Multicategorial Response Models in Logistic Regression

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Multicategorial Response Models in Logistic Regression

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Multicategorial Response Models in Logistic Regression

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2010

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

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Název nakladatele

Jihočeská univerzita v Českých Budějovicích, Ekonomická fakulta

Místo vydání

České Budějovice

Místo konání akce

České Budějovice

Datum konání akce

1. 1. 2010

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000287979900057