Reference library: Variance and regression
Eric T.
November 14 2012 04:50PM
This article is part of the NHL Numbers reference library, which seeks to collect articles from around the web that have contributed to our understanding of the game.
This page is devoted to articles that look at the role of variance and regression in hockey. This will include looking at how much variance a given statistic has and whether it reflects a true talent, how actual performances compare to random chance models, etc.
We need your help to keep the library complete and up to date -- contact me on Twitter (@BSH_EricT) or via email (bsh.erict -at- gmail) with suggestions of articles you think we should consider adding.
Return to the library main index.
| Title - Individual Stats |
Author | Date | Site | Description |
|---|---|---|---|---|
| Shooting percentage vs shot rate: Sidney Crosby edition | Jonathan Willis | 11/18/2009 | Backhand Shelf | Variance of individual sh%, points, and shooting percentage |
| Points v. Scoring |
mc79hockey | 11/27/2009 | Battle of Alberta | Calculating IPP, showing that it regresses heavily |
| Fooled by randomness: Goaltender save percentage | Hawerchuk | 4/20/2010 | Arctic Ice Hockey | Probability that an average goalie has a high sv% over given # of shots |
| Goaltender talent | Hawerchuk | 9/16/2010 | Arctic Ice Hockey | How much of differences between goalies come from luck or skill? |
| Why future performance, not consistency, matters | Neil Greenberg | 2/2/2011 | Russian Machine Never Breaks | Alex Semin is no streakier than a random sim |
| Does hockey math work? | Derek Zona | 5/26/2011 | Copper & Blue | A look back at how some predictions based on regression fared |
| Sample size war: Goals part I (forwards) | SnarkSD | 6/17/2011 | Arctic Ice Hockey | Method for establishing how confident we should be in a stat after n games |
| On-ice shooting percentage as a player talent | Hawerchuk | 10/10/2011 | Arctic Ice Hockey | Even multi-year on-ice sh% totals regress heavily |
| SSW: With so much luck, when are stats useful? | SnarkSD | 10/29/2011 | Arctic Ice Hockey | How many games it takes to have confidence in various boxcars |
| The impact of luck on prospects | Derek Zona | 11/19/2011 | Copper & Blue | How a random streak can propel or crush a prospect's career |
| Is there streakiness in even-strength shooting percentage? | Hawerchuk | 11/30/2011 | Arctic Ice Hockey | Individual sh% closely matches sim, but with noticeably fatter tails |
| The myth of the hot goalie: Consistent goaltenders vs. inconsistent goaltenders | Eric T. | 5/11/2012 | NHL Numbers | Goalie streakiness very closely matches a random chance model |
| Expectation vs. reality: A look at an inaccurate label Patrick Marleau has carried his entire career | SnarkSD | 7/10/2012 | Fear the Fin | Marleau is no streakier than Pavelski or Poisson |
| Title - Team performance |
Author | Date | Site | Description |
|---|---|---|---|---|
| Wish I believed like they do, pt. 1 | Tyler Dellow | 10/30/2008 | mc79hockey | Past PP sh% does not predict future PP sh% |
| Possession is everything | Vic Ferrari | 5/4/2009 | Irreverent Oiler Fans | Scoring chance totals drift toward highly repeatable Corsi in long run |
| Real effects and team shooting percentage at even strength | Vic Ferrari | 6/8/2009 | Irreverent Oiler Fans | Repeatability for EV shot rate, sh%, and sv% |
| The 'shot quality' fantasy | Vic Ferrari | 7/24/2009 | Irreverent Oiler Fans | Goalie year-over-year change almost exactly matches random model |
| How much do shot totals and shooting percentage vary over a season? | Jonathan Willis | 10/15/2009 | Backhand Shelf | Variance of team sh%, sv%, and shot totals over 5-game segments |
| The repeatability of special teams performance | JLikens | 4/27/2010 | Objective NHL | Repeatability for PP and PK shot rate, sh%/sv%, and penalty drawing |
| Luck in the NHL standings | Hawerchuk | 11/22/2010 | Arctic Ice Hockey | Simple coinflip model suggests 38% of spread in team points is from luck |
| Even strength outshooting and team quality | JLikens | 1/26/2011 | Objective NHL | EV tied shot differential accounts for 65% of non-luck goal differential |
| How to tell the difference between a worn-out penny and a punk student | Eric T. | 2/23/2011 | Broad Street Hockey | The role of variance, and why people underestimate it |
| The luck involved in scoring | ThrashersRecaps | 4/6/2011 | Arctic Ice Hockey | Counting how many goals came on plays a viewer might call lucky |
| What drives power-play success? | Hawerchuk | 4/9/2011 | Arctic Ice Hockey | Magnitude of regression for PP%, shot rate, and sh% |
| Team even strength shooting talent | JLikens | 5/29/2011 | Objective NHL | Estimated distribution of team shooting talent matches simple regression |
| How often does the best team win? | JLikens | 6/25/2011 | Objective NHL | Simulations suggest best team in league wins Cup 22% of time |
| On luck, skill and sample size in shooting percentage | JaredL | 8/19/2011 | Driving Play | Odds that a poor-shooting team outshoots a good-shooting team |
| Shot distance allowed as a team talent | Hawerchuk | 10/24/2011 | Arctic Ice Hockey | Differences between teams in location of shots against are very small |
| Luck vs shot quality in shooting percentage | Hawerchuk | 10/25/2011 | Arctic Ice Hockey | Shot location is a persistent talent, but sh% is still driven by luck |






























The Nobel committee has just struck a new award in your honour.
Damn fine work and one heck of a task you are accomplishing here. I wish I was intelligent enough to grasp half of these articles, let alone apply one.
@RexLibris
No doubt, this section has some of the most complex math behind it. It's also some really important stuff, though; I'll think about whether I could put together a review article that simplified some of the findings.
Don't try to impose psychology on the randomness.
Great quote Eric.