Multinomial Ordinal Response Models

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

Multinomial Ordinal Response Models

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 one it will not. The banks use many methods modeling and forecasting risk?application scorecards, probability of default etc. Inside these methods mainly binary models and logistic regression as technique are applied. The article intends to shortly illustrate and describe extension of these models on situations where response (dependent) variable has more than two categories. The binary models (or dichotomous, i.e. models in which dependent variable has just two categories) are not the only ones, it is possible to use models in which dependent variable has more than two categories?multinomial models. There are two main groups of such models: with ordered (ordinal) categories and non-ordered (nominal) categories of the dependent variable.The article describes representatives from both groups, but focus on ordinal models, which are likely to be used in the fi

Název v anglickém jazyce

Multinomial Ordinal Response Models

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 one it will not. The banks use many methods modeling and forecasting risk?application scorecards, probability of default etc. Inside these methods mainly binary models and logistic regression as technique are applied. The article intends to shortly illustrate and describe extension of these models on situations where response (dependent) variable has more than two categories. The binary models (or dichotomous, i.e. models in which dependent variable has just two categories) are not the only ones, it is possible to use models in which dependent variable has more than two categories?multinomial models. There are two main groups of such models: with ordered (ordinal) categories and non-ordered (nominal) categories of the dependent variable.The article describes representatives from both groups, but focus on ordinal models, which are likely to be used in the fi

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

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název statě ve sborníku

31st International Conference on Mathematical Methods in Economics 2013

ISBN

978-80-87035-76-4

ISSN

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e-ISSN

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Počet stran výsledku

7

Strana od-do

386-392

Název nakladatele

Vysoká škola polytechnická Jihlava

Místo vydání

Jihlava

Místo konání akce

Jihlava

Datum konání akce

11. 9. 2013

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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