The use of effect sizes in credit rating models

The use of effect sizes in credit rating models

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The aim of this thesis was to investigate the use of effect sizes to report the results of statistical credit rating models in a more practical way. Rating systems in the form of statistical probability models like logistic regression models are used to forecast the behaviour of clients and guide...

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Bibliographic Details
Main Author: Steyn, Hendrik Stefanus
Other Authors: Ndlovu, P.
Format: Others
Language:en
Published: 2015
Subjects:
Practical significance
Logistic regression
Cohen‟s d
Probability of default
Effect size
Goodness-of-fit
Odds ratio
Area under the curve
Multi-collinearity
Basel II
519.538
Effect sizes (Statistics)
Probability measures
Mathematical models
Experimental design
Analysis of variance
Online Access:Steyn, Hendrik Stefanus (2014) The use of effect sizes in credit rating models, University of South Africa, Pretoria, <http://hdl.handle.net/10500/18790>
http://hdl.handle.net/10500/18790

Internet

Steyn, Hendrik Stefanus (2014) The use of effect sizes in credit rating models, University of South Africa, Pretoria, <http://hdl.handle.net/10500/18790>
http://hdl.handle.net/10500/18790

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