Multicategorial Response Models in Logistic Regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F10%3A00012409" target="_blank" >RIV/60076658:12510/10:00012409 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Multicategorial Response Models in Logistic Regression
Original language description
For managing of credit risk in banks it is fundamental to decide to which customer a loan or service will be offered and to which ones it will not. The banks used many methods modeling and forecasting risk - probability of default. Binary models are mostoften and among them logistic regression. The article intends to shortly illustrate and describle extension of these models on situation where response (depended) variable has more than two categories. An aim of the article is to introduce and describeextension of these binary models on situations where the response variable has more than two categories. There, are two main groups of such logistic regression models: with ordered (ordinal) categories and non-ordered (nominal) categories of the responsevariable. Representatives from both groups will be described and results from their use on same practical example discussed.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
28th International Conference on Mathematical Methods in Economics 2010
ISBN
978-80-7394-218-2
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Jihočeská univerzita v Českých Budějovicích, Ekonomická fakulta
Place of publication
České Budějovice
Event location
České Budějovice
Event date
Jan 1, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000287979900057