A quadratic interval logit model for forecasting bankruptcy

被引：49
|
作者：
Tseng, FM
Lin, L
机构：
[1] Yuan Ze Univ, Dept Int Business, Taoyuan 320, Taiwan
[2] Natl Chi Nan Univ, Dept Banking & Finance, Puli 545, Nantou Hsien, Taiwan
来源：
OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE | 2005年 / 33卷 / 01期
关键词：
bankruptcy forecasting; fuzzy regression; logit model;
D O I：
10.1016/j.omega.2004.04.002
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper proposes a quadratic interval logit model (or quadratic interval logistic regression analysis) based on a quadratic programming approach to deal with binary response variables. This model combines the advantages of logit (or logistic regression) and Tanaka's quadratic interval regression model. As a demonstration, we applied this model to forecasting corporate distress in the UK. The results show that this model can support the logit model to discriminate between groups, and it provides more information to researchers. (C) 2004 Elsevier Ltd. All rights reserved.
引用
收藏
页码：85 / 91
页数：7
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