Questions tagged [logit]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0 votes
0 answers

Estimating default probability if no default in history

I would like to estimate a given country's default probability with a logit regression from macro variables but there was no default in it's history. I was able to calculate the probabilities of ...
jjj's user avatar
  • 1
2 votes
1 answer

Connections between logistic regression, information value and Kullback-Leibler

I am new to credit risk modeling, my background is in mathematics and physics, so I am looking to justify some commonly used techniques from first principles. Suppose that we are interested in ...
TheRefrigerator's user avatar
1 vote
0 answers

logistic regression multivariable fractional ploynomials stata vs. R

I a going through Hosmer, Lemenshow and Sturdivant's (HLS) Applied Logistic Regression (2013) and trying to interpret the difference between what STATA is doing and what R is doing. Concerning the fit ...
user3022875's user avatar
2 votes
0 answers

Bayesian logit model in Psychometric or Behavioural Testing for Credit Scoring in Developing Countries

A lot of parameters in one title, I know. So there's credit scoring but not using credit history. Then there's using a Bayesian logit model. Then there's doing so in a developing country such as Haiti ...
BCLC's user avatar
  • 921
2 votes
3 answers

For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?

Trying to understand which regression model is more popular in retail credit card industry Logistic regression or GLM with Poisson distribution and why?
user9406's user avatar