ch10logisticregression-資料下載頁
2025-07-15 17:57本頁面
【正文】 Func 1 SIZE FP .9162471 (Constant) 1 2 37 Exhibit (continued) Classification results No. of Predicted Group Membership Actual Group Cases 1 2 Group 1 12 11 1 % % Group 2 12 1 11 % % Percent of grouped cases correctly classified: % 3 38 Exhibit : Logistic Regression For Mutual Fund Data Stepwise Selection Procedure Criteria for Assessing Model Fit 1 Intercept Intercept and Criterion Only Covariates ChiSquare for Covariates AIC . SC . 2 LOG L with 5 DF (p=) Score . . with 5 DF (p=) NOTE: All explanatory variables have been entered into the model. 1b 1a 39 Exhibit (continued) Summary of Stepwise Procedure Variable Number Score Wald Pr Step Entered Removed In ChiSquare ChiSquare ChiSquare 1 YIELD 1 . 2 TOTRET 2 . 3 SIZE 3 . 4 SCHARGE 4 . 5 EXPENRAT 5 . 2 40 Exhibit (continued) Analysis of Maximum Likelihood Estimates Parameter Standard Wald Pr Standardized Variable Estimate Error ChiSquare ChiSquare Estimate INTERCPT . SIZE SCHARGE EXPENRAT TOTRET YIELD 3 41 Exhibit (continued) Association of Predicted Probabilities and Observed Responses Concordant = % Somers39。 D = Discordant = % Gamma = Tied = % Taua = (4661 pairs) c = 4 42 Exhibit (continued) Classification Table Predicted EVENT NO EVENT Total ++ EVENT ] 45 14 ] 59 Observed ] ] NO EVENT ] 12 67 ] 79 ++ Total 57 81 138 Sensitivity= % Specificity= % Correct= % False Positive Rate= % False Negative Rate= %
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