A quadratic interval logit model for forecasting bankruptcy

Fang-Mei Tseng and Lin Lin

Omega, 2005, vol. 33, issue 1, 85-91

Abstract: This paper proposes a quadratic interval logit model (or quadratic interval logistic regression analysis) based on a quadratic programming approach to deal with binary response variables. This model combines the advantages of logit (or logistic regression) and Tanaka's quadratic interval regression model. As a demonstration, we applied this model to forecasting corporate distress in the UK. The results show that this model can support the logit model to discriminate between groups, and it provides more information to researchers.

Keywords: Bankruptcy; forecasting; Fuzzy; regression; Logit; model (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (6)

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