With the emergence of the current financial crisis, societies see the increasing importance of credit risks management in financial institutions. Four mainstream credit risk rating models have been developed, however, their applicability in the Taiwan market is yet to be evaluated. In this paper, six major credit risk models, including Merton Option Pricing Model,Discriminant Analysis Model, Lo...

This is a short overview of the R add-on package BradleyTerry2, which facilitates the specification and fitting of Bradley-Terry logit, probit or cauchit models to paircomparison data. Included are the standard ‘unstructured’ Bradley-Terry model, structured versions in which the parameters are related through a linear predictor to explanatory variables, and the possibility of an order or ‘home ...

  Background: Unwanted pregnancy not intended by at least one of the parents has undesirable consequences for the family and the society. In the present study, three classification models were used and compared to predict unwanted pregnancies in an urban population.   Methods : In this cross-sectional study, 887 pregnant mothers referring to health centers in Khorramabad, Iran, in 2012 were ...

In dose response studies, the dose range is often restricted due to concerns over drug toxicity and/or efficacy. We present restricted and unrestricted interval locally optimal designs with respect to a very general class of optimality criteria for estimating the underlying dose response curve. The underlying curve belongs to a diversified set of link functions suitable for the dose response st...

Ownership structure and industry characteristics as internal and external factors respectively significantly impact the export performance of Chinese manufacturing firms. Three different yet related models, namely, logit, tobit and ordered probit models, that correspond to three different indicators of export performance are considered. It was found that the export performance of Chinese manufa...

Employing a probit, logit and gompit model this paper demonstrates that small firm development, represented by a group of structural, behavioral and performance variables determines regional location in Poland. The paper uses original data that samples the small firm stratum in two contrasting regions, Pomorskie and Lubelskie. The following variables were shown to be significantly correlated wi...

This study introduces a flexible nonlinear semiparametric spline model, new to solvency studies, as a tool for managerial discretion and regulatory oversight. The model has a linear component and a nonlinear component that uses stochastic splines. The study focuses on the functional relationship between regressors and the probability of financial distress as an object for managerial action. Lev...

Abstract The study of network formation is pervasive in economics, sociology, and many other fields. In this article, we model as a ‘choice’ that made by nodes to connect nodes. We these ‘choices’ using discrete-choice models, which agents choose between two or more discrete alternatives. employ the ‘repeated-choice’ (RC) formation. argue RC overcomes important limitations multinomial logit (MN...