Dependent Variable: Y
Method: ML - Binary Logit (Quadratic hill climbing)
Date: 05/01/14 Time: 22:57
Sample: 1 248
Included observations: 248
Convergence achieved after 5 iterations
Covariance matrix computed using second derivatives
Variable Coefficient Std. Error z-Statistic Prob.
C -3.513185 1.620940 -2.167375 0.0302
X 1.428177 0.657091 2.173483 0.0297
Mean dependent var 0.500000 S.D. dependent var 0.501011
S.E. of regression 0.497167 Akaike info criterion 1.382850
Sum squared resid 60.80509 Schwarz criterion 1.411184
Log likelihood -169.4734 Hannan-Quinn criter. 1.394256
Restr. log likelihood -171.9005 Avg. log likelihood -0.683360
LR statistic (1 df) 4.854233 McFadden R-squared 0.014119
Probability(LR stat) 0.027578
Obs with Dep=0 124 Total obs 248
Obs with Dep=1 124
谢谢您!请问大神怎么做才能使拟合优度增加呢?增加变量还是怎么呢?????
追答这可较复杂,不是能空口说出来的。要反复调试,像做实验一样。
追问请大神帮帮我吧,我需要证明利差x1增大导致违约风险升高,y趋向1,可是就算添加了新变量也这样,需要主成分分析嘛?可是我算出来第一类也才20%左右,你能看看怎么才能弄出好的结果吗?或者我把数据给您,您能帮我解决一下吗??叩谢~~~
追答好的,传给我数据,2859228658
追问谢谢您,我在实习,下午回去穿给您吧!太感谢您了!
追答不客气。下午我有课,晚上吧