| Authors |
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| Publication date |
2000
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| Series |
Tinbergen Institute Discussion Paper, TI 2000-090/4
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| Number of pages |
17
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| Publisher |
Amsterdam / Rotterdam: Tinbergen Institute
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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| Abstract |
A bank employs logistic regression with state-dependent sample selection to identify loans thatmay go wrong. Inspection shows that the logit model is inappropriate. A bounded logit model witha ceiling of (far) less than 1 fits the data much better.
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| Document type |
Working paper
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| Language |
English
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| Published at |
http://papers.tinbergen.nl/00090.pdf
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