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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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Comparison of credit scoring models on probability of default estimation for US banks
Gurný, Petr; Gurný, Martin - In: Prague economic papers : a bimonthly journal of … 22 (2013) 2, pp. 163-181
Persistent link: https://www.econbiz.de/10010226491
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Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks
Gurný, Petr; Gurný, Martin - In: Prague Economic Papers 2013 (2013) 2, pp. 163-181
This paper is devoted to the estimation of the probability of default (PD) as a crucial parameter in risk management, requests for loans, rating estimation, pricing of credit derivatives and many others key financial fields. Particularly, in this paper we will estimate the PD of US banks by...
Persistent link: https://www.econbiz.de/10011195616
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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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Credit risk assessment : a comparison of the performances of the linear discriminant analysis and the logistic regression
Levy, Aldo; Baha, Riad - In: International journal of entrepreneurship and small … 42 (2021) 1/2, pp. 169-186
Persistent link: https://www.econbiz.de/10012510098
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Factors affecting FDI : a statistical analysis of Asian nations
Sethi, Ishita; Gupta, Nabh; Aggarwal, Shubham; Saini, Neha - In: International journal of management concepts and … 13 (2020) 4, pp. 275-291
Persistent link: https://www.econbiz.de/10012514625
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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