An Optimal Credit Scoring Model Based on the Maximum Default Identification Ability for Chinese Small Business

Table 8

Optimal weighting result of Wilks’ Lambda method.

Indicator	Wilks’ Lambda weight	Sum of weight
X1 net cash flow ratio from current liabilities operating activities	0.017	The weight of financial indicators is 0.113
X2 super-quick ratio	0.025
X3 total outstanding loans to total assets ratio	0.024
X4 net cash flow from operating activities (yuan)	0.035
X5 working capital allocation ratio	0.006
X6 retained earnings growth rate	0.007
X7 consumer price indicator	0.237	The weight of nonfinancial indicators is 0.887
X8 controlled income of each urban resident (yuan)	0.147
X9 Engel coefficient	0.187
X10 working time in relevant industry	0.057
X11 account opening status	0.006
X12 product sales range	0.046
X13 dwelling condition	0.027
X14 working time holding the position	0.038
X15 enterprise credit in 3 years	0.108
X16 score of pledged collateral	0.034