Invariant properties of logistic regression model in credit scoring under monotonic transformations (Q4586607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Invariant properties of logistic regression model in credit scoring under monotonic transformations |
scientific article; zbMATH DE number 6800939
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Invariant properties of logistic regression model in credit scoring under monotonic transformations |
scientific article; zbMATH DE number 6800939 |
Statements
Invariant properties of logistic regression model in credit scoring under monotonic transformations (English)
0 references
27 October 2017
0 references
information value
0 references
Kolmogorov statistics
0 references
lift table
0 references
logistic regression
0 references
monotonic transformation
0 references
maximum likelihood estimate
0 references
mutual information
0 references
Kolmogorov-Smirnov
0 references
0.7545084357261658
0 references
0.731035053730011
0 references
0.7076424956321716
0 references
0.6956765651702881
0 references
0.6945562362670898
0 references
