Search Results - subject:"Linear discriminant analysis"

Monetary Tightening Cycles and the Predictability of Economic Activity

Estrella, Arturo - 2009

Eleven of fourteen monetary tightening cycles since 1955 were followed by increases in unemployment; three were not. The term spread at the end of these cycles discriminates almost perfectly between subsequent outcomes, but levels of nominal or real interest rates, as well as other interest rate...

Persistent link: https://www.econbiz.de/10013155831

Unexplained Gaps and Oaxaca-Blinder Decompositions

Elder, Todd E. - 2009

We analyze four methods to measure unexplained gaps in mean outcomes: three decompositions based on the seminal work of Oaxaca (1973) and Blinder (1973) and an approach involving a seemingly naïve regression that includes a group indicator variable. Our analysis yields two principal findings....

Persistent link: https://www.econbiz.de/10013159930

Default predictors and credit scoring models for retail banking

Kočenda, Evžen; Vojtek, Martin - 2009

This paper develops a specification of the credit scoring model with high discriminatory power to analyze data on loans at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using logistic regression (parametric) and one model using...

Persistent link: https://www.econbiz.de/10003910674

Unexplained gaps and Oaxaca-Blinder decompositions

Elder, Todd E. (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003814652

Unexplained gaps and Oaxaca-Blinder decompositions

Elder, Todd E.; Goddeeris, John Henry; Haider, Steven - 2009

We analyze four methods to measure unexplained gaps in mean outcomes: three decompositions based on the seminal work of Oaxaca (1973) and Blinder (1973) and an approach involving a seemingly naive regression that includes a group indicator variable. Our analysis yields two principal findings. We...

Persistent link: https://www.econbiz.de/10003832324

Monetary tightening cycles and the predictability of economic activity

Adrian, Tobias; Estrella, Arturo - 2009

Persistent link: https://www.econbiz.de/10003947735

Unexplained Gaps and Oaxaca-Blinder Decompositions

Elder, Todd E.; Goddeeris, John Henry; Haider, Steven - 2009

We analyze four methods to measure unexplained gaps in mean outcomes: three decompositions based on the seminal work of Oaxaca (1973) and Blinder (1973) and an approach involving a seemingly naive regression that includes a group indicator variable. Our analysis yields two principal findings. We...

Persistent link: https://www.econbiz.de/10014210463

Business cycle prediction using support vector methods

Vogtländer, Kai; Weihs, Claus - 2000

business phase switches. Finally, the classification power of the Support Vector Method and of Linear Discriminant Analysis are … Discriminant Analysis. Note however that the Support Vector Method needs very much more computation time than Linear Discriminant …. On the other hand, the classification power of the Support Vector Method was distinctly better than with Linear …

Persistent link: https://www.econbiz.de/10009783553

Multicriteria analysis of e-learning courses

Petasakis, Ioannis; Theodosiou, Theodosios; Kazanidis, … - In: International Journal of Data Analysis Techniques and … 7 (2015) 2, pp. 203-215

of Technology. The linear discriminant analysis (LDA) and the Wilcoxon signed-rank test are also applied to analyse the …

Persistent link: https://www.econbiz.de/10011266491

Sparse semiparametric discriminant analysis

Mai, Qing; Zou, Hui - In: Journal of Multivariate Analysis 135 (2015) C, pp. 175-188

In recent years, a considerable amount of work has been devoted to generalizing linear discriminant analysis to …

Persistent link: https://www.econbiz.de/10011189569