UPDATING A LOGISTIC DISCRIMINATION RULE - Comparing Some Logistic Submodels in Credit-scoring

Farid Beninel, Christophe Biernacki

Abstract

Often a discriminant rule to predict individuals from a certain subpopulation is given, but the individuals to predict belong to another subpopulation. Two distinct approaches are usually implemented. The first approach is to apply the same discriminant rule for the two subpopulations. The second approach is to estimate a new rule for the second subpopulation. The first classical approach does not take into account differences between subpopulations. The second approach is not reliable in cases of few available individuals from the second subpopulation. In this paper we develop an intermediate approach: we get a rule to predict in the second population combining the experienced rule of the first population and the available learning sample from the second. Different models combining the first rule and the labeled sample from the second population are estimated and tested.

References

  1. Anderson, J. A. (1982). Logistic discrimination. In Handbook of Statistics (Vol. 2), P.R. Krishnaiah and L. Kanal (Eds.). Amsterdam: North Holland, pages 169-
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Paper Citation


in Harvard Style

Beninel F. and Biernacki C. (2009). UPDATING A LOGISTIC DISCRIMINATION RULE - Comparing Some Logistic Submodels in Credit-scoring . In Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 1: ICAART, ISBN 978-989-8111-66-1, pages 267-274. DOI: 10.5220/0001662302670274


in Bibtex Style

@conference{icaart09,
author={Farid Beninel and Christophe Biernacki},
title={UPDATING A LOGISTIC DISCRIMINATION RULE - Comparing Some Logistic Submodels in Credit-scoring},
booktitle={Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,},
year={2009},
pages={267-274},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001662302670274},
isbn={978-989-8111-66-1},
}


in EndNote Style

TY - CONF
JO - Proceedings of the International Conference on Agents and Artificial Intelligence - Volume 1: ICAART,
TI - UPDATING A LOGISTIC DISCRIMINATION RULE - Comparing Some Logistic Submodels in Credit-scoring
SN - 978-989-8111-66-1
AU - Beninel F.
AU - Biernacki C.
PY - 2009
SP - 267
EP - 274
DO - 10.5220/0001662302670274