Generalizations of Logistic Regression, Weight of Evidence, and the Gini Index for a Continuous Target Variable Taking on Probabilistic Values

Verfasser / Beitragende:
[O. Soloshenko]
Ort, Verlag, Jahr:
2015
Enthalten in:
Cybernetics and Systems Analysis, 51/6(2015-11-01), 992-1004
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10559-015-9792-z  |2 doi 
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100 1 |a Soloshenko  |D O.  |u National Technical University of Ukraine "Kyiv Polytechnic Institute”, Kyiv, Ukraine  |4 aut 
245 1 0 |a Generalizations of Logistic Regression, Weight of Evidence, and the Gini Index for a Continuous Target Variable Taking on Probabilistic Values  |h [Elektronische Daten]  |c [O. Soloshenko] 
520 3 |a The author proposes original tools for improving formulas of the maximum likelihood estimation method for logistic regression, the weight of evidence formula including the information value indicator formula, and the Gini index with a view to providing the use of a continuous target variable assuming probabilistic values. The approach to the pursuance of this research consists of the application of continuous weight functions meeting certain conditions to evaluate a generalized logarithm of the likelihood function including its generalized gradient vector and generalized Hessian matrix and also the application of probability theory to generalize weight of evidence and the Gini index. 
540 |a Springer Science+Business Media New York, 2015 
690 7 |a logistic regression  |2 nationallicence 
690 7 |a weight of evidence  |2 nationallicence 
690 7 |a Gini index  |2 nationallicence 
690 7 |a maximum likelihood method  |2 nationallicence 
690 7 |a credit scoring  |2 nationallicence 
690 7 |a reject inference  |2 nationallicence 
773 0 |t Cybernetics and Systems Analysis  |d Springer US; http://www.springer-ny.com  |g 51/6(2015-11-01), 992-1004  |x 1060-0396  |q 51:6<992  |1 2015  |2 51  |o 10559 
856 4 0 |u https://doi.org/10.1007/s10559-015-9792-z  |q text/html  |z Onlinezugriff via DOI 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10559-015-9792-z  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 100  |E 1-  |a Soloshenko  |D O.  |u National Technical University of Ukraine "Kyiv Polytechnic Institute”, Kyiv, Ukraine  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Cybernetics and Systems Analysis  |d Springer US; http://www.springer-ny.com  |g 51/6(2015-11-01), 992-1004  |x 1060-0396  |q 51:6<992  |1 2015  |2 51  |o 10559