Quote:
Originally Posted by Ether
You stated earlier that "the parameter standard errors, i.e., the error estimate around the OPR parameter itself for each team [is] a primary output of any statistical software package."
From this and other prior statements, I had the very strong impression you were seeking a separate error estimate for each team's OPR.
Such estimates would certainly not be virtually identical for every team!
It would be very helpful if you would please provide more information about statistical software packages you know that provide "parameter standard errors".
I couldn't find any that could provide such estimates for the multiple-regression model we are talking about for OPR computation using FRC-provided match score data. I suspect that's because it's simply not possible to get such estimates for that model and data.
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I think one solution is to use a fixed-effects model that includes a separate variable for each team and the SE for each team will show up there. To be honest, issues like that for FE models is getting beyond my econometric experience. Maybe someone else could research that and cheick. FE models (as well as random effects models) have become quite popular in the last decade.