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Measuring overlap in logistic regression
Christmann, Andreas; Rousseeuw, Peter J. - 1999
amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to … compute the overlap in data sets which are commonly fitted by logistic regression models. The overlap is the number of … observations that would need to be removed to obtain complete or quasicomplete separation, i.e. the situation where the logistic …
Persistent link: https://www.econbiz.de/10010316690
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Measuring overlap in logistic regression
Christmann, Andreas; Rousseeuw, Peter J. - 1999
amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to … compute the overlap in data sets which are commonly fitted by logistic regression models. The overlap is the number of … observations that would need to be removed to obtain complete or quasicomplete separation, i.e. the situation where the logistic …
Persistent link: https://www.econbiz.de/10009793277
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Outliers and influence points in German business cycles
Zucknick, Manuela; Weihs, Claus; Garczarek, Ursula - 2002
multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding …
Persistent link: https://www.econbiz.de/10009770532
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Semiparametric estimation in logistic measurement error models
Carroll, Raymond - University of Bonn, Germany - 1989
Persistent link: https://www.econbiz.de/10004993142
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Outliers and influence points in German business cycles
Zucknick, Manuela; Weihs, Claus; Garczarek, Ursula - Institut für Wirtschafts- und Sozialstatistik, … - 2002
multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding …
Persistent link: https://www.econbiz.de/10010955352
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Outliers and influence points in German business cycles
Zucknick, Manuela; Weihs, Claus; Garczarek, Ursula - 2002
multivariate outliers as well as influence points corresponding to Linear Discriminant Analysis. The locations of the corresponding …
Persistent link: https://www.econbiz.de/10010316672
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Exploring credit data
Müller, Marlene; Härdle, Wolfgang - 2002
Persistent link: https://www.econbiz.de/10001730369
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Ratingverfahren : Diskriminanzanalyse versus Logistische Regression
Braun, Daniel; Allgeier, Burkhard; Cremers, Heinz - 2011
The credit business is an essential part of each banks' activities. With regard to the increasing regulatory obligations, the risk management and the associated minimum capital requirements gain in importance. Banks have got the possibility to determine their credit risk by an internal rating...
Persistent link: https://www.econbiz.de/10009404801
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Predicting US Banks Bankruptcy : Logit versus Canonical Discriminant Analysis
Affes, Zeineb - 2017
Using a large panel of US banks over the period 2008-2013, this paper proposes an early warning framework to identify bank heading to bankruptcy. We conduct a comparative analysis based on both Canonical Discriminant Analysis and Logit models to examine and to determine the most accurate one....
Persistent link: https://www.econbiz.de/10012968419
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The Role of Household-Level Characteristics in Predicting the Unbanked in Rural India : A Comparison of Eastern and Western Regions
Mehta, Atul; Bhattacharya, Joysankar - 2017
In India, despite numerous measures adopted by Reserve Bank of India (RBI) to ensure adequate supply of financial services in rural areas, the banking participation by households in terms of owning a bank account is considerably low. The present paper employs Discriminant Analysis (DA) and...
Persistent link: https://www.econbiz.de/10014118462