摘要
本文利用Logistic回归分析建立了上市公司信贷违约概率预测模型,通过选取样本数据、测试数据、年度配比数据和反映公司的偿债、举债经营和运作资金的能力的15个上市公司财务指标,首先使用样本数据和测试数据对模型进行了分析和检验,其次分别通过改变数据的配比方式、年度数据来观察模型预测分类结果,检验模型的历史预测能力,最后根据全文分析得出相关结论。
In this paper, logistic regression analysis is used to establish the listed companies＇ credit default probability prediction model. Through selecting the sample data, the test data, the annual ratio data and the financial indicators of 15 listed companies which reflect the credit capacity, the leverage capacity and the capital operation capacity of companies, the authors analyse and test the model with the the sample data and the test data. Then by changing the matching way of data and the annual data, the authors observe the classification results of model prediction and test the model＇ s historical prediction ability and finally the authors draw their conclusion according to the analysis.
出处
《经济经纬》
CSSCI
北大核心
2009年第2期144-148,共5页
Economic Survey
基金
国家自然科学基金(编号:70771087)
西安交通大学"985工程"二期项目"经济社会可持续发展中的金融创新研究"(编号:07200701)
