基于变量逐步选择的Bayes信用风险判别模型

Bayes discriminant model of credit risk based on independent variables’ step-by-step test

摘要: 应用逐步判别理论筛选模型自变量,建立Bayes判别函数,推导出具体的判别模型.实证分析显示,模型具有良好的分辨精度.考虑到模型的应用范围,变量筛选时舍弃了上市公司特有的一些财务指标.

Abstract: Applying step-by-step discriminant theory,independent variables are selected,and then Bayes discriminant function is established.Based on sampled data,Bayes credit risk discriminant model is derived.The results show that step-by-step selective method of independent variables can improve the precision of the model greatly.