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#76
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Re: "standard error" of OPR values
hi all,
as a student going into his first year of undergrad this fall, this kind of stuff interests me. what level (or course equivalent or experience of the student) is this kind of stuff typically taught at? I have researched into interpolation, as I would like to spend some time developing spline path generation for auton modes independently, and that particular area requires a bit of knowledge in Linear Algebra, which I will begin the process of self-teaching soon enough. As for this, what would be the equivalent of interpolation:linear algebra? I don't mean to hijack the thread, but it feels like the most appropriate place to ask... |
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#77
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Re: "standard error" of OPR values
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If you are asking for individual standard error associated with each OPR value, no one ever posts them because the official FRC match data doesn't contain enough information to make a meaningful computation of those individual values. In a situation, unlike FRC OPR, where you know the variance of each observed value (either by repeated observations using the same values for the predictor variables, or if you are measuring something with an instrument of known accuracy) you can put those variances into the design matrix for each observation and compute a meaningful standard error for each of the model parameters. Or if, unlike FRC OPR, you have good reason to believe the observations are homoscedastic, you can compute the variance of the residuals and use that to back-calculate standard errors for the model parameters. If you do this for FRC data the result will be standard errors which are very nearly the same for each OPR value... which is clearly not the expected result. |
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#78
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Re: "standard error" of OPR values
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#79
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Re: "standard error" of OPR values
I think you missed my point entirely. Yes, they can be computed, but that doesn't mean they are statistically valid. They are not, because the data does not conform to the necessary assumptions. Quote:
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#80
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Re: "standard error" of OPR values
So it's not possible to perform a statistically valid calculation for standard deviation? Are there no ways to solve for it with a system that is dependent on other robots' performances?
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#81
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Re: "standard error" of OPR values
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As it turns out, I was recently asked for the average time it takes members of my branch to produce environmental support products. Because we get requests that range from a 10 mile square box on one day to seasonal variability for a whole ocean basin, the (requested) mean production time means nothing. For one class of product, the standard deviation of production times was greater than the mean. Without the scatter info, the reader would have probably assumed that we were making essentially identical widgets and that the scatter was +/- 1 or 2 in the last reported digit. |
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#82
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Re: "standard error" of OPR values
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Standard error of the model parameters is a very useful statistic in those cases where it applies. I mentioned one such situation in my previous post: Quote:
In such as case, computing standard error of the model parameters is justified, and the results are meaningful. All modern land surveying measurement adjustment apps include it in their reports. Quote:
I briefly addressed this in my previous post: Quote:
In fact, when you use the above technique for OPR you are essentially assuming that all teams are identical in their consistency of scoring, so it's not surprising that when you put that assumption into the calculation you get it back out in the results. GIGO. Posting invalid and misleading statistics is a bad idea, especially when there are better, more meaningful statistics to fill the role. For Richard and Gus: If all you are looking for is one overall ballpark number "how bad are the OPR calculations for this event" let's explore better ways to present that. |
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#83
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Re: "standard error" of OPR values
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I just discussed this problem as a major failing for engineers in general--if they are not fully comfortable in reporting a parameter, e.g., a measure of uncertainty, they often will simply ignore the parameter entirely. (I was discussing how the value of solar PV is being estimated across a dozen studies. I've seen this tendency over and over in almost 30 years of professional work.) Instead, the appropriate method ALWAYS, ALWAYS, ALWAYS is to report the uncertain or unknown parameter with some sort of estimate and all sorts of caveats. Instead what happens is that decisionmakers and stakeholders much too often accept the values given as having much greater precision than they actually have. While calculating the OPR really is of no true consequence, because we are working with high school students who are very likely to be engineers, it is imperative that they understand and use the correct method of presenting their results. So, the SEs should be reported as the best available approximation of the error term around the OPR estimates. And the caveats about the properties of the distribution can be reported with a discussion about the likely biases in the parameters due to the probability distributions. |
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#84
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Re: "standard error" of OPR values
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Let's explore alternative ways to demonstrate the shortcomings of the OPR values. Quote:
As I've suggested in my previous two posts, how about let's explore alternative, valid ways to demonstrate the shortcomings of the OPR values. One place to start might be to ask whether or not the average value of the vector of standard errors of OPRs might be meaningful, and if so, what exactly it means. |
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#85
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Re: "standard error" of OPR values
Ether
I wasn't quite sure why you dug up my original post to start this discussion. It seemed out of context with all of your other discussion about adding error estimates. That said, my request was more general, and it seems to be answered more generally by the other computational efforts that have been going on in the 2 related threads. But one point, I will say that using a fixed effects models with a separate match progression parameter (to capture the most likely source of heteroskedasticity) should lead to parameter estimates that will provide valid error terms using FRC data. But computing fixed effects models are much more complex processes. It is something that can be done in R. That one can calculate a number doesn't mean that the number is meaningful. Without a report of the error around the parameter estimates, the least squares fit is not statistically valid and the meaning cannot be interpreted. This is a fundamental principle in econometrics (and I presume in statistics in general.) |
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#86
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Re: "standard error" of OPR values
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The usefulness of the fitted model can, however, be assessed without using said statistics. Quote:
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Given [A][x]=[b], the following computation produces the same values as those packages: x = A\b;The above code clearly shows that this computation is assuming that the standard deviation is constant for all measurements (alliance scores) and thus for all teams... which we know is clearly not the case. That's one reason it produces meaningless results in the case of FRC match results data. Quote:
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#87
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Re: "standard error" of OPR values
One definition of statistical validity:
https://explorable.com/statistical-validity Statistical validity refers to whether a statistical study is able to draw conclusions that are in agreement with statistical and scientific laws. This means if a conclusion is drawn from a given data set after experimentation, it is said to be scientifically valid if the conclusion drawn from the experiment is scientific and relies on mathematical and statistical laws. Quote:
Here's a discussion for fixed effects from the SAS manual: http://www.sas.com/storefront/aux/en...48_excerpt.pdf |
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#88
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Re: "standard error" of OPR values
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Finally, if standard errors could be validly produced for each team as a measure of its consistency/reliability, that would be outstanding. Given that teams change strategy and modify robots between matches, (and this year's nonlinear scoring), it is not surprising that per-team standard error calculations are not valid. (And by the way, Ether's finding that the numbers could be calculated but did not communicate variability is at least qualitatively similar to Richard's argument concerning OPR.) This does not negate the need for a "standard error" or "probable error" of the whole data set. OPR is ultimately a measurement, and anyone using OPR to drive a decision needs to understand the accuracy. That is, does a difference of 5 points in OPR means that one team is better than the other with 10% confidence, 50% confidence, or 90% confidence? Last edited by GeeTwo : 02-07-2015 at 20:27. |
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#89
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Re: "standard error" of OPR values
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Ether and I have been having some private discussions and running some simulations on this topic. I thought I'd report the general results here. I think Ether agrees with what I say below, but I'll leave that for him to confirm or deny. ![]() Executive Summary: 1. The mean of the standard error vector for the OPR estimates is a decent approximation for the standard deviation of the team-specific OPR estimates themselves, and is a very good approximation for the mean of the standard deviations of the team-specific OPR estimates taken across all of the teams in the tournament. 2. Teams with more variability in their offensive contributions (e.g., teams that contribute a huge amount to their alliance's score by performing some high-scoring feats, but fail at doing so 1/2 the time) will have slightly more uncertainty in their OPR estimate than the mean of the standard error vector would indicate, but not by too much. 3. Teams with less variability in their offensive contributions (e.g., consistent teams that always contribute about the same amount to their alliance's score every match) will have slightly less uncertainty in their OPR estimate than the mean of the standard error vector would indicate, but not by too much. Details: I simulated match scores in the following way. 1. I computed the actual OPRs from the actual match data (in this case, from the 2014 misjo tournament as suggested by Ether). 2. I computed the sum of the squared values of the prediction residual and divided this sum by (#matches - #teams) to get an estimate of the per-match randomness that exists after the OPR prediction is performed. 3. I divided the result from step#2 above by 3 to get a per-team estimate of the variance of each team's offensive contribution. I took the square root of this to get the per-team estimate of the standard deviation of each team's offensive contribution. 4. I then simulated 1000 tournaments using the same match schedule as the 2014 misjo tournament. The simulated match scores were the sum of the 3 OPRs for the teams in that match plus 3 zero-mean, variance-1 normally distributed random numbers scaled by the 3 per-team offensive standard deviations computed in step #3. Note that at this point, each team has the same value for the per-team offensive standard deviations. 5. I then computed the OPR estimates from the match scores for each simulated tournament and computed the actual standard deviation of the 1000 OPR estimates for each team. These standard deviations were all close to 11.5 (between 11 and 12) which was the average of the elements of the traditional standard error vector calculation performed on the original data. This makes sense, as the standard error is supposed to be the standard deviation of the estimates if the randomness of the match scores had equal variance for all matches, as was simulated. As a reminder, all of the individual elements of the standard error vector were extremely close to 11.5 in this case. 6. But then I tried something different. Instead of having the per-team standard deviation of the offensive contributions be constant, I instead added a random variable to these standard deviations and then renormalized all of them so that the average variance of the match scores would be unchanged. In other words, now some teams have a larger variance in their offensive contributions (e.g., team A might have an OPR of 30 but have its score contribution typically vary between 15 and 45) while other teams might have a smaller variance in their contributions (e.g., team B might also have an OPR of 30 but have its score contribution only typically vary between 25 and 35). 7. Now I resimulated another 1000 tournaments using this model. So now, some match scores might have greater variances and some match scores might have smaller variances. But the way OPR was calculated was not changed. 8. Then I calculated the OPRs for these new 1000 simulated tournaments and calculated the standard deviations of these 1000 new per-team OPR estimates. What I found was that the OPR estimates did vary more for teams that had a greater offensive variance and did vary less for teams that had a smaller offensive variance. So, if you're convinced that different teams have substantially different variances in their offensive contributions, then just using the one average standard error computation to estimate how reliable all of the different OPR estimates are is not completely accurate. But the differences were not that large. For example, in one set of simulations, team A had an offensive contribution with a standard deviation of 8 while team B had an offensive contribution with a standard deviation of 29. So in this case, team B had a LOT more variability in their offensive contribution than team A did (almost 4x as much). But the standard deviation of the 1000 OPR estimates for team A was 10.8 while the standard deviation of the 1000 OPR estimates for team B was 12.9. So yes, team B had a much bigger offensive variability and that made the confidence in their OPR estimates worse than the 11.5 that the standard error would suggest, but it only went up by 1.4, while team A had a much smaller offensive variability but that only improved the confidence in their OPR estimates by 0.7. And also, the average of the standard deviations of the OPR estimates for the teams in the 1000 tournaments was still very close to the average of the standard error vector computed assuming that the match scores had identical variances. So, repeating the Executive Summary: 1. The mean of the standard error vector for the OPR estimates is a decent approximation for the standard deviation of the team-specific OPR estimates themselves, and is a very good approximation for the mean of the standard deviations of the team-specific OPR estimates taken across all of the teams in the tournament. 2. Teams with more variability in their offensive contributions (e.g., teams that contribute a huge amount to their alliance's score by performing some high-scoring feats, but fail at doing so 1/2 the time) will have slightly more uncertainty in their OPR estimate than the mean of the standard error vector would indicate, but not by too much. 3. Teams with less variability in their offensive contributions (e.g., consistent teams that always contribute about the same amount to their alliance's score every match) will have slightly less uncertainty in their OPR estimate than the mean of the standard error vector would indicate, but not by too much. Last edited by wgardner : 12-07-2015 at 13:21. |
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#90
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Re: "standard error" of OPR values
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