A Note on the Comparison of Logit and Discriminant

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脾气大A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior 期刊名称: Journal of Financial & Quantitative Analysis退货英文
作者: Wiginton,John C.
外贸英语常见专业术语
voa在线收听年份: 1980年
期号: 第3期
infe
曲轴修理摘要:Since the early work of Durand (1941), there has been considerable interest in using quantitative models of consumer credit behavior for credit-granting decisions. Most models are bad on the concept of "scoring" by u of weights usually determined as statistically significant coefficients of some linear statistical model, frequently the linear discriminant model. It is the purpo of this note, however, to propo maximum likelihood estimation of the logit model as an alternative, and to compare the two models in a "scoring experiment."
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