Jump to content

Football modelling using Bivariate Poisson


Recommended Posts

Hi, I'm new to this forum and have only recently begun thinking about developing my own models for football. My background is in statistics and I've been directed to some of the published literature in this area (e.g. Dixon & Coles, 1997). I was wondering whether anyone else has tried using Bivariate Poisson models, as described in the literature, and whether anyone has any advice on applying them. I'm using the statistical package "R", and as I haven't already had much experience of bivariate modelling I'm initially trying to acclimatise myself with the "bivpois" library (developed by Karlis and Ntzoufras). I'd be very interested in hearing about anyone else's experiences of modelling football scores similarly. Cheers

Link to comment
Share on other sites

  • 2 weeks later...

Re: Football modelling using Bivariate Poisson

Hi, I'm new to this forum and have only recently begun thinking about developing my own models for football. My background is in statistics and I've been directed to some of the published literature in this area (e.g. Dixon & Coles, 1997). I was wondering whether anyone else has tried using Bivariate Poisson models, as described in the literature, and whether anyone has any advice on applying them. I'm using the statistical package "R", and as I haven't already had much experience of bivariate modelling I'm initially trying to acclimatise myself with the "bivpois" library (developed by Karlis and Ntzoufras). I'd be very interested in hearing about anyone else's experiences of modelling football scores similarly. Cheers
Ive just written up the Karlis and Ntzoufras model in excel and have replicated the results in the paper. I'm in testing phase now, and it's working quite well. I've not got round to modelling the means and deriving the correlation coefficent yet, so I've back engineered the prices from from sporting index and arrived at the following parameters for tommorows match. theta(0)-correlation coefficient:
0.052788
theta(1)-wigan
0.591656
theta(2)- man utd
2.293633
are these about right ? they generate the following output from the model.
spread priceserror
PredSp. Indx
Total Gls 2.95 2.9 0.02
Gls Supr.-1.55-1.6 0.03
H Win3.7309853.75 0.01
A Win20.3720.25 0.01
H Goals0.700.7 0.00
A Goals2.252.3 0.02
Handicap15.0015.25 0.02
the sporting index prices are the midpoints of the margins. when generating fixed prices it gives me predicted odds of
Pred
Home12.15
Draw5.95
Away1.33
are my parameters about right ? anyone any idea if the correlation co-efficient varys much between matches ?
Link to comment
Share on other sites

This thread has more posts. To see them, you'll need to sign up or sign in.

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
×
  • Create New...