, or gambling decision is quickly over-
whelmed with hundreds of statistics. We address this problem by proposing a set of
“meta-metrics” which can be used to identify the metrics that provide the most unique,
reliable, and useful information for decision-makers. Specifically, we develop methods
to evalute metrics based on three criteria: 1) stability: does the metric measure the
same thing over time 2) discrimination: does the metric differentiate between players
and 3) independence: does the metric provide new information? Our methods are
easy to implement and widely applicable so they should be of interest to the broader
sports community. We demonstrate our methods in analyses of both NBA and NHL
metrics. Our results indicate the most reliable metrics and highlight how they should
be used by sports analysts. The meta-metrics also provide useful insights about how to
best construct new metrics which provide independent and reliable information about
athletes.


Alexander M. Franks is a Moore/Sloan Data Science and WRF Innovation in Data Science Postdoctoral Fellow ([email protected]). Alexander
D’Amour is a Neyman Visiting Assistant Professor in the Department of Statistics at UC Berkeley ([email protected]). Daniel Cervone
is a Moore-Sloan Data Science Fellow at New York University ([email protected]). Luke Bornn is an Assistant Professor of Statistics at Simon
Frasier University. This work was partially supported by the Washington Research Foundation Fund for Innovation in Data-Intensive Discovery,
the Moore/Sloan Data Science Environments Project at the University of Washington and New York University, U.S. National Science Foundation
grants 1461435, by DARPA under Grant No. FA8750-14-2-0117, by ARO under Grant No. W911NF- 15-1-0172, by Amazon, and by NSERC. The
authors are grateful to Andrew Miller (Department of Computer Science, Harvard University), and Kirk Goldsberry for sharing data and ideas
which contributed to framing of this paper.

1
1 Introduction
In sports, as in many other industries and research fields, data analysis has become an es-
sential ingredient of management. Sports teams, traditionally run by people with experience
playing and/or coaching, now rely heavily on statistical models to measure player ability and
inform strategy decisions (Lewis, 2004; Oliver, 2004). Over the years, the quantity, scope,
and sophistication of these models has expanded, reflecting new data sources, methodological
developments, and increasing interest in the field of sports analytics. Despite their inherent
promise, new developments in sports analytics have created a clutter of metrics. For exam-
ple, there are at least three different calculations of the WAR (“Wins Above Replacement”)
metric in baseball (Baumer et al., 2015), all of which have the same hypothetical estimand.
In general, any individual making a management, coaching, or gambling decision has poten-
tially dozens of metrics at his/her disposal, but finding the right metrics to support a given
decision can be daunting. We seek to ameliorate this problem by proposing a set of “meta-
metrics” that describe which metrics provide the most unique and reliable information for
decision-makers. Our methods are simple to implement and applicable to any sport so they
should be of broad interest to the sports analytics community.
The core idea of our work is that quantifying sources of variability—and how these
sources are related across metrics, players, and time—is essential for understanding how
sports metrics can be used. In this paper, we consider three different sources of variation,
which we classify differently depending on the use-case. These are 1) intrinsic player skill,
2) context, e.g. influence of teammates, and 3) chance, i.e. sampling variability. Each of
these sources can vary across seasons and between players. We consider each player metric
to be composed of a combination of these sources of variation (Figure 1), and in this paper
we discuss several diagnostics that can be used to assess how well certain metrics are able
to measure, control for, and average across these sources of variation, depending on what is
required by the decision-maker.
The primary purpose of constructing our meta-metrics is to categorize the sources of
variation in the data as signal and noise. The signal corresponds to variation that is the key

2
input into a decision process, e.g., a player’s ability to operate in a given system, whereas
the noise is variation that we choose not to explain either because of complexity or lack
of information (e.g., complex team interactions or minuscule variations in a player’s release
between shots). When relevant we condition on observed contextual information (e.g. player
position) to create more reliable and interpretable signals.
For a metric to be useful for a particular decision, its treatment of variation needs to
match up with the decision that is being made. For example, consider two distinct tasks
in which metrics are often deployed – attribution, where we wish to credit a portion of a
team’s success to a given player for, e.g., year-end awards, and acquisition, where we wish
to assess whether a player should be added to or retained on a team. The classification of
signal and noise in these decision tasks is very different. For attribution, we do not care
whether a player can repeat their performance in another season (or arguably even how
much of their performance was due to chance), whereas repeatability is a central question in
player acquisition. That is, chance and team context are still relevant signals when making
an attribution decision, but are sources of noise for an acquisition decision.
While we can isolate some player-wise, season-wise, and team-wise variation by subsetting
the data, all measurements that we take are confounded with chance. Further “skills” are
abstract concepts that are often collapsed together. With this in mind, we define three meta-
metrics that can be used to answer the following questions of player performance metrics:

• Discrimination: Does the metric reliably differentiate between players?

• Stability: Does the metric measure a quantity which is stable over time?

• Independence: Does the metric provide new information?

Our discrimination meta-metric quantifies how useful a metric is for distinguishing be-
tween players within a given season, whereas our stability meta-metric measures how much
a metric varies season to season due to changes in context and player skill after removing
chance variation. The independence meta-metric quantifies how much information in one
metric is already captured by a set of other metrics. Our meta-metrics are based on ideas

3
which have a long history in statistics (e.g., analysis of variance) and psychometrics (e.g.,
Cronbach’s alpha) (Fisher, 1925; Cronbach, 1951; Kuder and Richardson, 1937) but have
not received widespread treatment in sports. The limited work quantifying the reliability of
metrics in sports mostly appears in blogs (Sprigings, 2014; Blackport, 2014; Arthur, 2015)
and our hope is to formalize and generalize some of the ideas discussed in these these articles.
We start, in Section 2 by motivating and defining three meta-metrics and discuss how to
estimate them in Section 3. Section 4 demonstrates the application of these meta-metrics to
player performance in National Basketball Association (NBA) and National Hockey League
(NHL). Lastly, in Section 5 we discuss building new metrics and adjusting existing ones in
order to improve their meta-analytic properties.

Figure 1: Sources of variation in end-of-season metrics. Player metrics confound different


aspects of intrinsic player style or ability, team effects and chance (e.g. sampling variability).
We visualize metrics amongst multiple players across seasons in a 3-dimensional array (right).
Here, we illustrate two hypothetical metrics, one in red and another purple. Variation in the
color’s tone on the front face corresponds to observed between-player variability in a single
season and variation on the right face corresponds to variability in the metric for one player
over time. Team-wise and chance variation also play a role in determining the variation in
color tone.

4
2 Defining Meta-metrics
Throughout this paper, we write the 3-dimensional array of players, seasons and metrics
as X, with Xspm the value of metric m for player p from season s (see Figure 1). Our
meta-metrics are all R-squared style statistics and can be understood as functions of the
(co)variances along the three dimensions of X. As a useful example, consider a model for a
metric m that varies over time s and between players p is a linear mixed effects model:

Xspm = µm + Zsm + Zpm + Zspm + spm , (1)

where

2
Zsm ∼ [0, σSM ]
2
Zpm ∼ [0, σPM ]
2
Zspm ∼ [0, σSPM ]
2
spm ∼ [0, τM ],

and [µ, σ 2 ] represents a distribution with mean µ and variance σ 2 . The terms Z∗ can be
thought of as random effects, while spm represents individual player-season variation in
a metric—for instance, binomial variation in made shot percentage given a finite sample
size. Zspm and spm are distinguished by assuming that for an infinitely long season, a
player’s metric would have no such variability, thus spm = 0. Note that we can recognize
2 2 2 2 2 2
σPM + σSPM + τM as the within-season, between-player variance; σSM + σSPM + τM as the
2 2 2 2
within-player, beween-season variance; and of course, σSM + σPM + σSPM + τM as the total
(between player-season) variance. Both the discrimination and stability meta-metrics defined
in this section can be expressed as ratios involving these quantities, along with the sampling
2
variance τM .
The linear mixed effects model (1) may be a reasonable choice for some metrics and, due
to its simplicity, provides a convenient example to illustrate our meta-metrics. However, an
exchangeable, additive model is not appropriate for many of the metrics we consider. A
major practical challenge in our analysis is that all of the metrics have unique distributions

5
with distinct support—percentages are constrained to the unit interval, while many per
game or per season statistics are discrete and strictly positive. Other advanced metrics like
“plus-minus” or “value over replacement” (VORP) in basketball are continuous real-valued
metrics which can be negative or positive.
To define meta-metrics with full generality, consider the random variable X, which is
a single entry Xspm chosen randomly from X. Randomness in X thus occurs both from
sampling the indexes S, P , and M of X, as well as intrinsic variability in Xspm due to finite
season lengths. We will then use the notational shorthand

Espm [X] = E[X|S = s, P = p, M = m]

Vspm [X] = V ar[X|S = s, P = p, M = m]

and analogously for Esm [X], Vsm [X], Em [X], etc. For example, Esm [Vspm [X]] is the aver-
age over all players of the intrinsic variability in Xspm for metric m during season s, or
P
p V ar[Xspm ]/Nsm , where Nsm is the number of entries of Xs·m .

2.1 Discrimination

For a metric measuring player ability to be applicable, it must be a useful tool for discrim-
inating between different players. Implicit in this is that most of the variability between
players reflects true variation in player ability and not chance variation or noise from small
sample sizes. As a useful baseline for discrimination, we compare the average intrinsic vari-
ability of a metric to the total between player variation in this metric. A similar approach
which partially inspired this metric was used to compare how reliably one could differentiate
MVP candidates in Major League Baseball (Arthur, 2015).
To characterize the discriminative power of a metric, we need to quantify the fraction of
total between player variance that is due to chance and the fraction that is due to signal.
By the law of total variance, this can be decomposed as

Vsm [X] = Esm [Vspm [X]] + Vsm [Espm [X]].

6
Here, Vsm [X] corresponds to the total variation in metric m between players in season s,
whereas Esm [Vspm [X]] is the average (across players) sampling variability for metric m in
season s. With this decomposition in mind, we define the discriminative power of a metric
m in season s as
Esm [Vspm [X]]
(Discrimination) Dsm = 1 − . (2)
Vsm [X]
Intuitively, this describes the fraction (between 0 and 1) of between-player variance in m (in
season s) due to true differences in player ability. Discrimination meta-metrics for different
seasons can be combined as Dm = Em [Dsm ].
It is helpful to understand the discrimination estimand for the linear mixed effects model
2 2
defined in Equation 1. When this model holds, Esm [Vspm [X]] = τM , and Vsm [X] = σPM +
2 2
σSPM + τM , the between-player variance (equal for all seasons s). Thus, the discrimination
meta-metric under the linear mixed effects model is simply
2
τM
Dm = 1 − 2 2 2
(3)
σPM + σSPM + τM
σ2 + σ2
= 2 PM 2 SPM 2 .
σPM + σSPM + τM

2.2 Stability

In addition to discrimination, which is a meta-metric that describes variation within a single


season, it is important to understand how much an individual player’s metric varies from
season to season. The notion of stability is particularly important in sports management
when making decisions about about future acquisitions. For a stable metric, we have more
confidence that this year’s performance will be predictive of next year’s performance. A
metric can be unstable if it is particularly context dependent (e.g. the player’s performance
varies significantly depending on who their teammates are) or if a players’ intrinsic skill set
tends to change year to year (e.g. through offseason practice or injury).
Consequently, we define stability as a metric, which describes how much we expect a single
player metric to vary over time after removing chance variability. This metric specifically
targets the sensitivity of a metric to change in context or intrinsic player skill over time.

7
Mathematically, we define stability as:

Em [Vpm [X] − Vspm [X]]


(Stability) Sm = 1 − , (4)
Vm [X] − Em [Vspm [X]]

with 0 ≤ Sm ≤ 1 (see Appendix for proof). Here, Vpm [X] is the between-season variability in
metric m for player p; thus, the numerator in (4) averages the between-season variability in
metric m, minus sampling variance, over all players. The denominator is the total variation
for metric m minus sampling variance. Again, this metric can be easily understood under
the assumption of an exchangeable linear model (Equation 1).:
2 2 2 2
σSM + σSPM + τM − τM
Sm = 1 − 2 2 2 2 2
(5)
σPM + σSM + σSPM + τM − τM
2
σPM
= 2 2 2
.
σPM + σSM + σSPM

This estimand reflects the fraction of total variance (with sampling variability removed) that
is due to within-player changes over time. If the within player variance is as large as the
total variance, then Sm = 0 whereas if a metric is constant over time, then Sm = 1.

2.3 Independence

When multiple metrics measure similar aspects of a player’s ability, we should not treat these
metrics as independent pieces of information. This is especially important for decision makers
in sports management who use these metrics to inform decisions. Accurate assessments of
player ability can only be achieved by appropriately synthesizing the available information.
As such, we present a method for quantifying the dependencies between metrics that can
help decision makers make sense of the growing number of data summaries.
For some advanced metrics we know their exact formula in terms of basic box score
statistics, but this is not always the case. For instance, it is much more challenging to
assess the relationships between new and complex model based NBA metrics like adjusted
plus minus (Sill, 2010), EPV-Added (Cervone et al., 2014) and counterpoints (Franks et al.,
2015), which are model-based metrics that incorporate both game-log and player tracking
data. Most importantly, as illustrated in Figure 1, even basic box score statistics that are

8
not functionally related will be correlated if they measure similar aspects of intrinsic player
skill (e.g., blocks and rebounds in basketball are highly correlated due to their association
with height).
As such, we present a general approach for expressing dependencies among an arbitrary
set of metrics measuring multiple players’ styles and abilities across multiple seasons. Specif-
ically, we propose a Gaussian copula model in which the dependencies between metrics are
expressed with a latent multivariate normal distribution. Assuming we have M metrics of
interest, let Zsp be an M -vector of metrics for player p during season s, and

iid
Zsp ∼ MVN(0, C) (6)

Xspm = Fm−1 [Φ(Zspm )], (7)

where C is a M × M correlation matrix, and Fm−1 is the inverse of the CDF for metric m.
We define independence score of a metric m given a condition set of other metrics, M, as

V ar [Zspm | {Zspq : q ∈ M}] −1


ImM = = Cm,m − Cm,M CM,M CM,m . (8)
V ar[Zspm ]
For the latent variables Z, this corresponds to one minus the R-squared for the regression
of Zm on the latent variables Zq with q in M. Metrics for which ImM is small (e.g. for which
the R-squared is large) provide little new information relative to the information in the set
of metrics M. In contrast, when ImM is large, the metric is nearly independent from the
information contained in M. Note that ImM = 1 implies that metric m is independent from
all metrics in M.
We also run a principal component analysis (PCA) on C to evaluate the amount of
independent information in a set of metrics. If U ΛU T is the eigendecomposition of C, with
Pk
1 λi
Λ = diag(λ1 , ...λM ) the diagonal matrix of eigenvalues, then we can interpret Fk = PM as
1 λi

the fraction of total variance explained by the first k principal components (Mardia et al.,
1980). When Fk is large for small k then there is significant redundancy in the set of metrics,
and thus dimension reduction is possible.

9
3 Inference
In order to calculate discrimination Dm and stability Sm , we need estimates of Vspm [X]],
Vsm [X], Vpm [X] and Vm [X]. Rather than establish a parametric model for each metric (e.g.
the linear mixed effects model (1)), we use nonparametric methods to estimate reliability.
Specifically, to estimate the sampling distribution of X within each season (e.g., V ar[Xspm ],
or equivalently Vspm [X], for all s, p, m), we use the bootstrap (Efron and Tibshirani, 1986).
For each team, we resample (with replacement) every game played in a season and reconstruct
end-of-season metrics for each player. We use the sample variance of these resampled metrics,
BV[Xspm ], to estimate the intrinsic variation in each player-season metric Xspm . We estimate
Vsm [X], Vpm [X] and Vm [X] using sample moments.
Thus, assuming P players, our estimator for discrimination is simply
1
PP
P p=1 BV[Xspm ]
D̂sm = 1 − 1 PP
2
P p=1 (Xspm − X̄s·m )

where X̄s·m is the average of metric m over the players in season s. Similarly, the stability
estimator for a metric m is
1
PP 1
PSp  2

P p=1 Sp s=1 (Xspm − X̄·pm ) − BV[Xspm ]
Ŝm = 1 − 1
PP 1 PSp  
2
P p=1 S p=1 (Xspm − X̄··m ) − BV[Xspm ]

where X̄·pm is the mean of metric m for player p over all seasons, X̄··m is the total mean over
all player-seasons, and Sp is the number of seasons played by player p.
All independence meta-metrics are defined as a function of the latent correlation matrix C
from the copula model presented in Equation 6. To estimate C, we use the semi-parametric
rank-likelihood approach developed by Hoff (2007). This method is appealing because we
eschew the need to directly estimate the marginal density of the metrics, Fm . We fit the
model using the R package sbgcop (Hoff, 2012). Using this software, we can model the
dependencies for both continous and discrete valued metrics with missing values.
In Section 4, we use ImM to generate “independence curves” for different metrics as a
function of the number of statistics in the conditioning set, M. To create these curves, we
use a greedy approach: for each metric m we first estimate the independence score ImM

10
(Equation 8) conditional on the full set of available metrics M, and then iteratively remove
metrics that lead to the largest increase in independence score (See Algorithm 1).

Algorithm 1 Create independence curves for metric m


1: ICm ← Vector(|M|)
2: M∗ ← M
3: for i = |M| to 1 do
4: Imax ← 0
5: mmax ← NA
6: for m̃ ∈ M∗ do
7: G ← M∗ \ {m̃}
8: if ImG > Imax then
9: Imax ← ImG
10: mmax ← m̃
11: end if
12: end for
13: M∗ ← M∗ \ mmax
14: ICm [i] ← ImM∗
15: end for
16: return ICm

4 Results
To demonstrate the utility of our meta-metrics, we analyze metrics from both basketball
(NBA) and hockey (NHL), including both traditional and “advanced” (model-derived) met-
rics. We gathered data on 70 NBA metrics from all players and seasons from the year 2000
onwards (Sports Reference LLC, 2016a). We also gather 40 NHL metrics recorded from the
year 2000 onwards (Sports Reference LLC, 2016b). Where appropriate, we normalized met-
rics by minutes played or possessions played to ameliorate the impact of anomalous events
in our data range, such as injuries and work stoppages; this approach sacrifices no general-
ity, since minutes/possessions can also be treated as metrics. In the appendix we provide a
glossary of all of the metrics evaluated in this paper.

11
4.1 Analysis of NBA Metrics

In Figure 2 we plot the stability and discrimination meta-metrics for many of the NBA
metrics available on basketball-reference.com. For basic box score statistics, discrimi-
nation and stability scores match intuition. Metrics like rebounds, blocks and assists, which
are strong indicators of player position, are highly discriminative and stable because of the
relatively large between player variance. As another example, free throw percentage is a
relatively non-discriminative statistic within-season but very stable over time. This makes
sense because free throw shooting requires little athleticism (e.g., does not change with age
or health) and is isolated from larger team strategy and personnel (e.g., teammates do not
have an effect on a player’s free throw ability).
Our results also highlight the distinction between pure rate statistics (e.g., per-game or
per-minute metrics) and those that incorporate total playing time. Metrics based on total
minutes played are highly discriminative but less stable, whereas per-minute or per-game
metrics are less discriminative but more stable. One reason for this is that injuries affect
total minutes or games played in a season, but generally have less effect on per-game or per-
minute metrics. This is an important observation when comparing the most reliable metrics
since it is more meaningful to compare metrics of a similar type (rate-based vs total).
WS/48, ORtg, DRtg and BPM metrics are rate-based metrics whereas WS and VORP
based metrics incorporate total minutes played (Sports Reference LLC, 2016a). WS and
VORP are more reliable than the rate based statistics primarily because MP significantly
increases their reliability, not because there is stronger signal about player ability. Rate based
metrics are more relevant for estimating player skill whereas total metrics are more relevant
for identifying overall end of season contributions (e.g. for deciding the MVP). Since these
classes of metrics serve different purposes, in general they should not be compared directly.
Our results show moderately improved stability and discriminative power of the BPM-based
metrics over other rate-based metrics like WS/48, ORTg and DRtg. Similarly, we can see
that for the omnibus metrics which incorporate total minutes played, VORP is more reliable
in both dimensions than total WS.

12
Perhaps the most striking result is the unreliability of empirical three point percentage. It
is both the least stable and least discriminative of the metrics that we evaluate. Amazingly,
over 50% of the variation in three point percentage between players in a given season is
due to chance. This is likely because differences between shooters’ true three point shooting
percentage tend to be very small, and as such, chance variation tends to be the dominant
source of variation. Moreover, contextual variation like a team’s ability to create open shots
for a player affect the stability of three point percentage.
Finally, we use independence meta-metrics to explore the dependencies between available
NBA metrics. In Figure 3 we plot the independence curves described in Section 3. Of
the metrics that we examine, steals (STL) appear to provide some of the most unique
ST L
information. This is evidenced by the fact that the IM ≈ 0.40 , meaning that only 60% of
the variation in steals across player-seasons is explainable by the other 69 metrics. Moreover,
the independence score estimate increases quickly as we reduce the size of the conditioning
set, which highlights the relative lack of metrics that measure skills that correlate with steals.
While the independence curves for defensive metrics are concave, the independence curves
for the omnibus metrics measuring overall skill are roughly linear. Because the omnibus
metrics are typically functions of many of the other metrics, they are partially correlated
with many of the metrics in the conditioning set.
Not surprisingly, there is a significant amount of redundancy across available metrics.
Principal component analysis (PCA) on the full correlation matrix C suggests that we can
explain over 75% of the dependencies in the data using only the first 15 out of 65 prin-
cipal components, i.e., F15 ≈ 0.75. Meanwhile, PCA of the sub-matrix CMo ,Mo where
Mo = {WS, VORP, PER, BPM, PTS} yields F1 = 0.75, that is, the first component ex-
plains 75% of the variation in these five metrics. This means that much of the informa-
tion in these 5 metrics can be compressed into a single metric that reflects the same la-
tent attributes of player skill. In contrast, for the defensive metrics presented in Figure 3,
Md = {DBPM, STL, BLK, DWS, DRtg}, PCA indicated that the first component explains
only 51% of the variation. Adding a second principal component increases the total variance

13
Metric Reliabilities

1.0
FT%
STL% TRB%
BLK%
0.9 ORB%
DRB%
AST%
FG%
TOV% 3PAr
PF DBPM
0.8

PTS
TS% PER FTA FGA
USG%
WS/48 BPM
0.7

ORtg OBPM
Stability

3P% EB
VORP
0.6

OWS MPG
WS
DRtg DWS
0.5
0.4

MP
0.3

3P%

0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

Discrimination

Figure 2: Discrimination and stability score estimates for an ensemble of metrics and box
score statistics in the NBA. Raw three point percentage is the least discriminative and stable
of the metrics we study; empirical Bayes estimates of three point ability (“3P% EB”, Section
5) improve both stability and discrimination . Metrics like rebounds, blocks and assists are
strong indicators of player position and for this reason are highly discriminative and stable.
Per-minute or per-game statistics are generally more stable but less discriminative.

explained to 73%. In Figure 10 we plot the cumulative variance explained, Fk as a function


of the number of components k for all metrics M and the subsets Mo and Md .

14
Figure 3: Independence score estimates as a function of the size of the conditioning set,
for overall skill metrics (left) and defensive metrics (right). The curves look more linear for
the overall skill metrics, which suggest that they reflect information contained in nearly all
existing metrics. The first principal component from the five-by-five sub-correlation matrix
consisting of the overall skill metrics, explains 73% of the variation. Defensive metrics have
independence curves that are more concave. This highlights the fact that defensive metrics
are correlated with a smaller set of metrics. The first principal component from the five-by-
five sub-correlation matrix consisting of these defensive metrics, explains only 51% of the
variation and the second explains only 73%.

15
4.2 Analysis of NHL Metrics

NHL analytics is a much younger field than NBA analytics, and as a consequence there are
fewer available metrics to analyze. In Figure 4a we plot the estimated discrimination and
stability scores for many of the hockey metrics available on hockey-reference.com. Again,
we find that metrics like hits (HIT), blocks (BLK) and shots (S) which are strong indicators
for player type are the most discriminative and stable because of the large between-player
variance.
Our results can be used to inform several debates in the NHL analytics community. For
example, our results highlight the low discrimination of plus-minus (“+/-”) in hockey, which
can be explained by the relative paucity of goals scored per game. For this reason, NHL
analysts typically focus more on shot attempts (including shots on goal, missed shots and
blocked shots). In this context, it is often debated whether it is better to use Corsi- or
Fenwick-based statistics (Peterson, 2014). Fenwick-based statistics incorporate shots and
misses whereas Corsi-based statistics additionally incorporate blocked shots. Our results
indicate that with the addition of blocks, Corsi metrics (e.g. “CF% rel” and “CF%”) are
both more reliable and stable than the Fenwick metrics.
In Figure 4b we plot the estimated independence scores as a function of the number of
statistics in the conditional set for five different metrics. Like steals in the NBA, we found
that takeaways (TK) provide the most unique information relative to the other 39 metrics.
TK
Here, IM = 0.73, meaning that all other metrics together only explain 27% of the total
variance in takeaways, which is consistent with the dearth of defensive metrics in the NHL.
dZS% is an example of a metric that is highly correlated with only one other metric in the
set of metrics we study, but poorly predicted by the others. This metric is almost perfectly
dZS
predicted by its counterpart oZS% and hence IM ≈ 0 when oZS% ∈ M and significantly
larger otherwise. This is clear from the large uptick in the independence score of dZS% after
removing oZS% from M.
Once again, the analysis of the dependencies among metrics reveals significant redun-
dancy in information across NHL metrics. We can explain over 90% of the variation in the

16
data using only 15 out of 40 principal components, that is F15 = 0.90 (Figure 11). Figure 5
illustrates a hierarchical clustering of these metrics based on these dependencies.

1.0
Metric Reliabilities (NHL)

EV
S% PIM BLK
G GC S HIT
GW PTS
A TSA
0.8

TK
ATOI
oiSV% oiSH% GVTGF
PDO OPS
PP
CF% rel DPS
0.6

PS
FF% rel
+/−
Stability

TGA C60CF%
FF%
0.4

TOI

SH
0.2

FO%
0.0

0.0 0.2 0.4 0.6 0.8 1.0

Discrimination

(a) (b)

Figure 4: Left) Discrimination and stability scores for many NHL metrics. Corsi-based
statistics are slightly more reliable than Fenwick statistics. Plus/minus is non-discriminative
in hockey because of the paucity of goals scored in a typical game. Right). Fraction of
variance explained (R-squared) for each metric by a set of other metrics in our sample. Only
27% of the total variance in takeways (TK) is explained by all other NHL metrics.

5 Constructing Novel Metrics


In addition to providing useful benchmarks on the quality of different metrics, the meta-
metrics can motivate the design of new and improved metrics or be used to justify the
superiority of new metrics over traditional ones. Here we provide two examples in which
novel metrics improve upon existing metrics in at least one of the meta-metrics. In the first
example, we use a hierarchical model to shrink empirical estimates of three point ability
in basketball. We demonstrate that this model-based estimate is both more stable and
discriminative than the simple percentage metric. In the second example, we propose a

17
Figure 5: Hierarchical clustering of NHL metrics based on the correlation matrix, C. Clus-
tered metrics have larger absolute correlations but can be positively or negatively associated.
The metrics that have large loadings on the two different principal component (Figure 8)
are highlighted in red and blue.

18
method for creating a set of new metrics that are all mutually independent.

5.1 Shrinkage Estimators

Model-based adjustments of common box score statistics can reduce sampling variability and
thus lead to improvements in discrimination and stability. In Section 4.1, we showed how
three point percentage was one of the least discriminative and stable metrics in basketball
and thus an improved estimator of three point making ability is warranted. We define three
point ability using the notation introduced in Section 2 as Esp(3P %) [X] , i.e. the expected
three point percentage for player p in season s, and propose a model-based estimate of this
quantity that is both more stable and discriminative than the observed percentage.
For this model, we assume an independent hierarchical Bernoulli model for the three
point ability of each player:

3P% zsp
Xsp =
nsp
iid
zsp ∼ Bin(nsp , πsp )
iid
πsp ∼ Beta(rp πp0 , rp (1 − πp0 ))

3P %
where Xsp is the observed three point percentage of player p in season s, πsp = Esp(3P %) [X]
is the estimand of interest, nsp is the number of attempts, πp0 = Ep(3P %) [X] is the career
average for player p, and πp0 (1−πp0 )/rp is the variance in πsp over time. We use the R package
gbp for empirical Bayes inference of πsp and rp , which controls the amount of shrinkage (Kelly
and Morris, 2014). In Figure 2 we plot the original and shrunken estimates for LeBron James’
three point ability over his career.
We can compute discrimination and stability estimates for the estimated three point
ability derived from this model using the same approach outlined in Section 3. Although the
empirical Bayes’ procedure yields probability intervals for all estimates, we can still compute
the frequentist variability using the bootstrap (e.g. see Efron (2015)). In Figure 2 we
highlight the comparison between observed three point percentage and the empirical Bayes
estimate in red. Observed three point percentage is an unbiased estimate of three point

19
ability but is highly unreliable. The Bayes estimate is biased for all players, but theory
suggests that the estimates have lower mean squared error due to a reduction in variance
(Efron and Morris, 1975). The improved stability and discrimination of the empirical Bayes
estimate is consistent with this fact.

5.2 Principal Component Metrics

The dependency model proposed in Section 2.3 provides a natural way to derive new metrics
that describe orthogonal aspects of player ability. In particular, the eigendecomposition of
the latent correlation matrix, C, (Equation 6) can be used to develop a (smaller) set of
new metrics, which, by construction, are mutually independent and explain much of the
variation in the original set. If the latent normal variables Z defined in Equation 6 were
known, then we could compute the principle components of this matrix to derive a new set of
orthogonal metrics. The principle components are defined as W = ZU where U is the matrix
of eigenvectors of C. Then, by definition, W ∼ MVN(0, I) and thus Wk ⊥
⊥ Wj ∀ k 6= j.
For the independence score defined in Section 2.3, this means that Ik,MW
−k
= 1 for all k,
where MW
−k is the set of all metrics Wj , j 6= k. We estimate Z by normalizing X, that is

Ẑspm = Φ−1 (F̂m (Xspm )) where F̂m is the empirical CDF of Xm . Our estimate of the principle
components of the latent matrix Z is then simply Ŵsp = Ẑsp U .
We present results based on these new PCA-based metrics for both NBA and NHL statis-
tics. In Figure 7 we list three PCA-based metrics for the NBA and the corresponding original
NBA metrics which load most heavily onto them. We also rank the top ten players across
seasons according to Ŵsp and visualize the scores for each of these three PCA-based metrics
for four different players in the 2014-2015 season. Here, the fact that LeBron James ranks
highly in each of these three independent metrics is indicative of his versatility. Although the
meaning of these metrics can be harder to determine, they can provide a useful aggregation
of high-dimensional measurements of player skill that facilitate fairer comparisons of players.
In Figure 8 we provide two PCA-based metrics for NHL statistics. We again list the
metrics that have the highest loadings on two principal component along with the top ten

20
LeBron James three point percentage
● Shrunken estimate
● Empiricial percentage ● ●● ●●
● ● ●● ● ● ●
Career average
rep(4, length(y))

Number of attempts
Posterior sd

● ●● ●
● ●●● ● ●

0.30 0.35 0.40 0.45

95 % Intervaly
0.50

0.45



0.40
− − − − − −
− −
3P%

0.35
− ●

− ●



● ●

● ● ● ●
● ●

− −




− −

− − − −
0.30 − − −

0.25
2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

Season

Figure 6: Three point percentages for LeBron James by season, and shrunken estimates
using the empirical Bayes model proposed by Kelly and Morris (2014). Shrinking three
point percentage to a player’s career average improves stability and discrimination.

21
LeBron James Stephen Curry DeAndre Jordan Kirk Hinrich

“Shooters, Assisters” (PC2) “High Usage” (PC3)


“Efficient Shooters” (PC1)
OBPM, 3PA, AST%, USG, 2PA, FGA, Lost-
FG%, PER, WS, %FG Ball, FTA, SfDrawn,
%FGA 3P, Avg Shot
2P, 2P%, BPM, TS% PTS, And1
Dist, PGA
Rank Player Year Rank Player Year
Rank Player Year
1 Dwight Howard 2010 1 Allen Iverson 2006
1 Stephen Curry 2014
2 Dwight Howard 2009 2 Cory Higgins 2011
2 Stephen Curry 2013
3 Dwight Howard 2008 3 Kobe Bryant 2014
3 Steve Nash 2006
4 Shaquille O’Neal 2000 4 Allen Iverson 2003
4 Chris Paul 2014
5 Shaquille O’Neal 2004 5 Russell Westbrook 2014
5 Steve Nash 2008
6 Dwight Howard 2007 6 Tony Wroten 2013
6 Chris Paul 2007
7 DeAndre Jordan 2014 7 Tony Wroten 2014
7 Damon Jones 2004
8 Amar’e Stoudemire 2007 8 Allen Iverson 2004
8 Steve Nash 2009
9 Shaquille O’Neal 2003 9 Jermaine O’Neal 2004
9 Stephen Curry 2012
10 Tim Duncan 2006 10 Allen Iverson 2005
10 LeBron James 2009

Figure 7: First three principal components of C. The tables indicate the metrics that pre-
dominantly load on the components. Each component generally corresponds to interpretable
aspects of player style and ability. The table includes the highest ranking players across all
seasons for each component. The top row depicts principal component score for four play-
ers players in the 2014-2015 season. LeBron James ranks highly among all 3 independent
components.

22
players (in any season) by component. The first principal component largely reflects variation
in offensive skill and easily picks up many of the offensive greats, including Ovechkin and
Crosby. For comparison, we include another component, which corresponds to valuable
defensive players who make little offensive contribution. This component loads positively on
defensive point shares (DPS) and blocks (BLK), but negatively on shots and goals (S, G).

“Offensive skill” “Valuable defenders ”


PTS, OPS, GC, PS, ATOI, DPS, BLK,
TGF, G, A, EV, -S, -TSA, -G, -FA, -
PGF, TSA CF
Rank Player Year Rank Player Year
1 Alex Ovechkin 2010 1 Nicklas Lidstrom 2008
2 Sidney Crosby 2009 2 Ryan Suter 2014
3 Alexander Semin 2008 3 Toby Enstrom 2009
4 Daniel Sedin 2000 4 Josh Gorges 2012
5 Evgeni Malkin 2011 5 Toni Lydman 2011
6 Daniel Sedin 2010 6 Toby Enstrom 2008
7 Alex Ovechkin 2007 7 Chris Progner 2010
8 Alex Ovechkin 2008 8 Paul Martin 2008
9 Sidney Crosby 2012 9 Niclas Havelid 2008
10 Marian Hossa 2008 10 Andy Greene 2015

Figure 8: Player rankings based on two principal components. The first PC is associated
with offensive ability. The fact that this is the first component implies that a disproportion-
ate fraction of the currently available hockey metrics measure aspects of offensive ability.
The other included component reflects valuable defensive players (large positive loadings for
defensive point shares and blocks) but players that make few offensive contributions (nega-
tive loadings for goals and shots attempted). The metrics that load onto these components
are highlighted in the dendrogram of NHL metrics (Figure 5).

6 Discussion
Uncertainty quantification, a hallmark of statistical sciences, has so far been under-appreciated
in sports analytics. Our work demonstrates the importance of understanding sources of vari-

23
ation and provides a method to quantify how different metrics reflect this variation. Specif-
ically, we explore three different “meta-metrics” for evaluating the reliability of metrics in
any sport: discrimination, stability and independence. Our results show that we can use
meta-metrics to characterize the most discriminative and stable summaries amongst a set
of omnibus metrics (like win shares, BPM and PER for the NBA), which can in turn help
decision-makers identify the metrics that are most relevant for a given task. Meta-metrics
can also be used as a benchmark for evaluating the improvement of new estimators. For
instance, in the case of three point percentage, we demonstrate that an estimate based on a
simple hierarchical model can improve the stability and discrimination of standard boxscore
statistics.
In this paper, we focused on reliability and dependence of metrics for all players in the
league but the meta-metrics can easily be recalculated for relevant subsets of players. This is
important because, as shown, in this context the most reliable metrics are often the metrics
which distinguish between player types (e.g., blocks and rebounds in basketball). This
may be irrelevant when making decisions involving a specific group of players (e.g., which
NBA center to acquire). When using metrics to evaluate players of a certain type, we should
compute the meta-metrics conditional on this player type. For instance, there is less variation
in the number of blocks and rebounds by NBA centers, and as such, these metrics are less
discriminative and stable than they are for the league as a whole. Moreover, the dependence
between blocks and rebounds is largely driven by height, and thus the conditional dependence
between blocks and rebounds given height is much smaller. Thus, it is important that the
meta-metrics are always interpreted in the context of the appropriate group of players. In
light of this point, it is notable that the meta-metrics that we present in this paper are stated
in terms of expectations and variances, so that estimation of conditional meta-metrics simply
requires replacing marginal expectations and variances with their conditional counterparts.
Another important consideration is that our meta-metrics only measure the internal
quality of a metric. The meta-metrics are not designed to provide any information about how
relevant the metrics are for the sport of interest. For instance, although we identified Corsi-

24
based metrics as more discriminative and stable than the related Fenwick-based metrics, it
is still possible that Fenwick metrics are more predictive of team performance. As a more
extreme example, an athlete’s birthplace zip code would be perfectly discriminative, stable
and independent from all other metrics, but is clearly irrelevant for determining a player’s
value to the team. This suggests that in practice coaches and analysts should consider a
fourth meta-metric: “relevance”. Relevance could simply be a qualitative description of the
metric’s meaning or it could a quantitative summary of the causal or predictive relationship
between the metric and an outcome of interest, like wins or revenue generated. Nevertheless,
the methods presented here provide a useful characterization of the reliability of existing
metrics. We believe that future iterations of the meta-metrics outlined in this paper can
become a standard analytical tool that will improve the decisions made and information
gleaned from new and old metrics alike.

25
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28
Appendix

Figure 9: Hierarchical clustering of NBA metrics based on the correlation matrix, C. Clus-
tered metrics have larger absolute correlations (e.g. can be positively or negatively related)
Dependencies between NBA Metrics

BLK
%FGA Dunks
ORB
DRB
TRB
Avg Shot Dist
%FGA 0−3
%FGA 2P
3PA
3PAr
%FGA 3P
FG%
2P%
%FG 2P
%FG 0−3
OBPM
OWS
WS
BPM
VORP
TS%
ORtg
PER
WS/48
%3PA − Corner
3P%
%FG 3P
OnCourt
On−Off
%FGA 10−16
%FG 3−10
%FG 10−16
%FG 16<3
TOV%
TOV − LostBall
Made Dunks
%Ast'd 3P
PF − Blocking
3P% − Corner
PF − Take
STL
DWS
Blkd
And1
FTA
SfDrawn
2PA
PTS
FGA
USG%
FT%
%FGA 16<3
FTr
%FGA 3−10
TOV − Other
PF − Offensive
DBPM
DRtg
PF
PF − Shooting
%Ast'd 2P
TOV − BadPass
AST
PGA

29
All NBA Metrics Omnibus NBA Metrics Defensive NBA Metrics

1.0

1.0

1.0
Variance Explained

Variance Explained

Variance Explained
0.8

0.8

0.8
0.6

0.6

0.6
0.4

0.4

0.4
0.2

0.2

0.2
0.0

0.0

0.0
0 10 20 30 40 50 60 70 1 2 3 4 5 1 2 3 4 5

Number of Components Number of Components Number of Components

Figure 10: Total variance explained, Fk vs number of principal components used. When
evaluating the dependencies among all 70 metrics, we can explain over 75% of the total
variability using only 15 components. For a subset of five omnibus metrics, the first PC
explains 73% of the variation, indicating a high level of redundancy. For a set of five defensive
metrics, the first component explains 50% of the variance.

All NHL Metrics


1.0
0.8
Independence
0.6
0.4
0.2
0.0

0 10 20 30 40
Number of Included Metrics

Figure 11: Total variance explained, Fk by number of principal components for 40 NHL
metrics. We can explain over 90% of the total variability using only 15 components.

30
Proof of 0 ≤ Sm ≤ 1
We calculate stability for metric m (4) as

Em [Vpm [X] − Vspm [X]]


Sm = 1 − . (9)
Vm [X] − Em [Vspm [X]]

To show 0 ≤ Sm ≤ 1, it suffices to show both

(A) Em [Vpm [X] − Vspm [X]] ≥ 0

(B) Vm [X] − Em [Vspm [X]] − Em [Vpm [X] − Vspm [X]] ≥ 0.

To verify (A), we can write

Em [Vpm [X] − Vspm [X]] = Em [Vpm [Espm [X]] + Epm [Vspm [X]] − Vspm [X]]

= Em [Vpm [Espm [X]]] + Em [Epm [Vspm [X]]] − Em [Vspm [X]]

= Em [Vpm [Espm [X]]]

≥ 0.

To check (B), note that

Vm [X] − Em [Vspm [X]] − Em [Vpm [X] − Vspm [X]] = Vm [X] − Em [Vpm [X]]

= Vm [Epm [X]]

≥ 0.

31
Glossary of Metrics

Table 1: Glossary of NBA metrics used. All stats are per 36 minutes unless otherwise noted.
See (Sports Reference LLC, 2016a) for more detail.
Metric Description
MP Minutes played
FGA Field goal attempts
FG% Field goal percentage
3PA 3 point attempts
3P% 3 point percentage
2PA 2 point attempts
2P% 2 point percentage
FTA Free throw attempts
FT% Free throw percentage
PF Personal fouls
PTS Points
PER Personal efficiency rating
TS% True shooting percentage
3PAr Three point attempt rate
FTr Free throw attempt rate
ORB Offensive rebounds
DRB Defensive rebounds
TRB Total rebounds
AST Assists
STL Steals
BLK Blocks
TOV% Turnover percentage (per possession)
USG% Usage per
OWS Offensive win shares
DWS Defensive win shares
WS Win shares
WS/48 Win shares per 48 minutes
OBPM Offensive box plus minus
DBPM Defensive box plus minus
BPM Box plus minus
VORP Value over replacement
ORtg Offensive rating
DRtg Defensive rating
Avg Shot Dist Average shot distance

32
Table 2: NBA Glossary cont.

Metric Description
%FGA 2P percentage of field goal attempts that are 2 pointers
%FGA 0-3 percentage of field goal attempts within 0-3 feet
%FGA 3-10 percentage of field goal attempts within 3-10 feet
%FGA 10-16 percentage of field goal attempts within 10-16 feet
%FGA 16<3 percentage of field goal attempts between 16 feet and the 3 point line
%FGA 3P percentage of field goal attempts that are 3 pointers
%FG 2P percentage of made field goals that are 2 pointers
%FG 0-3 percentage of made field goals within 0-3 feet
%FG 3-10 percentage of made field goals within 3-10 feet
%FG 10-16 percentage of made field goals within 10-16 feet
%FG 16<3 percentage of made field goals between 16 feet and the 3 point line
%FG 3P percentage of made field goals that are 3 pointers
%Ast’d 2P percentage of made 2 point field goals that are assisted
%FGA Dunks percentage of field goal attempts that are dunks
Made Dunks made dunks (per 36 MP)
%Ast’d 3P percentage of made 3 point field goals that are assisted
%3PA - Corner percentage of 3 point field goal attempts taken from the corner
3P% - Corner 3 point field goal percentage from the corner
OnCourt plus/minus per 100 possessions
On-Off plus/minus net per 100 possession
TOV - BadPass turnovers from bad passes
TOV - LostBall turnovers due to lost ball
TOV - Other all other turnovers (traveling, out of bounds, etc)
PF - Shooting shooting fouls committed
PF - Blocking blocking fouls committed
PF - Offensive offensive fouls committed
PF - Take take fouls committed
PGA points generated by assists
SfDrawn shooting fouls drawn
And1 shots made on fouls drawn
Blkd field goal attempts that are blocked

33
Table 3: Glossary of hockey metrics used. All metrics are normalized by total time on ice
(TOI) unless otherwise noted.

metric description
G goals
A assists
PTS points
± plus / minus
PIM penalties in minutes
EV even strength goals
PP power play goals
SH short handed goals
GW game winning goals
S shots on goal
S% shooting percentage
TSA total shots attempted
TOI time on ice
FO% face off win percentage
HIT hits at even strength
BLK blocks at even strength
TK takeways
GV giveaways
GC goals created
TGF total goals for (while player was on the ice)
PGF power player goals for (while player was on the ice)
TGA total goals against (while player was on the ice)
PGA power player goals against (while player was on the ice)
OPS offensive point shares
DPS defensive point shares
PS total point shares
CF Corsi for (on ice shots+blocks+misses)
CA Corsi against (on ice shots+blocks+misses)
CF% Corsi for percentage: CF / (CF + CA)
CF% rel Relative Corsi for (on ice CF% - off ice CF%)
FF Fenwick for (shots+blocks+misses)
FA Fenwick against (shots+blocks+misses)
FF% Fenwick for percentage: FF / (FF + FA)
FF% rel Relative Fenwick for (on ice FF% - off ice FF%)
oiSH% Team on ice shooting percentage while player on the ice
oiSV% Team on ice save percentage while player on the ice
PDO Shooting percentage plus save percentage
oZS% percentage of offensive zone starts while on the ice
dZS% percentage of defensive zone starts while on the ice

34

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