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Applications of Logistic Regression and Hazard Method in Accounting and Finance Research

In: Encyclopedia of Finance

Author

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  • Feng Gao

    (Rutgers University)

Abstract

This chapter introduces commonly used models to study whether or when an event occurs in accounting and finance research. I begin with parametric models based on the different survival time assumptions and then move on to a semiparametric regression model, i.e., the Cox proportional hazards model. Finally, I introduce the use of logistic regression in discrete survival time. After reviewing prior literature using these methods, I use an empirical setting to illustrate the applications of these methods in SAS and compare the inferences.

Suggested Citation

  • Feng Gao, 2022. "Applications of Logistic Regression and Hazard Method in Accounting and Finance Research," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 82, pages 1919-1937, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-91231-4_83
    DOI: 10.1007/978-3-030-91231-4_83
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    More about this item

    Keywords

    Logistic regression; Hazard regression; Survival analysis;
    All these keywords.

    JEL classification:

    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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