Invariant properties of logistic regression model in credit scoring under monotonic transformations
DOI10.1080/03610926.2016.1193200zbMATH Open1377.62153OpenAlexW2513896513MaRDI QIDQ4586607FDOQ4586607
Authors: Guoping Zeng 
Publication date: 27 October 2017
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1193200
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logistic regressionmutual informationKolmogorov-Smirnovmaximum likelihood estimateinformation valuemonotonic transformationKolmogorov statisticslift table
Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cited In (7)
- A graphic and tabular variable deduction method in logistic regression
- On the analytical properties of category encodings in logistic regression
- On the relationship between multicollinearity and separation in logistic regression
- Transformations of the explanatory variables in the logistic regression model for binary data
- On the properties of quantile regression for dynamic panel data model using two-stage approach
- On the confusion matrix in credit scoring and its analytical properties
- On the three-way equivalence of AUC in credit scoring with tied scores
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