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bias

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Supplementary materials for the following publication: Davydenko, A., & Goodwin, P. (2021). Assessing point forecast bias across multiple time series: Measures and visual tools. International Journal of Statistics and Probability, 10(5), 46-69. https://doi.org/10.5539/ijsp.v10n5p46

  • Updated Oct 4, 2021
  • R

Built a logistic regression model and a classification tree model for predicting the final status of a loan based on various variables available. Confusion matrix and misclassification rate for each model for a test dataset. Variables that appear to be important for predicting outcome. Plotted and described the ROC curves and AUC for the four mo…

  • Updated Mar 3, 2022
  • R

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