The Development of Numerical Credit Evaluation Systems
作者:
JamesH. Myers,
EdwardW. Forgy,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 303
页码: 799-806
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10500889
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Several discriminant and multiple regression analyses were performed on retail credit application data to develop a numerical scoring system for predicting credit risk in a finance company. Results showed that equal weights for all significantly predictive items were as effective as weights from the more sophisticated techniques of discriminant analysis and “stepwise multiple regression.” However, a variation of the basic discriminant analysis produced a better separation of groups at the lower score levels, where more potential losses could be eliminated with a minimum cost of potentially good accounts.
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