Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components

Bachelor thesis English OPEN
Geroukis, Asterios; Brorson, Erik;
  • Publisher: Uppsala universitet, Statistiska institutionen
  • Subject: Risk modelling | Discriminant analysis | Logisistic regression | Principal components | Solvency

In this study, we compare the two statistical techniques logistic regression and discriminant analysis to see how well they classify companies based on clusters – made from the solvency ratio ­– using principal components as independent variables. The principal componen... View more
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