Development of statistical discriminant mathematical programming model via resampling estimation techniques

Houshmand A. Ziari, David J. Leatham, Paul N. Ellinger

Research output: Contribution to journalArticlepeer-review

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 languageEnglish (US)
Pages (from-to)1352-1362
Number of pages11
JournalAmerican Journal of Agricultural Economics
Volume79
Issue number4
DOIs
StatePublished - Nov 1997

Keywords

  • Credit scoring
  • Logit
  • Model selection
  • Resampling
  • Statistical mathematical program

ASJC Scopus subject areas

  • Agricultural and Biological Sciences (miscellaneous)
  • Economics and Econometrics

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