IDEAS home Printed from https://ideas.repec.org/p/arx/papers/2507.04866.html
   My bibliography  Save this paper

The connection of the stability of the binary choice model with its discriminatory power

Author

Listed:
  • M. Pomazanov

Abstract

The key indicators of model stability are the population stability index (PSI), which uses the difference in population distribution, and the Kolmogorov-Smirnov statistic (KS) between two distributions. When deriving a binary choice model, the question arises about the real Gini index for any new model. The paper shows that when the Gini changes, the real Gini index should be less than the obtained Gini index. This type is included in the equation using a formula, and the PSI formula in KS is also included based on the scoring indicator. The error in calculating the Gini index of the equation is unavoidable, so it is necessary to always rely on the calculation formula. This type of research is suitable for a wide range of tasks where it is necessary to consider the error in scoring the indicator at any length.

Suggested Citation

  • M. Pomazanov, 2025. "The connection of the stability of the binary choice model with its discriminatory power," Papers 2507.04866, arXiv.org.
    • Handle: RePEc:arx:papers:2507.04866
    as

    Download full text from publisher

    File URL: http://arxiv.org/pdf/2507.04866
    File Function: Latest version
    Download Restriction: no
    ---><---

    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:arx:papers:2507.04866. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.