Enhancement of the predictive accuracy in logistic regression model by optimal threshold

References

• Agresti , A. 2002 . Categorical Date Analysis , 2nd , New York : John Wiley .
   Google Scholar
• Archer , W. R. , Ling , D. C. and McGill , G. A. 1996 . The effects of income and collateral constraints on residential mortgage terminations . Regional Science and Urban Economics , 26 : 235 – 261 .
   Web of Science ®Google Scholar
• Ciochetti , B. A. , Lee , G. , Shilling , J. and Yao , R. 2001 . A proportional hazards model of commercial mortgage default with originator bias Unpublished working paper
   Google Scholar
• Deng , Y. H. , Quigley , J. M. and van Order , R. 1996 . Mortgage default and low down payment loans: The costs of public subsidy . Regional Science and Urban Economics , 26 : 263 – 285 .
   Web of Science ®Google Scholar
• Deng , Y. H. 1997 . Mortgage termination: an empirical hazard model with stochastic term structure . Journal of Real Estate Finance and Economics , 14 : 309 – 331 .
   Web of Science ®Google Scholar
• Deng , Y. H. , Quigley , J. M. and van Order , R. 2000 . Mortgage terminations, heterogeneity and the exercise of mortgage options . Econometrica , 68 ( 2 ) : 275 – 307 .
   Web of Science ®Google Scholar
• Green , J. and Shoven , J. B. 1986 . The effects of interest rates on mortgage prepayment . Journal of Money, Credit and Banking , 18 ( 1 ) : 41 – 59 .
   Web of Science ®Google Scholar
• Hartarska , V. and Gonzalez-Vega , C. 2005 . Credit counseling and mortgage termination by low-income households . The Journal of Real Estate Finance and Economics , 30 ( 3 ) : 227 – 243 .
   Web of Science ®Google Scholar
• Hartarska , V. and Gonzalez-Vega , C. 2006 . Evidence on the effect of credit counseling on mortgage loan default by low-income households . Journal of Housing Economics , 15 ( 1 ) : 63 – 79 .
   Google Scholar
• Hosmer , D. W. and Lemeshow , S. 2000 . Applied Logistic Regression , 2nd , New York : John Wiley .
   Google Scholar
• Kau , J. B. and Keenan , D. C. 1999 . Patterns of rational default . Regional Science and Urban Economics , 29 : 765 – 785 .
   Web of Science ®Google Scholar
• Lambrecht , B. M. , Perraudin , W. R. M. and Satchell , S. 2003 . Mortgage default and possession under recourse: a competing hazards approach . Journal of Money, Credit and Banking , 35 ( 3 ) : 425 – 442 .
   Google Scholar
• Lawrence , E. C. , Smith , L. D. and Rhoades , R. 1992 . An analysis of default risk in mobile home credit . Journal of Banking and Finance , 16 : 299 – 312 .
   Web of Science ®Google Scholar
• Le , C. T. 1998 . Applied Categorical Data Analysis , New York : John Wiley .
   Google Scholar
• Lin , T. C. and Liu , C. K. 2003 . “ The application of logit model on the default behavior of consumers’ loans in Taiwan ” . In The 2003 Conference of Chinese Society of Housing Study , Taiwan , , R.O.C : National Taichung Institute of Technology . (in Chinese)
   Google Scholar
• Marrison , C. 2002 . The Fundamentals of Risk Measurement , New York : McGraw-Hill .
   Google Scholar
• Neter , J. , Kutner , M. H. , Nachtsheim , C. J. and Wasserman , W. 1999 . Applied linear Statistical Models , New York : McGraw-Hill . SAS Institute (1995), Logistic Regression Examples Using the SAS System, Version 6, First edition, Gary, NC: SAS Institute Inc
   Google Scholar