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Variable Reduction in Logistic & Choosing the Correct Transformations

Sponsored By Genpact

Topics:
Finance & Risk Management > Benchmarking/Metrics

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Abstract:
This paper provides a powerful tool to deal with the problem where one has a large number of variables and the regression function used is Logistic. This method weaves through the great number of transformations of each variable and helps you choose the best form of each variable -- all this while reducing the variables to be considered at a very fast pace. This helps you achieve a very robust and statistically- sound model that can stand the test of time.
DETAILS
Sponsored by: Genpact
Posted: October 13, 2008
Length: 6 pages
Format: PDF (344 kb)
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