In this article, we develop a model-free procedure to estimate multiclass probabilities based on large-margin classifiers. In particular, the new estimation scheme is employed by solving a series of ...

The measure is in the same spirit as Achen's (1982) "level importance" measure for linear models and thus fills an important gap in logit regression analysis. We show, on the basis of simulations and ...

Information generated by the house-selling probability model could provide the seller with recommendations on what can be done -- reducing the asking price or remodeling, for example -- to ...

Backtesting of a probability of default model in the point-in-time–through-the-cycle context Mark Rubtsov Need to know We claim PD model correctness is equivalent to unbiasedness; given unbiasedness, ...

You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...