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題名 羅吉斯迴歸在信用評等上之應用
作者 趙蔚慈
貢獻者 周文賢
趙蔚慈
日期 1991
1990
上傳時間 2-May-2016 17:03:02 (UTC+8)
參考文獻 1、中文部分
     1 .王玉章(民75)，「信用綜合評估方法概述」，審計季刊，7月pp.8-16。
     2 .何太山(民66)，運用區別分析建立商業的放款信用評份制度，政治大學企業管理研究所碩士論文。
     3 .李惠民(民73)，中小企業信用風險評估模式之研究，淡江大學管理科學研究所碩士論文。
     4.林春陽(民68)，「合作金庫試行信用評等簡介」，今日合庫，第5卷，第12期，pp.73-83。
     5 .林煜宗(民77)，「本國銀行與外商銀行徵信問題之比較研究」，台北市銀月刊，第221期，pp.33-38 。
     6.周詩添(民67)，企業授信險評估模式之研究，淡江大學管理科學研究所碩論文。
     7 .徐健進(民74)，銀行放款信用評等模式之研究，政治大學企業管理研究所碩士論文。
     8.留敬中(民75)，台灣地區紡織工業授信風險評估模式之研究，淡江大學管理科學研究所碩士論文。
     9 .陳紹興(民73)，「漫談信用評等」，國民金融，第7卷，第6 期，pp . 16- 22。
     10. 陳敬忠(民75)，「美國的『信用評等』」，彰銀資料，第35卷，第9 期. pp.39-54。
     11. 黃小玉(民77)，銀行放款信用評估模式之研究--最佳模式之選擇，淡江大學管理科學研究所碩士論文。
     12. 趙玉梅(民79)，在羅吉斯迴歸模型之殘差分析研究，國立政治大學統計研究所碩士論文。
     13. 賴耀群(民66)，銀行放款信用之研究，淡江大學管理科學研究所碩士論文。
     
     2、英文部份
     1. Aitchison, J. and ?S ilvey, S. D. (1957), "The Generalization of Probit Analysis to the Case of Multiple Responses", Bjometrika,Vol.44, pp.131-140.
     2. Altaman, E.I. (1968), "Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy ". Journal of Finance, Vol.23, pp.589-609.
     3. Ashford. J.R. (1959), "An Approach to the Analysis of Data for Semi-Quantal Responses in Biology Response", Biometrics. Vol.1S. pp~573-581.
     4. Beaver. W.H. (1966), Financial Ratios as Predictor of Failure", Journal of Accounting Research: Empjrical Research in Accounting - Selected Studies, pp.71-111.
     5. Berkson, J. (1944), "Application of the Logistic function to Bioassay", Journal of American Statistical Association, Vol.39, pp.357-365.
     6. Chesser, D.L. (1974), "Prediction Loan Noncompliance ", Journal of Commercial Bank Lending, Vol.56, no.8 , pp.28-38.
     7. Collins, R.A. and Green, R.D. (1982), "Statistical Methods for Bankruptcy Forecasting", Journal of Economics and Business, Vol.34, pp.34S-354.
     8. Efron, B. (1975), "The Efficiency of Logistic Regression Compared to Normal Discriminant Function Analysis", Journal of the American Statistical Association, Vol. 7 0, pp. 892 - 898.
     9. Freeman, D.H., Jr. (1987), Applied Categorical Data Analysis, New York: Marcel Dekker, Inc ..
     10. Harrell, F.E. and Lee, K.L.(1985), "A Comparison of the Discrimination of Discriminant Analysis and Logistic Regression under Multivariate Normality", in Biostatistics: Statistics in Biomedical, Public Health and Environmental Sciences; Sen, P.K. ed., Amsterdam: Elsevier.
     11. Hauck, W.W. and Donner, A.(1977), "Wald`s Test as Applied to Hypothesis in Logit Analysis", Journal of the American Statistical Association, Vol.72, pp.851-853.
     12. Hosmer, D.W., Jr. and Lemeshow, S. (1989), Applied Logistic Regression, New York: John Wiley & Sons, Inc ..
     13. Ingram, J.F. and Frazier, E.L. (1982), "Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment", Journal of Financial and Quantitative Analysis, Vol.17, pp.227-240.
     14. Jennings, D.E. (1986a), "Outliers and Residual Distributions in Logistic Regression", Journal of the American Statistical Association, Vol.8!, pp.987- 990 .
     15. Jennings, D.E:(1986b), "Judging Inference Adequency in Logistic Regression", Journal of the American StatisticalAssociatjon, Vol.81, pp.471-476.
     16. Kim, J.S., Tokuhata, G.K., and Bratz, J.R. (1985),"Comparison of Multivariate Regression Analysis Between Logistic Model and the Least Square Model Using SAS software", SAS Useres Groyp International Conference Proceedings, pp.1109-1112.
     17. Landwehr, J.M., Pregibon, D., and Shoemaker, A.C. (1984), "Graphical Methods for Assessing Logistic Regression Models", Journal of the American Statistical Association, Vo1.79, pp.318-327.
     18. Lo, A.W.(1986), "Logit Versus Discriminant Analysis - A Specification Test and Application to Corporate Bankruptcies", Journal of Econometrics, Vol.31, pp.151-178.
     19. Ohlson, J.A.(1980), "Financial Ratios and the Probabilistic Prediction of Bankruptcy", Journal of Accounting Research, Vol.lB, pp.l09-131.
     20. Pregibon, D. (1981), "Logistic Regression Diagnostics ", Annuals of Statistics. Vol.9, pp.705-724.
     21. Press, S.J. and Wilson, S.(1978), "Choosing Between Logistic Regression and Discriminant Analysis", Journal of the American Statistical Association. Vol.73, pp.699-705.
     22. SAS Technical Report P-200(1990), SAS Institute Inc., Cary, N. C., p.p. 175- 230 .
     23. Truett, J., Cornfield, J., and Kannel, W. (1967), "A Multivariate Analysis of the Risk of Coronary Heart Disease in Framingham", Journal of Chronic Diseases. Vol.20, pp.511-524.
     24. Walker, S.H. and Duncan, D.B.(1967), "Estimation of the Probability of an Event as a Function of Several Independent Variables", Biometrika, Vol. 54, pp.167-179.
     25. West, C. R . ( 1985), "A Factor - Analytic Approach to Bank Condition", Journal of Banking and. Finance, Vol.9, pp.253-266.
     26. Zavgren, C.V. (1985), "Assessing the Vulnerability to Failure of American Industrial Firms: A Logistic Analysis", Journal of Business Finance and Accounting, Vol.12, pp.19-45.
描述 碩士
國立政治大學
統計學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005035
資料類型 thesis
dc.contributor.advisor 周文賢zh_TW
dc.contributor.author (Authors) 趙蔚慈zh_TW
dc.creator (作者) 趙蔚慈zh_TW
dc.date (日期) 1991en_US
dc.date (日期) 1990en_US
dc.date.accessioned 2-May-2016 17:03:02 (UTC+8)-
dc.date.available 2-May-2016 17:03:02 (UTC+8)-
dc.date.issued (上傳時間) 2-May-2016 17:03:02 (UTC+8)-
dc.identifier (Other Identifiers) B2002005035en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89648-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計學系zh_TW
dc.description.tableofcontents 1、緒論
     1.1 研究動機與目的..................1
     1.2 研究範圍.................2
     1.3 研究方法摘要.................2
     1.4 章節結構.................3
     2、文獻回顧
     2.1 羅吉斯迴歸有關文獻.................4
     2.2 信用評等實證文獻.................6
     3、理論架構
     3.1 分析流程.................12
     3.2 信用評等架構.................16
     3.3 因素分析.................23
     3.4 羅吉斯迴歸模式建立.................25
     3.5 羅吉斯迴歸模式估計與檢定.................33
     4.實證分析
     4.1 問題背景及資料來源.................41
     4.2因素粹取結果.................44
     4.3 羅吉斯迴歸模式分析.................47
     5、結論
     5.1 研究發現.................54
     5.2 研究限制.................55
     5.3 後續研究方向.................55
     參考文獻--------------------------------------- 57		zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005035en_US
dc.title (題名) 羅吉斯迴歸在信用評等上之應用zh_TW
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) 1、中文部分
     1 .王玉章(民75)，「信用綜合評估方法概述」，審計季刊，7月pp.8-16。
     2 .何太山(民66)，運用區別分析建立商業的放款信用評份制度，政治大學企業管理研究所碩士論文。
     3 .李惠民(民73)，中小企業信用風險評估模式之研究，淡江大學管理科學研究所碩士論文。
     4.林春陽(民68)，「合作金庫試行信用評等簡介」，今日合庫，第5卷，第12期，pp.73-83。
     5 .林煜宗(民77)，「本國銀行與外商銀行徵信問題之比較研究」，台北市銀月刊，第221期，pp.33-38 。
     6.周詩添(民67)，企業授信險評估模式之研究，淡江大學管理科學研究所碩論文。
     7 .徐健進(民74)，銀行放款信用評等模式之研究，政治大學企業管理研究所碩士論文。
     8.留敬中(民75)，台灣地區紡織工業授信風險評估模式之研究，淡江大學管理科學研究所碩士論文。
     9 .陳紹興(民73)，「漫談信用評等」，國民金融，第7卷，第6 期，pp . 16- 22。
     10. 陳敬忠(民75)，「美國的『信用評等』」，彰銀資料，第35卷，第9 期. pp.39-54。
     11. 黃小玉(民77)，銀行放款信用評估模式之研究--最佳模式之選擇，淡江大學管理科學研究所碩士論文。
     12. 趙玉梅(民79)，在羅吉斯迴歸模型之殘差分析研究，國立政治大學統計研究所碩士論文。
     13. 賴耀群(民66)，銀行放款信用之研究，淡江大學管理科學研究所碩士論文。
     
     2、英文部份
     1. Aitchison, J. and ?S ilvey, S. D. (1957), "The Generalization of Probit Analysis to the Case of Multiple Responses", Bjometrika,Vol.44, pp.131-140.
     2. Altaman, E.I. (1968), "Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy ". Journal of Finance, Vol.23, pp.589-609.
     3. Ashford. J.R. (1959), "An Approach to the Analysis of Data for Semi-Quantal Responses in Biology Response", Biometrics. Vol.1S. pp~573-581.
     4. Beaver. W.H. (1966), Financial Ratios as Predictor of Failure", Journal of Accounting Research: Empjrical Research in Accounting - Selected Studies, pp.71-111.
     5. Berkson, J. (1944), "Application of the Logistic function to Bioassay", Journal of American Statistical Association, Vol.39, pp.357-365.
     6. Chesser, D.L. (1974), "Prediction Loan Noncompliance ", Journal of Commercial Bank Lending, Vol.56, no.8 , pp.28-38.
     7. Collins, R.A. and Green, R.D. (1982), "Statistical Methods for Bankruptcy Forecasting", Journal of Economics and Business, Vol.34, pp.34S-354.
     8. Efron, B. (1975), "The Efficiency of Logistic Regression Compared to Normal Discriminant Function Analysis", Journal of the American Statistical Association, Vol. 7 0, pp. 892 - 898.
     9. Freeman, D.H., Jr. (1987), Applied Categorical Data Analysis, New York: Marcel Dekker, Inc ..
     10. Harrell, F.E. and Lee, K.L.(1985), "A Comparison of the Discrimination of Discriminant Analysis and Logistic Regression under Multivariate Normality", in Biostatistics: Statistics in Biomedical, Public Health and Environmental Sciences; Sen, P.K. ed., Amsterdam: Elsevier.
     11. Hauck, W.W. and Donner, A.(1977), "Wald`s Test as Applied to Hypothesis in Logit Analysis", Journal of the American Statistical Association, Vol.72, pp.851-853.
     12. Hosmer, D.W., Jr. and Lemeshow, S. (1989), Applied Logistic Regression, New York: John Wiley & Sons, Inc ..
     13. Ingram, J.F. and Frazier, E.L. (1982), "Alternative Multivariate Tests in Limited Dependent Variable Models: An Empirical Assessment", Journal of Financial and Quantitative Analysis, Vol.17, pp.227-240.
     14. Jennings, D.E. (1986a), "Outliers and Residual Distributions in Logistic Regression", Journal of the American Statistical Association, Vol.8!, pp.987- 990 .
     15. Jennings, D.E:(1986b), "Judging Inference Adequency in Logistic Regression", Journal of the American StatisticalAssociatjon, Vol.81, pp.471-476.
     16. Kim, J.S., Tokuhata, G.K., and Bratz, J.R. (1985),"Comparison of Multivariate Regression Analysis Between Logistic Model and the Least Square Model Using SAS software", SAS Useres Groyp International Conference Proceedings, pp.1109-1112.
     17. Landwehr, J.M., Pregibon, D., and Shoemaker, A.C. (1984), "Graphical Methods for Assessing Logistic Regression Models", Journal of the American Statistical Association, Vo1.79, pp.318-327.
     18. Lo, A.W.(1986), "Logit Versus Discriminant Analysis - A Specification Test and Application to Corporate Bankruptcies", Journal of Econometrics, Vol.31, pp.151-178.
     19. Ohlson, J.A.(1980), "Financial Ratios and the Probabilistic Prediction of Bankruptcy", Journal of Accounting Research, Vol.lB, pp.l09-131.
     20. Pregibon, D. (1981), "Logistic Regression Diagnostics ", Annuals of Statistics. Vol.9, pp.705-724.
     21. Press, S.J. and Wilson, S.(1978), "Choosing Between Logistic Regression and Discriminant Analysis", Journal of the American Statistical Association. Vol.73, pp.699-705.
     22. SAS Technical Report P-200(1990), SAS Institute Inc., Cary, N. C., p.p. 175- 230 .
     23. Truett, J., Cornfield, J., and Kannel, W. (1967), "A Multivariate Analysis of the Risk of Coronary Heart Disease in Framingham", Journal of Chronic Diseases. Vol.20, pp.511-524.
     24. Walker, S.H. and Duncan, D.B.(1967), "Estimation of the Probability of an Event as a Function of Several Independent Variables", Biometrika, Vol. 54, pp.167-179.
     25. West, C. R . ( 1985), "A Factor - Analytic Approach to Bank Condition", Journal of Banking and. Finance, Vol.9, pp.253-266.
     26. Zavgren, C.V. (1985), "Assessing the Vulnerability to Failure of American Industrial Firms: A Logistic Analysis", Journal of Business Finance and Accounting, Vol.12, pp.19-45.		zh_TW