Prediction of a financial crisis in Latin American companies using the mixed logistic regression model

zbMATH Open1449.62235MaRDI QIDQ5207212FDOQ5207212

Authors: Viviana Giampaoli, Karin Ayumi Tamura, Norma P. Caro, Luiz J. Simões de Araujo 

Publication date: 8 January 2020

Full work available at URL: http://chjs.mat.utfsm.cl/volumes/07/01/Giampaoli_etal(2016).pdf#vol7-number1-2016

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zbMATH Keywords

predictionfinancial crisislogistic mixed model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Nearest neighbor pattern classification
• Generalized Additive Models for Location, Scale and Shape
• Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response
• Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
• A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
• Empirical best prediction for small area inference with binary data
• Prediction in Multilevel Logistic Regression
• New prediction method for the mixed logistic model applied in a marketing problem

Cited In (2)

• Grading prediction of enterprise financial crisis based on nonlinear programming evaluation: a case study of Chinese transportation industry
• Credit risk estimation for small businesses based on a statistical method

Uses Software

• GAMLSS

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