基于主成分逻辑回归方法的财务失败预测模型

Prediction Model of Financial Failure Based on the Principle Components-logistic Regression Method

建立了可用于预测财务失败的主成分逻辑回归分析模型,该模型一方面通过主成分的选取不但提取了对财务失败预测有重要影响的信息,而且避免了变量之间所反映信息的重叠;另一方面,通过与主成分分析模型比较,发现该模型比主成分分析模型有着较高的拟合效果,且达到了至少与主成分分析模型相同的预测能力.

This paper constructs a Principle Components-Logistic Regression Model which can be used to predict the Fi- nancial Failure. On the one hand, by the selection of principle components, the model not only abstracts information which has significant effect on the prediction of financial failure, but also avoids information overlap between variables. On the other hand, compared with Principle Components Analysis Model,the model has better goodness, and reaches the same predicting ability as Principle Components Analysis Model at least.