Essays about: "Principal Components Logistic Regression"

Found 3 essays containing the words Principal Components Logistic Regression.

1. 1. Clustering and classification of prepaid mortgages

   University essay from KTH/Matematik (Avd.)

   Author : Jakob Atli Thorsteinsson; [2023]
   Keywords : Clustering; Classification; Klustring; Klassificering;

   Abstract : This thesis aims to cluster and classify mortgages issued by a financial institution. The aim is to apply machine learning techniques on historical data in order to discover a possible structure and predictability in prepaid mortgages. READ MORE

3. 2. Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Asterios Geroukis; Erik Brorson; [2014]
   Keywords : Risk modelling; Discriminant analysis; Logisistic regression; Principal components; Solvency;

   Abstract : In this study, we compare the two statistical techniques logistic regression and discriminant analysis to see how well they classify companies based on clusters – made from the solvency ratio ­– using principal components as independent variables. The principal components are made with different financial ratios. READ MORE

4. 3. Evaluating the Use of Ridge Regression and Principal Components in Propensity Score Estimators under Multicollinearity

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Sarah Gripencrantz; [2014]
   Keywords : Causal Inference; Propensity Score; IPW estimator; Stratification; Matching; Logistic Ridge Regression; Principal Components Logistic Regression;

   Abstract : Multicollinearity can be present in the propensity score model when estimating average treatment effects (ATEs). In this thesis, logistic ridge regression (LRR) and principal components logistic regression (PCLR) are evaluated as an alternative to ML estimation of the propensity score model. READ MORE