A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior
A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior
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DOI：
10.2307/2330408
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发表时间：
1980-09
影响因子：
3.9
通讯作者：
J. Wiginton
中科院分区：
文献类型：
--
作者：
J. Wiginton
自从Durand(1941)的早期工作以来，人们对使用消费者信贷行为的量化模型进行信贷发放决策一直很感兴趣。大多数模型都是基于“评分”的概念，通过使用通常被确定为统计显著系数的某些线性统计模型的权重，通常是线性判别模型。然而，本文的目的是提出Logit模型的最大似然估计作为替代方案，并在“评分实验”中对这两个模型进行比较。
Since the early work of Durand (1941), there has been considerable interest in using quantitative models of consumer credit behavior for credit-granting decisions. Most models are based on the concept of “scoring” by use of weights usually determined as statistically significant coefficients of some linear statistical model, frequently the linear discriminant model. It is the purpose of this note, however, to propose maximum likelihood estimation of the logit model as an alternative, and to compare the two models in a “scoring experiment.”