Chosen Procedures within Multiple Logistic Regression Analysis

被引：0
|
作者：
Gurny, Petr [1 ]
机构：
[1] Tech Univ Ostrava, Ekon Fak, Katedra Financi, Ostrava 70121 1, Czech Republic
来源：
MANAGING AND MODELLING OF FINANCIAL RISKS - 6TH INTERNATIONAL SCIENTIFIC CONFERENCE PROCEEDINGS, PTS 1 AND 2 | 2012年
关键词：
Multiple Logistic regression; Financial ratios; ROC curve; BIF analysis;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The paper is devoted to the practical issues within credit-scoring models' estimation (based on the multiple logistic regression analysis), particularly in case of the utilization of financial ratios as the independent variables. There are shown the differences in the resulting models and their predictive abilities, taking into account the economic interpretation of the particular ratios on their range of values and the different possibilities of sampling to estimate model, in the illustrative example in the paper.
引用
收藏
页码：203 / 215
页数：13
相关论文
共 50 条
  • [1] Coefficients of determination for multiple logistic regression analysis
    Menard, S
    [J]. AMERICAN STATISTICIAN, 2000, 54 (01): : 17 - 24
  • [2] SELECTION OF VARIABLES IN MULTIPLE-REGRESSION .2. CHOSEN PROCEDURES, COMPUTATIONS AND EXAMPLES
    THOMPSON, ML
    [J]. INTERNATIONAL STATISTICAL REVIEW, 1978, 46 (02) : 129 - 146
  • [3] Logistic Regression within DBMS
    Isaac, Jackson
    Harikumar, Sandhya
    [J]. PROCEEDINGS OF THE 2016 2ND INTERNATIONAL CONFERENCE ON CONTEMPORARY COMPUTING AND INFORMATICS (IC3I), 2016, : 661 - 666
  • [4] Methodological Aspects in the use of Multiple Logistic Regression Analysis
    Fontoura Solla, Davi Jorge
    Filgueiras-Filho, Nivaldo Menezes
    Silvany-Neto, Anibal
    [J]. ARQUIVOS BRASILEIROS DE CARDIOLOGIA, 2013, 100 (06) : 583 - 584
  • [5] WEIGHTED LOGISTIC REGRESSION FOR MULTIPLE BIAS ANALYSIS.
    Johnson, C. Y.
    Howards, P. P.
    Strickland, M. J.
    Waller, D. K.
    Flanders, W. D.
    [J]. AMERICAN JOURNAL OF EPIDEMIOLOGY, 2012, 175 : S46 - S46
  • [6] Valid Statistical Analysis for Logistic Regression with Multiple Sources
    Fienberg, Stephen E.
    Nardi, Yuval
    Slavkovic, Aleksandra B.
    [J]. PROTECTING PERSONS WHILE PROTECTING THE PEOPLE, 2009, 5661 : 82 - +
  • [7] Hierarchical Bayesian semiparametric procedures for logistic regression
    Hsu, JSJ
    Leonard, T
    [J]. BIOMETRIKA, 1997, 84 (01) : 85 - 93
  • [8] Multiple Logistic Regression Analysis of Smartphone Use in University Students
    Chao, Chen-Shen
    Li, Ming-Hsien
    Chang, Shih-Pei
    Chen, Yu-Hsuan
    [J]. FRONTIERS IN PSYCHOLOGY, 2022, 13
  • [9] The number of independent variables and events for multiple logistic regression analysis
    Kawada, Tomoyuki
    [J]. JOURNAL OF THE NEUROLOGICAL SCIENCES, 2013, 334 (1-2) : 197 - 197
  • [10] Internal validation of predictive models: Efficiency of some procedures for logistic regression analysis
    Steyerberg, EW
    Harrell, FE
    Borsboom, GJJM
    Eijkemans, MJC
    Vergouwe, Y
    Habbema, JDF
    [J]. JOURNAL OF CLINICAL EPIDEMIOLOGY, 2001, 54 (08) : 774 - 781
12345