Continuous-time state-space modelling of the hot hand in basketball

Sina Mews () and Marius Ötting
Additional contact information
Sina Mews: Bielefeld University
Marius Ötting: Bielefeld University

AStA Advances in Statistical Analysis, 2023, vol. 107, issue 1, No 15, 313-326

Abstract: Abstract We investigate the hot hand phenomenon using data on 110,513 free throws taken in the National Basketball Association. As free throws occur at unevenly spaced time points within a game, we consider a state-space model formulated in continuous time to investigate serial dependence in players’ success probabilities. In particular, the underlying state process can be interpreted as a player’s (latent) varying form and is modelled using the Ornstein-Uhlenbeck process. Our results support the existence of the hot hand, but the magnitude of the estimated effect is rather small as the underlying success probabilities are elevated by only a few percentage points.

Keywords: Free throws; Hot hand; Irregularly sampled data; Ornstein-Uhlenbeck process; Sports analytics; State-space model (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10182-021-00410-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:alstar:v:107:y:2023:i:1:d:10.1007_s10182-021-00410-y

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10182/PS2

DOI: 10.1007/s10182-021-00410-y

Access Statistics for this article

AStA Advances in Statistical Analysis is currently edited by Göran Kauermann and Yarema Okhrin

More articles in AStA Advances in Statistical Analysis from Springer, German Statistical Society
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().