Logistic Regression: An introduction to statistical model with an example on Revolving Credit

A Sarmento Batista

ISBN 10: 1503353559 ISBN 13: 9781503353558

Editorial: Createspace Independent Publishing Platform, 2014

Idioma: Ingl�s

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Detalles bibliogr�ficos

T�tulo

Logistic Regression: An introduction to statistical model with an example on Revolving Credit

Editor

Createspace Independent Publishing Platform

Fecha de publicaci�n

2014

Idioma

Ingl�s

ISBN 10

1503353559

ISBN 13

9781503353558

Encuadernaci�n

Paperback / softback

Estado

New

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Sinopsis

This textbook is an introduction to Logistic Regression statistical model illustrated by and example on revolving credit. The research was supported on a database consisting by payment behavior of 4 000 credit cards users and their characteristics, being 2000 good and 2000 bad accounts. 80% of the sample was used as in-sample to determine the parameters of the model and the hold-out- sample was used to confirm the robustness of the model. The book is a practical guide for those wanting to use it as reference for academic purposes as well as to credit scoring experts.

Acerca del autor

Ant�nio Sarmento Batista is a Professor at Universidade Europeia | Laureate International Universities, in Lisbon. The author has published several books on credit management, credit risk management and credit scoring fields. He holds a PhD graduation by ISCTE-IUL.

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