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Scoring Et Anticipation De Defaillance Des Entreprises : Une Approche Par La Regression Logistique

Author

Listed:
  • Patrick Boisselier

    (CRIFP - Centre de Recherche en Ingénierie Financière et Finances Publiques - UNS - Université Nice Sophia Antipolis - UCA - Université Côte d'Azur - UCA - Université Côte d'Azur)

  • Dominique Dufour

    (CRIFP - Centre de Recherche en Ingénierie Financière et Finances Publiques - UNS - Université Nice Sophia Antipolis - UCA - Université Côte d'Azur - UCA - Université Côte d'Azur)

Abstract

L'anticipation de la défaillance des entreprises a été étudiée en détail et de manière récurrente dans la littérature comptable et financière. Cette analyse peut s'appuyer sur la mise en oeuvre de différents modèles statistiques. L'analyse discriminante popularisée par les travaux de la Banque de France en est une illustration. Dans ce travail, l'application de la technique de la régression logistique à deux échantillons d'entreprises -saines et faillies en 2002- nous permet d'obtenir des résultats significatifs et de proposer un modèle de prévision

Suggested Citation

  • Patrick Boisselier & Dominique Dufour, 2003. "Scoring Et Anticipation De Defaillance Des Entreprises : Une Approche Par La Regression Logistique," Post-Print halshs-00582740, HAL.
  • Handle: RePEc:hal:journl:halshs-00582740
    Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00582740
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    References listed on IDEAS

    as
    1. Eisenbeis, Robert A, 1977. "Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics," Journal of Finance, American Finance Association, vol. 32(3), pages 875-900, June.
    2. Hamer, Michelle M., 1983. "Failure prediction: Sensitivity of classification accuracy to alternative statistical methods and variable sets," Journal of Accounting and Public Policy, Elsevier, vol. 2(4), pages 289-307.
    3. Paul D. Allison, 1999. "Comparing Logit and Probit Coefficients Across Groups," Sociological Methods & Research, , vol. 28(2), pages 186-208, November.
    Full references (including those not matched with items on IDEAS)

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