dc.creator | Irimia Diéguez, Ana Isabel | es |
dc.creator | Blanco Oliver, Antonio Jesús | es |
dc.creator | Vázquez Cueto, María José | es |
dc.date.accessioned | 2018-12-17T11:38:07Z | |
dc.date.available | 2018-12-17T11:38:07Z | |
dc.date.issued | 2015 | |
dc.identifier.citation | Irimia Diéguez, A.I., Blanco Oliver, A.J. y Vázquez Cueto, M.J. (2015). A Comparison of classification/regression trees and logistic regression in failure models. En Global conference on business, economics, management and tourism (2ª. 2014. Praga), Praga. | |
dc.identifier.uri | https://hdl.handle.net/11441/81067 | |
dc.description.abstract | The use of non-parametric statistical methods, the development of models geared towards the homogeneous characteristics of
corporate sub-populations, and the introduction of non-financial variables, are three main issues analysed in this paper. This
study compares the predictive performance of a non-parametric methodology, namelyClassification/Regression Trees (CART),
against traditional logistic regression (LR) by employing a vast set of matched-pair accounts of the smallest enterprises, known as
micro-entities,from the United Kingdom for the period 1999 to 2008 that includes financial, non-financial, and macroeconomic
variables. Our findings show that CART outperforms the standard approach in the literature, LR. | es |
dc.format | application/pdf | es |
dc.language.iso | eng | es |
dc.relation.ispartof | Global conference on business, economics, management and tourism (2ª. 2014. Praga) (2015). | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Micro-entities | es |
dc.subject | Failure models | es |
dc.subject | Financial ratios | es |
dc.subject | Non-financial information | es |
dc.subject | Macroeconomic variables | es |
dc.subject | Logistic regression | es |
dc.subject | Classification/regression trees | es |
dc.title | A Comparison of classification/regression trees and logistic regression in failure models | es |
dc.type | info:eu-repo/semantics/conferenceObject | es |
dcterms.identifier | https://ror.org/03yxnpp24 | |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Economía Financiera y Dirección de Operaciones | es |
dc.relation.publisherversion | https://pdfs.semanticscholar.org/e25a/d2ad8d03bb0c67608da3f47aee55c0b4d964.pdf | es |
idus.format.extent | 2 | es |
dc.eventtitle | Global conference on business, economics, management and tourism (2ª. 2014. Praga) | es |
dc.eventinstitution | Praga | es |