Doctor MJ wrote:Hmm I basically take it as a given that in anything technical here you're at least as knowledgeable as me, so I'm not sure why I'm talking past you here. Perhaps I'm just not using the standard vocabulary?
Oh, I fully understand what you want to say, the issue is that it seems as if you don't really understand the technical aspect here. There is a mathematical theorem which states: There is always a lambda for which the MSE of the ridge regression is smaller than the MSE of the OLS.
That is PROVEN! There is no discussion about it. We have a ill-posed problem and thus it is a given that ridge regression will produce a better result. There is NOTHING in the math which would indicate that in "some" cases the OLS would produce better results. AND we can ONLY take the WHOLE set of coefficients and NOT pick randomly some. It makes ZERO sense to select a few values from APM over the RAPM values only because you FEEL they are more accurate. In fact if we calculate the "standard error" for RAPM (which makes not much sense due to the introduced bias, but whatever) via bootstrap, we will see a value of in average 2.5 after half a season of data, a value of about 2 after 2/3 of a season and a value of about 1.5 after a full season played. Check out the average SE for 2yr APM and you will realise how much better ridge regression really is. After TWO full seasons played the SE for the players with the lowest SE is at about 2.3. In average we are ending up with about 3 as the SE for a dataset consisting of two full seasons. That is something we can see for RAPM after 25 to 30 games played. What else do you want to have? We have the theoretical aspect, the proven math, we have the results in out-of-sample tests, retrodiction and the results of the SE.
Doctor MJ wrote:When I say "granular dominance", as in Method A dominating Method B I'm talking about the confidence that no matter what bit of data we have, there is never a time where Method B outperforms Method A. Meaning there cannot possibly be even one player whose APM is more accurate than his RAPM. I just don't know how you can possibly see this as "proved". You know there is error in RAPM unlike something like eFG. Doesn't that error have to mean that with any competing analysis that has error overlap there is the possibility that in that case the other metric performed more accurately?
Honestly, your point makes no sense at all, because we don't have independent results for each player. The coefficients are depending on the values the other players are assigned to as well. You can either accept the whole result or not, but you can't just randomly pick out coefficients from APM and RAPM just because your feeling tells you they are somehow valid. The fact is the results of the RAPM are per se more valid than the results of APM.
Doctor MJ wrote:And again: This is not about which is the overall superior metric. I'm talking about the assumption that the on-average better metric is superior in every single granule of data.
I can imagine that using a APM value for a player instead of a RAPM value can even improve the prediction, but in average it will get worse. So, if you make an analysis in which you replace the RAPM value with the APM for a certrain player, I would be surprised, if you find many players for which the result of an out-of-sample test would be better.
Doctor MJ wrote:I certainly understand that RAPM decreases reliance on sample size, my issue is that I just don't see any basis for saying it's no longer an issue. Perhaps you could go into specifics as to what exactly made you say "Okay, now that's good enough."
For sure sample size is an issue, just not in the way it is an issue with APM. APM needs a big sample in order to not come up with insane results due to overfitting, that issue is eliminated with RAPM. Essential: While APM is trying to seperate player performances by all means, RAPM just says that if there is not enough data to seperate them, they might as well be equal in terms of value.
What we have to overcome within the sample is the normal variance of the player performances, and in average we see enough full cycles for each player within 25 games or so. A lot of players have a big game-to-game variance, some play 3 good games and 1 bad or whatever, but we hardly see players having 25 good games in a row while then 25 bad games in a row.
Doctor MJ wrote:I get the issues with APM. What I need is more confidence in RAPM. Not simply "RAPM > APM" confidence, but confidence that I can use short time spans.
I was talking about the issue with multi-year studies not about the difference of APM or RAPM here. The same problem applies to RAPM as it applies to APM. Increased sample size is adding another variance curve to the sample, as I tried to describe with short and long waves. When we have two waves overlapping, we can see amplification or reductation or even destruction of the wave pattern. No idea what is so hard to understand about that part.
Doctor MJ wrote:Well here's what I say: It's possible the resistance is based on wanting to believe that the weird values I see in RAPM (or APM for that matter) is sample-sized based because the alternative means that this data is farther from my perceptions of what the best players are and this discourages me.
Why do you want to use those values to justify your opinion about a player? Why aren't you using the lamppost to enlight you? ;)
Doctor MJ wrote:Meanwhile, I just don't see where you've ever really given the full argument for why RAPM stats are so good that they don't have some of the same issues APM does.
What? I have stated MULTIPLE times that there always exists a lambda for which the error of the ridge is smaller than the error of the OLS. That is mathematically proven. And that is also all you need to know about it in order to justify RAPM > APM!
Doctor MJ wrote:You explicitly state RAPM doesn't have those issues, but how am I supposed to be convinced?
By understanding the math behind it? Ridge regression in a case of an ill-posed problem like we have is per se better than OLS. Honestly, if you have any mathematical proof of the opposite, please present it. Otherwise you are just ignoring the facts here in order to justify your behaviour.