Abstract
This paper uses resampling estimation techniques to develop a statistical mathematical programming model for discriminant analysis problems. Deleted-d jackknife, deleted-d bootstrap, and bootstrap procedures are used to identify statistical significant parameter estimates for a discriminant mathematical programming (MP) model. The results of this paper indicate that the resampling approach is a viable model selection technique. Furthermore, estimating the MP models via resampling techniques can also improve the classification performance compared to a deterministic discriminant MP model. In this study, the deleted-d jackknife procedure was the most promising among the resampling estimation techniques examined.
Original language | English (US) |
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Pages (from-to) | 1352-1362 |
Number of pages | 11 |
Journal | American Journal of Agricultural Economics |
Volume | 79 |
Issue number | 4 |
DOIs | |
State | Published - Nov 1997 |
Keywords
- Credit scoring
- Logit
- Model selection
- Resampling
- Statistical mathematical program
ASJC Scopus subject areas
- Agricultural and Biological Sciences (miscellaneous)
- Economics and Econometrics