The Dixon-Coles model for predicting football matches in R (part 1)

Please have a look at the improved code for this model that I have posted here.

When it comes to Poisson regression models for football results, the 1997 paper Modelling Association Football Scores and Inefficiencies in the Football Betting Market (pdf) by Dixon and Coles is often mentioned. In this paper the authors describe an improvement of the independent goals model. The improvement consists of modeling a dependence between the probabilities for the number of goals less than 2 for both teams. They also improve the model by incorporating a time perspective, so that matches played a long time a go does not have as much influence on the parameter estimates.

The model by Dixon and Coles is not as easy to fit as the independent Poisson model I have described earlier. There is no built-in function in R that can estimate it’s parameters, and the authors provide little details about how to implement it. Mostly as an exercise, I have implemented the model in R, but without the time down-weighting scheme.

The estimating procedure uses a technique called maximum likelihood. This is perhaps the most commonly used method for estimating parameters in statistical models. The way it works is that you specify a way to calculate the likelihood of your data for a given set of parameters, and then you need to find the set of parameters that gives the highest possible likelihood of your data. The independent Poisson model is also fitted using a maximum likelihood method. The difference here is that the likelihood used by Dixon and Coles is non-standard.

The model is pretty much similar to other regression models I have discussed. Each team has an attack and a defense parameter, and from a function of these the expected number of goals for each team in a match is calculated. For the rest of this post I am going to assume you have read the paper. There is a link to it in the first paragraph.

The most obvious thing we have to do is to implement the function referred to by the greek letter Tau. This is the function that, dependent on the Rho parameter, computes the degree in which the probabilities for the low scoring goals changes.

We can now make a function for the likelihood of the data. A common trick when implementing likelihood functions is to use the log-likelihood instead. The reason is that when the probabilities for each data point for a given set of parameters are multiplied together, they will be too small for the computer to handle. When the probabilities are log-transformed you can instead just add them together.

What this function does is that it takes the vectors of mu (expected home goals) and lambda (expected away goals), Rho, and the vectors of observed home and away goals, and computes the log-likelihood for all the data.

The team specific attack and defense parameters are not included in the log-likelihood function. Neither is the code that calculates the expected number of goals for each team in a match (lambda and mu). Before we can calculate these for each match, we need to do some data wrangling. Here is a function that takes a data.frame formated like the data from football-data.co.uk, and returns a list with design matrices and vectors with the match results.

Now we create a function that calculates the log-likelihod from a set of parameters and the data we have. First it calculates the values for lambda and mu for each match, then it passes these and the number of goals scored in each match to the log-likelihood function.

This function needs to be written in such a way that it can be used by another function that will find the parameters that maximizes the log-likelihood. First, all the parameters needs to be given to a single argument in the form of a vector (the params argument). Also, the log-likelihood is multiplied by -1, since the optimization function we are going to use only minimizes, but we want to maximize.

One more thing we need before we start optimizing is a function that helps the optimizer handle the constraint that all the attack parameters must sum to 1. If this constraint isn’t given, it will be impossible to find a unique set of parameters that maximizes the likelihood.

Now we are finally ready to find the parameters that maximizes the likelihood based on our data. First, load the data (in this case data from the 2011-12 premier league), and properly handle it with our DCmodelData function:

Now we need to give a set of initial estimates of our parameters. It is not so important what specific values these are, but should preferably be in the same order of magnitude as what we think the estimated parameters should be. I set all attack parameters to 0.1 and all defense parameters to -0.8.

To optimize with equality constraints (all attack parameters must sum to 1) we can use the auglag function in the alabama package. This takes about 40 seconds to run on my laptop, much longer than the independent Poisson model fitted with the built in glm function. This is because the auglag function uses some general purpose algorithms that can work with a whole range of home-made functions, while the glm function is implemented with a specific set of models in mind.

Voilà! Now the parameters can be found by the command res$par. In a follow-up post I will show how we can use the model to make prediction of match outcomes.

Team Attack Defence Arsenal 1.37 -0.91 Aston Villa 0.69 -0.85 Blackburn 0.94 -0.47 Bolton 0.92 -0.48 Chelsea 1.23 -0.97 Everton 0.94 -1.15 Fulham 0.93 -0.89 Liverpool 0.89 -1.13 Man City 1.56 -1.43 Man United 1.52 -1.31 Newcastle 1.10 -0.88 Norwich 1.02 -0.62 QPR 0.82 -0.65 Stoke 0.64 -0.87 Sunderland 0.86 -0.99 Swansea 0.85 -0.89 Tottenham 1.24 -1.09 West Brom 0.86 -0.88 Wigan 0.81 -0.71 Wolves 0.79 -0.42 Home 0.27 Rho -0.13