Bayesian Logistic Regression Models for Credit Scoring by Gregg Webster

LIST OF TABLES 
 
Table 3.1
Classification table of the predictive performance of the logistic regression 
model……………………………………………………………………………………...29 
Table 4.1 
Variable type and description for each variable in the data set…………………...51 
Table 4.2 
Summary statistics for the numerical input variables……………………………..52 
Table 4.3 
Logistic regression model fitted on the “old” data………………………………..58 
Table 4.4 
Correlation matrix of numerical independent variables on the “old” data………..60 
Table 4.5 
Variance inflation factors (VIF) of numerical independent variables on the “old” 
data………………………………………………………………………………………..61 
Table 4.6
Comparison of model coefficients when possible leverage and influential 
observations are either included or excluded from the “old” data……………………......63 
Table 4.7 
Logistic regression model fitted on the “new” data………………………………66 
Table 4.8
Correlation matrix of the numerical independent variables on the “new” data…...68 
Table 4.9
Variance inflation factors (VIF) of numerical independent variables on the “new” 
data………………………………………………………………………………………...69 
Table 4.10
Comparison of model coefficients when possible influential observations are 
either included or excluded from the “new” data………………………………………....72 
Table 4.11
Logistic regression model on “new” data with influential observations 
removed…………………………………………………………………………………...73 
Table 4.12
Prior parameters for an informative Bayesian logistic regression model………..74 
Table 4.13
Bayesian logistic regression model on the “new” data with an informative 
prior……………………………………………………………………………………….75 
Table 4.14
Geweke diagnostic statistics for each variable of the Bayesian logistic regression 
model with informative prior……………………………………………………………...78