Credit Risk Assessment for Small and Microsized Enterprises Using Kernel Feature Selection-Based Multiple Criteria Linear Optimization Classifier: Evidence from China

Table 12

Feature selection results by logistic regression with stepwise parameter.

Variable	Variable name	Category	Coefficient	value
	Quick ratio	Enterprises’ financial information	−0.3168	0.0014
	Interest coverage ratio	Enterprises’ financial information	−0.2924	0.0076
	Operating net cash flow	Enterprises’ financial information	−0.2401	0.0198
	Accumulated overdue repayment of actual controller	Actual controller’s information	−0.3426
	Abnormal times of water, electricity, and tax in the past 12 months	Enterprises’ behaviour information	1.2816
	Overdue days of enterprises’ loans	Enterprises’ behaviour information	0.2164	0.0248
	Mortgage and pledge status	Enterprises’ behaviour information	−0.271
	Number of administrative punishments	Enterprises’ supervision information	0.345	0.0006