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Why you can’t simply estimate the hot hand using regression

Jacob Schumaker writes:

Reformed political scientist, now software engineer here.

Re: the hot hand fallacy fallacy from Miller and Sanjurjo, has anyone discussed why a basic regression doesn’t solve this? If they have I haven’t seen it.

The idea is just that there are other ways of measuring the hot hand. When I think of it, it’s the difference in the probability of making a shot between someone who just made a shot and someone who didn’t. In that case, your estimate is unbiased right? The fallacy identified by Miller and Sanjurjo only matters if you analyze the data in a certain way, right?

My quick answer: (a) hotness is not just about the last shot you made or missed, so yours will be a very noisy measure, and (b) with finite sequences, your approach will have the same bias as in Gilovich et al.’s estimate. To put it another way, the regression you can do on the data is not the regression you want to do; it’s a regression with measurement error in x, and that gives you a biased estimate; also there’s the selection issue that Miller and Sanjurjo discussed. There’s really no easy way out.

18 Comments

  1. Matthew Yaspan says:

    There have now been two compelling studies into hot hands in baseball. To some degree or another they suffer all these biases, but I think overall they are really clever analyses.

    https://www.gsb.stanford.edu/insights/jeffrey-zwiebel-why-hot-hand-may-be-real-after-all

    https://fivethirtyeight.com/features/baseballs-hot-hand-is-real/

  2. David says:

    To analyze properly the hot-hand hypothesis in basketball, you’d really want to be able to control for defensive effort. I can’t recall if any of these studies do this, but you would expect defensive alignments to react to a hot hand, which would reduce the shooter’s p(success | history) but not necessarily his/her p(success | history, defensive effort), which is how I’d define hot hand.

    • Jonathan (another one) says:

      I’ve heard many people make arguments like this, but I confess I’ve never understood it. If the hot hand phenomenon includes defensive effort to stop it, why not where the shot is released from as well? Why not atmospheric conditions?

      What started as a simple example of the fact that human minds impose patterns on random events (with the observation that to many people roulette wheels have hot hands) has become a complex scientific explanation of something that seems to be really, really uninteresting. (And unlike Shravan, I love sports examples.) Do we really want a model of the probability that player X makes a shot in state of the world Z1,…,Zn? And we want that model not to prove we can model probabilities, but to ask the question of whether adding history variables adds significantly to our understanding of p?

      I mean, I get Miller and Sanjurjo, and it was definitely useful as an statistical teaching tool. But the real animating question here is whether the probability changes *enough* so that the naive pattern-making cerebral apparatus’ impression of a change in p is indicative of a real-world change in p. And it absolutely isn’t. People can’t tell the difference between short random binary sequences with p=.45 and p=.50. Neither, it turns out, can statisticians without tons of data. We knew that before we started, didn’t we?

      The hot hand phenomenon is (to me) a certainty after n shots than shot n+1 will be good. It is not refuted when shot n+1 has good defense. That’s just called “good defense broke up the hot hand.” Irrefutable.

      • Andrew says:

        Jonathan:

        The probability of making a shot could well change by much more than 5 percentage points, comparing a player when he is hot to when he is cold. The point of all the statistical analysis by Miller, Sanjurjo, and many others is that the simple estimate is severely biased, both because of that weird probability thing that Miller and Sanjurjo identified, and also because of attenuation when “hotness” is measured in a highly noisy way based on the success of failure of the previous shot.

        • Jonathan (another one) says:

          Fair enough, I guess, but again, my interpretation of the hot hand is that it isn’t about probabilities at all. It’s about certainties which are occasionally incorrect. I realize that sounds like a probabilistic statement to a statistician, but when people were watching Vinnie Johnson shoot in the 80’s, people were deciding whether p=1 or p=0 on that shot. It’s not the phenomenon that Gilovich was exploring… his (flawed) methodology was simply to try to look at an implication of the underlying phenomenon.

          • Jonathan (another one) says:

            Let me put it another way. If Vinnie makes 3 in a row and shot 4 is blocked, no one would take that as evidence of a lack of a hot hand, but the stats have to.

            • Anonymous says:

              Well the record for freethrows made in a row is in the thousands. Basically the limiting factor becomes fatigue/boredom rather than skill at that level.

              So the real question is why players are missing at all when undefended. How often do you miss when throwing the trash out (I bet p~1)? Same for some people and free throws.

              • Jonathan (another one) says:

                Yes… which is why no one thinks there’s a hot hand in free throws. Probably because they’re correct.

            • Anoneuoid says:

              Yes… which is why no one thinks there’s a hot hand in free throws. Probably because they’re correct.

              I don’t know much about this but a quick search shows it is a rather common belief:

              68% of the fans expressed essentially the same belief for free throws, claiming that a player has “a better chance of making his second shot after making his first shot than after missing his first shot”;

              The hot hand in basketball:On the misperception of random sequences
              https://pdfs.semanticscholar.org/f472/0326b81d5528c0458510cd87ea7b57418c54.pdf

              I find evidence for the hot hand” in that making the first free throw is associated with a significantly higher probability of making the second free throw.

              Revisiting the Hot Hand Theory with Free Throw Data in a Multivariate Framework
              https://econpapers.repec.org/article/bpjjqsprt/v_3a6_3ay_3a2010_3ai_3a1_3an_3a2.htm

              Arkes (2010) found evidence consistent with hot hand shooting in free-throw (dead ball) data, observing that a player’s success rate is higher following a hit than a miss. Yaari and Eisenmann (2011) then replicated this result with a slightly dierent analysis, and more data.

              A Cold Shower for the Hot Hand Fallacy
              http://asfee2015.sciencesconf.org/61541/document

              Also, something isn’t clear to me. Is it a corollary of the hot hand fallacy that warming up doesn’t work, and fatigue plays no role (ie the claim is that p(success) doesn’t increase/decrease during the session/game)?

              • Guive says:

                well, no people might believe that the hot hand is merely one of many factors, that can be overwhelmed by fatigue, or not being warmed up, or any number of things. The idea of the hot hand is that ceteris paribus players who made the last shot are more likely to make the next one, but it is only one of many influences on whether a player makes a shot.

              • Jonathan (another one) says:

                It’s certainly possible that hitting the first free throw makes it more likely you hit the second. If people want to call that a hot hand, well, they can call it anything they like. But it’s certainly not the phenomenon that gave the phrase “hot hand” currency.

      • Jonathan:

        your point: “People can’t tell the difference between short random binary sequences with p=.45 and p=.50. Neither, it turns out, can statisticians without tons of data. We knew that before we started, didn’t we?”

        nice one. this is a point we like to make (but in a different way). The conceptual distinction between these cases is that statisticians see 0s and 1s, which are not that diagnostic of the underlying probability of success, whereas people–i.e. players & coaches—see much more (e.g mechanics, mood), which *may* be diagnostic of the underlying probability. There is some suggestive evidence that this is the case. For example, even in GVT’s, when re-analyzed, players can predict shot outcomes at rates better than chance: https://ssrn.com/abstract=3032826

        You say that this “has become a complex scientific explanation of something that seems to be really, really uninteresting?” I guess it depends on what your goal is, and where it goes from here. Some people think the idea of flow, the zone, or whatever is interesting to study. Others think it is uninteresting because it is completely obvious that confidence, focus, motivation and motor control will vary sufficiently so as to affect the ability of a professional athlete. Still others think (thought) that both parties are misguided because there is nothing there, they are just interpreting patterns in randomness. I’d put my money on everyone’s point having some seed of a truth that is often underestimated but also often blown out of all proportion.

  3. Anoneuoid says:

    The idea of the hot hand is that ceteris paribus players who made the last shot are more likely to make the next one, but it is only one of many influences on whether a player makes a shot.

    Thanks, but if you are warming up you will be more likely to make more shots in a row. If you are getting fatigued you are more likely to miss more shots in a row. Wouldn’t this look like hot/cold hands in the sequence data? Perhaps there is a data aggregation/reduction issue here.

    • Anoneuoid says:

      This belief becomes a fallacy in an environment in which good outcomes arrive as if they have a constant rate of occurrence.
      […]
      Upon arrival at the scheduled time the shooter (subject) was given several minutes to warm up by shooting however he liked.
      […]
      In order to minimize the possibility of a potential fatigue effect from over-exertion we settled on 300 shots after running pilots with ex-basketball players that were not in basketball shape.
      […]
      The null distribution is generated under the assumption of exchangeability within sessions (but not across, to avoid good day/bad day effects).

      http://asfee2015.sciencesconf.org/61541/document

      So the hot hand is defined as something other than warm-up/fatigue and good/bad day effects. So if we believe there is a fallacy here, it amounts to saying the performance level does change, but only at the beginning and end of a session. It just can’t change (much) in the middle of a session… I didn’t expect this.

      Also, before I looked closer at that paper I made a little sim of warmup/fatigue. At least the statistics p(H_i|M_i-1) and p(Hi|H_i-1) seem pretty indistinguishable even if the probability of success varies ~12%: https://image.ibb.co/gP4yJG/hothand.png

      Trying out the “code” tag this time:


      n = 100
      x = 150
      k = .5
      t = -x:x
      p = 1/(1 + exp(k*(t/x)^2))
      # p = rep(.5, length(t))

      # simulate some data assuming warm-up and fatigue
      dat = replicate(n, sapply(p, function(x) sample(0:1, 1, prob = c(1 - x, x))))

      out = matrix(nrow = ncol(dat), ncol = 2)
      colnames(out) = c("pHH", "pHM")
      for(i in 1:ncol(dat)){
      hits = which(dat[, i] == 1)
      miss = which(dat[, i] == 0)

      hits = hits[!hits == nrow(dat)]
      miss = miss[!miss == nrow(dat)]

      pHH = mean(dat[hits + 1, i])
      pHM = mean(dat[miss + 1, i])

      out[i, ] = cbind(pHH, pHM)
      }

      par(mfrow = c(2, 2))
      plot(p, ylim = c(0, .5), main = paste0("k = ", k))
      plot(cumsum(dat[,1]))
      lines(cumsum(sample(0:1, nrow(dat), replace = T)), col = "Red", lwd = 2)

      hist(out[, "pHH"], breaks = seq(0, 1, by = .01))
      hist(out[, "pHM"], breaks = seq(0, 1, by = .01))

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