Scoring Bank Loans that may go wrong: A Case Study

A bank employs logistic regression with state-dependent sample selection to identify loans that may go wrong. Inspection shows that the logit model is inappropriate. A bounded logit model with a ceiling of (far) less than 1 fits the data much better.

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Year of publication:	2000-11-10
Authors:	Cramer, J.S.
Institutions:	Tinbergen Institute

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Extent:	application/pdf
Series:	Tinbergen Institute Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Tinbergen Institute Discussion Papers Number 00-090/4
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005282037