IDEAS home Printed from https://ideas.repec.org/a/cup/jagaec/v24y1992i01p163-169_02.html
   My bibliography  Save this article

Selecting The “Best” Prediction Model: An Application To Agricultural Cooperatives

Author

Listed:
  • Rambaldi, Alicia N.
  • Zapata, Hector O.
  • Christy, Ralph D.

Abstract

A credit scoring function incorporating statistical selection criteria was proposed to evaluate the credit worthiness of agricultural cooperative loans in the Fifth Farm Credit District. In-sample (1981-1986) and out-of-sample (1988) prediction performance of the selected models were evaluated using rank transformation discriminant analysis, logit, and probit. Results indicate superior out-of-sample performance for the management oriented approach relative to classification of unacceptable loans, and poor performance of the rank transformation in out-of-sample prediction.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Rambaldi, Alicia N. & Zapata, Hector O. & Christy, Ralph D., 1992. "Selecting The “Best” Prediction Model: An Application To Agricultural Cooperatives," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 24(01), pages 163-169, July.
  • Handle: RePEc:cup:jagaec:v:24:y:1992:i:01:p:163-169_02
    as

    Download full text from publisher

    File URL: http://journals.cambridge.org/abstract_S008130520002608X
    File Function: link to article abstract page
    Download Restriction: no

    Other versions of this item:

    References listed on IDEAS

    as
    1. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, pages 1483-1536.
    2. Collins, Robert A. & Green, Richard D., 1982. "Statistical methods for bankruptcy forecasting," Journal of Economics and Business, Elsevier, pages 349-354.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:jagaec:v:24:y:1992:i:01:p:163-169_02. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters) or (Thomas Cornelissen). General contact details of provider: http://journals.cambridge.org/jid_AAE .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.