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

Sarmento Batista, A.

ISBN 10: 1503353559 / ISBN 13: 9781503353558

Published by CreateSpace Independent Publishing Platform, 2014

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Bibliographic Details

• Title: Logistic Regression: An introduction to statistical model with an example on Revolving Credit
• Publisher: CreateSpace Independent Publishing Platform
• Publication Date: 2014
• Language: English
• ISBN 10: 1503353559
• ISBN 13: 9781503353558
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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.

About the Author

António 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.