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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\r\n1 .王玉章(民75)，「信用綜合評估方法概述」，審計季刊，7月pp.8-16。\r\n2 .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。\r\n3 .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。\r\n4.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。\r\n5 .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 。\r\n6.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。\r\n7 .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。\r\n8.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。\r\n9 .陳紹興(民73)，「漫談信用評等」，國民金融，第7卷，第6 期，pp . 16- 22。\r\n10. 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。\r\n11. 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。\r\n12. 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。\r\n13. 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。\r\n\r\n2、英文部份\r\n1. 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.\r\n2. Altaman, E.I. (1968), \"Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy \". Journal of Finance, Vol.23, pp.589-609.\r\n3. Ashford. J.R. (1959), \"An Approach to the Analysis of Data for Semi-Quantal Responses in Biology Response\", Biometrics. Vol.1S. pp~573-581.\r\n4. Beaver. W.H. (1966), Financial Ratios as Predictor of Failure\", Journal of Accounting Research: Empjrical Research in Accounting - Selected Studies, pp.71-111.\r\n5. Berkson, J. (1944), \"Application of the Logistic function to Bioassay\", Journal of American Statistical Association, Vol.39, pp.357-365.\r\n6. Chesser, D.L. (1974), \"Prediction Loan Noncompliance \", Journal of Commercial Bank Lending, Vol.56, no.8 , pp.28-38.\r\n7. Collins, R.A. and Green, R.D. (1982), \"Statistical Methods for Bankruptcy Forecasting\", Journal of Economics and Business, Vol.34, pp.34S-354.\r\n8. 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.\r\n9. Freeman, D.H., Jr. (1987), Applied Categorical Data Analysis, New York: Marcel Dekker, Inc ..\r\n10. 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.\r\n11. 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.\r\n12. Hosmer, D.W., Jr. and Lemeshow, S. (1989), Applied Logistic Regression, New York: John Wiley & Sons, Inc ..\r\n13. 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.\r\n14. Jennings, D.E. (1986a), \"Outliers and Residual Distributions in Logistic Regression\", Journal of the American Statistical Association, Vol.8!, pp.987- 990 .\r\n15. Jennings, D.E:(1986b), \"Judging Inference Adequency in Logistic Regression\", Journal of the American StatisticalAssociatjon, Vol.81, pp.471-476.\r\n16. 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.\r\n17. 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.\r\n18. Lo, A.W.(1986), \"Logit Versus Discriminant Analysis - A Specification Test and Application to Corporate Bankruptcies\", Journal of Econometrics, Vol.31, pp.151-178.\r\n19. Ohlson, J.A.(1980), \"Financial Ratios and the Probabilistic Prediction of Bankruptcy\", Journal of Accounting Research, Vol.lB, pp.l09-131.\r\n20. Pregibon, D. (1981), \"Logistic Regression Diagnostics \", Annuals of Statistics. Vol.9, pp.705-724.\r\n21. 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.\r\n22. SAS Technical Report P-200(1990), SAS Institute Inc., Cary, N. C., p.p. 175- 230 .\r\n23. 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.\r\n24. 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.\r\n25. West, C. R . ( 1985), \"A Factor - Analytic Approach to Bank Condition\", Journal of Banking and. Finance, Vol.9, pp.253-266.\r\n26. 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) https://ah.lib.nccu.edu.tw/item?item_id=101565-
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\r\n1.1 研究動機與目的..................1\r\n1.2 研究範圍.................2\r\n1.3 研究方法摘要.................2\r\n1.4 章節結構.................3\r\n2、文獻回顧\r\n2.1 羅吉斯迴歸有關文獻.................4 \r\n2.2 信用評等實證文獻.................6\r\n3、理論架構\r\n3.1 分析流程.................12\r\n3.2 信用評等架構.................16\r\n3.3 因素分析.................23\r\n3.4 羅吉斯迴歸模式建立.................25\r\n3.5 羅吉斯迴歸模式估計與檢定.................33\r\n4.實證分析\r\n4.1 問題背景及資料來源.................41\r\n4.2因素粹取結果.................44\r\n4.3 羅吉斯迴歸模式分析.................47\r\n5、結論\r\n5.1 研究發現.................54\r\n5.2 研究限制.................55\r\n5.3 後續研究方向.................55\r\n參考文獻--------------------------------------- 57zh_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\r\n1 .王玉章(民75)，「信用綜合評估方法概述」，審計季刊，7月pp.8-16。\r\n2 .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。\r\n3 .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。\r\n4.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。\r\n5 .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 。\r\n6.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。\r\n7 .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。\r\n8.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。\r\n9 .陳紹興(民73)，「漫談信用評等」，國民金融，第7卷，第6 期，pp . 16- 22。\r\n10. 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。\r\n11. 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。\r\n12. 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。\r\n13. 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。\r\n\r\n2、英文部份\r\n1. 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.\r\n2. Altaman, E.I. (1968), \"Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy \". Journal of Finance, Vol.23, pp.589-609.\r\n3. Ashford. J.R. (1959), \"An Approach to the Analysis of Data for Semi-Quantal Responses in Biology Response\", Biometrics. Vol.1S. pp~573-581.\r\n4. Beaver. W.H. (1966), Financial Ratios as Predictor of Failure\", Journal of Accounting Research: Empjrical Research in Accounting - Selected Studies, pp.71-111.\r\n5. Berkson, J. (1944), \"Application of the Logistic function to Bioassay\", Journal of American Statistical Association, Vol.39, pp.357-365.\r\n6. Chesser, D.L. (1974), \"Prediction Loan Noncompliance \", Journal of Commercial Bank Lending, Vol.56, no.8 , pp.28-38.\r\n7. Collins, R.A. and Green, R.D. (1982), \"Statistical Methods for Bankruptcy Forecasting\", Journal of Economics and Business, Vol.34, pp.34S-354.\r\n8. 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.\r\n9. Freeman, D.H., Jr. (1987), Applied Categorical Data Analysis, New York: Marcel Dekker, Inc ..\r\n10. 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.\r\n11. 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.\r\n12. Hosmer, D.W., Jr. and Lemeshow, S. (1989), Applied Logistic Regression, New York: John Wiley & Sons, Inc ..\r\n13. 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.\r\n14. Jennings, D.E. (1986a), \"Outliers and Residual Distributions in Logistic Regression\", Journal of the American Statistical Association, Vol.8!, pp.987- 990 .\r\n15. Jennings, D.E:(1986b), \"Judging Inference Adequency in Logistic Regression\", Journal of the American StatisticalAssociatjon, Vol.81, pp.471-476.\r\n16. 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.\r\n17. 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.\r\n18. Lo, A.W.(1986), \"Logit Versus Discriminant Analysis - A Specification Test and Application to Corporate Bankruptcies\", Journal of Econometrics, Vol.31, pp.151-178.\r\n19. Ohlson, J.A.(1980), \"Financial Ratios and the Probabilistic Prediction of Bankruptcy\", Journal of Accounting Research, Vol.lB, pp.l09-131.\r\n20. Pregibon, D. (1981), \"Logistic Regression Diagnostics \", Annuals of Statistics. Vol.9, pp.705-724.\r\n21. 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.\r\n22. SAS Technical Report P-200(1990), SAS Institute Inc., Cary, N. C., p.p. 175- 230 .\r\n23. 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.\r\n24. 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.\r\n25. West, C. R . ( 1985), \"A Factor - Analytic Approach to Bank Condition\", Journal of Banking and. Finance, Vol.9, pp.253-266.\r\n26. 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