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Activity Number: 130
Type: Contributed
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract - #304448
Title: Improving Prediction Accuracy of Logistic Regression
Author(s): Zhiyuan Dong*+ and Martin Levy and Yan Yu
Companies: University of Cincinnati and University of Cincinnati and University of Cincinnati
Address: , , ,
Keywords: Maximum likelihood ; Nonlinear optimization ; Default probability
Abstract:

We propose a constrained optimization approach to improve the prediction accuracy when some useful prior information is available. We apply the constrained estimation approach to conduct empirical studies and the results are reported.

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