Prediction Optimal Classification of Business Phases

Linear Discriminant Analysis (LDA) performs well for classifica- tion of business phases – even though the premises of an LDA are not met. As the variables are highly correlated there are numerical as well as interpretational shortcomings. By transforming the classification problem to a regression setting both problems can be addressed by a computer-intensive prediction oriented method which also improves the classification performance.

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Year of publication:	2005
Authors:	Weihs, Claus ; Luebke, Karsten
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2005,41
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009216965