Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
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Publication:5207212
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)
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Cites work
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
- Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response
- Empirical best prediction for small area inference with binary data
- Generalized Additive Models for Location, Scale and Shape
- Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
- Nearest neighbor pattern classification
- New prediction method for the mixed logistic model applied in a marketing problem
- Prediction in Multilevel Logistic Regression
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