Estimation of Parametric and Semiparametric Logistic Regression Models Using Credit Scoring Data

by Magda M. M. Haggag .

Abstract: : A semiparametric generalized linear model known as a generalized partial linear model (GPLM) is estimated using the profile likelihood method. The Algorithms of the estimation process is derived and applied to credit scoring data which is a typical example for the application of GPLM with a binomially distributed response variable.

Key Words: : credit scoring, generalized linear model, generalized partial linear model, misclassification rates, profile-likelihood, quasi-likelihood, semiparametric estimation

Author:
Magda M. Haggag, magmhag@yahoo.com

Editor: Ke, Weiming,weiming.ke@sdstate.edu

Revised December 23, 2007.

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