So, You Want to Be a Sabermetrician

You ought to take a couse in econometrics. You’ll get theory and empirical tools, which are necessary. But, that’s not practical for most, so why not teach yourself by reading one or more of the following.

Studenmund: Understanding Econometrics – A mostly verbal introduction to econometrics by a baseball fan. Well-written and not intimidating.

Kennedy: A Guide to Econometrics — A quick and practical guide that is affordable.

Wooldridge: Introductory Econometrics – My favorite intro book.

Stock and Watson: Introduction to Econometrics — I like this book a good bit.

8 Responses “So, You Want to Be a Sabermetrician”

  1. tangotiger says:

    I would also recommend Andy Dolphin’s Appendix in THE BOOK (disclosure: I am co-author of the book, but had nothing to do with the Appendix). I’ll leave it to J.C. and others here as to whether that gets a stamp of approval.

  2. JC says:

    I changed the title of the post. I’m not sure why I put “good” in there. I mean, who wants to be a bad anything? :-) I am just trying to provide a guide on how to bone up on some useful statisitcal skills quickly.

    Tom,

    I haven’t seen the appendix, but I suspect it’s very useful. I didn’t mean to imply these are the only sources, just some that I find helpful for introducing people to econometrics.

  3. tangotiger says:

    Andy has recommended Numerical Recipes to us:

    http://www.amazon.com/gp/product/0521308119/104-9096783-8495916

  4. studes says:

    That Studenmund book is pure gold, I tell ya. Seriously, it is the best-selling econometrics textbook.

  5. Matt R says:

    I’ve taken a couple basic statistic courses and a couple basic economics courses. I’ve also read Bill James and many of the sabermetric webistes regularly.

    Will any of these books give me much more than what I’ve learned from the sources I just mentioned?

  6. tangotiger says:

    That first book will run you 112$… it better give you the insights of all of the Baseball Abstracts combined, plus two free tickets to a ball game.

  7. Phil Birnbaum says:

    Studes (#4),

    Are you any relation? :)

  8. J.C. Zannis says:

    I also suggest Verbeek’s “A Guide to Modern Econometrics” (as a basic intro) and Cameron and Trivedi’s Microeconometrics. I’m a big fan of the Wooldridge text, but I think Cameron and Trivedi are just as clear while covering much more material.