Browsing by Subject "elastic net"

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The impact of pre-selected variance inflation factor thresholds on the stability and predictive power of logistic regression models in credit scoring

De Jongh, P.J.; De Jongh, E.; Pienaar, M.; Gordon-Grant, H.; Oberholzer, M.; Santana, L. (ORSSA (Operations Research Society of South Africa), 2015)

Standard Bank, South Africa, currently employs a methodology when developing application or behavioural scorecards that involves logistic regression. A key aspect of building logistic regression models entails variable ...