Thursday, November 19, 2015

Robustness Check

The Warriors are 13-0. Normally, I would ecstatic but it revealed a big problem in my model.  My model now says the Warriors have a 0 percent chance of repeating their performance from last year, no matter your prior beliefs. Some people would say that Steph Curry is the ultimate heat check, but in this case he is the robustness check (I know, that was extremely lame... I'm just gonna own it).

The only team in my data set to start 13-0 was the 2002 Mavericks. They then went a "disappointing" 47 and 22 after the hot start. The reason I call it disappointing is that it is decidedly middle of the pack for teams that won 12 of their first 13.  Here is the final record of all teams that won 12 of their 13 games between 1996 and 2014.

season*teamwinslosses
01996Bulls6913
12008Lakers6517
22013Spurs6220
31997Lakers6121
42010Spurs6121
52002Mavericks6022
62001Lakers5824
71996Rockets5725
82013Pacers5626
92006Jazz5131


Using the Bayesian formulation of model, the probability of winning at least 67 game given 13-0 start is 0, but the probability of doing so given a 12-1 start is greater than 0. This seems pretty flawed to me; winning the extra game shouldn't hurt the probability winning a lot of games.  This result is driven by the fact that 2002 Mavs are the only 13-0 team, and they only made it 60 wins. 

Damn. My model is overfit. Honestly, it's not too surprising. What I published was a first cut. I didn't do any cross-validation. Importantly, I just used counts of raw data, rather than fitting distributions to the results. I can't fix it tonight, but you can expect some updates soon. 

*Note, all seasons are demarked by the year the season began. The 2010 Spurs played in 2010 and 2011.

1 comment:

  1. There are plenty of approaches for dealing with this sort of model fragility for likelihoods inferred from data. See, for example, this; https://stat.duke.edu/~jwm40/publications/C-posterior.pdf
    or this; http://www.sciencedirect.com/science/article/pii/S0378375807001899

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