Empirical Bayes analysis of the commercial loan evaluation process Export

@article{1993_Leonard_3, abstract = {In this paper, logistic regression models containing random effects are explored as a means of simulating the decision process of commercial loan officers. Empirical Bayes estimates, determined with the EM Algorithm, are calculated for the random parameters. Analysis of data from a major Canadian bank is presented.}, author = {Leonard, K. J.}, citeulike-article-id = {651762}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/0167-7152(93)90017-D}, doi = {10.1016/0167-7152(93)90017-D}, journal = {Statistics and Probability Letters}, keywords = {commercial, consumer, credit, em-algorithm, loans, random-effects, regression, scoring}, pages = {289--296}, posted-at = {2006-05-18 18:24:40}, priority = {0}, title = {Empirical Bayes analysis of the commercial loan evaluation process}, url = {http://dx.doi.org/10.1016/0167-7152(93)90017-D}, volume = {18}, year = {1993} }

TY - JOUR ID - 1993_Leonard_3 L3 - citeulike-article-id:651762 N2 - In this paper, logistic regression models containing random effects are explored as a means of simulating the decision process of commercial loan officers. Empirical Bayes estimates, determined with the EM Algorithm, are calculated for the random parameters. Analysis of data from a major Canadian bank is presented. JF - Statistics and Probability Letters EP - 296 TI - Empirical Bayes analysis of the commercial loan evaluation process VL - 18 SP - 289 KW - commercial KW - consumer KW - credit KW - em-algorithm KW - loans KW - random-effects KW - regression KW - scoring AU - Leonard, KJ PY - 1993/// UR - http://dx.doi.org/10.1016/0167-7152(93)90017-D ER -