Research Article
Construction of Credit Evaluation Index System for Two-Stage Bayesian Discrimination: An Empirical Analysis of Small Chinese Enterprises
Table 9
Comparison of discriminant accuracy of two-stage indicator system.
| | (1) Index system | (2) Accuracy of high default samples (%) | (3) Accuracy of low default samples (%) | (4) Accuracy of all samples (%) |
| | Index system after nonparametric screening | 94.00 | 61.90 | 77.95 | | Index system after parametric screening | 80.00 | 61.90 | 70.95 | | Index system after logistic regression screening | 86.00 | 57.14 | 71.57 |
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