Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85655
Authors: 
Cramer, J.S.
Year of Publication: 
2000
Series/Report no.: 
Tinbergen Institute Discussion Paper 00-090/4
Abstract: 
A bank employs logistic regression with state-dependent sample selection to identify loans thatmay go wrong. Inspection shows that the logit model is inappropriate. A bounded logit model witha ceiling of (far) less than 1 fits the data much better.
Document Type: 
Working Paper

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