摘要
运用多元统计中的因子分析和聚类分析方法,对在沪深交易所上市的33家农业机械和建筑机械行业的生产企业进行信用评级分析。先用因子分析方法从选取的变量中找出合适的因子,计算出各个企业的因子得分,然后将这些因子作为变量,进行聚类分析,并对照标准普尔(S&P)的评级体系确定各个企业的评级级别。
Applies the factor analysis and clustering analysis methods in multivariate statistics, conducts a credit rating analysis of thirty-thr ee agricultural and architecture machinery manufacturers listed on the Shanghai and Shenzhen Stock Exchange. First of all, factor analysis is applied to select the proper factors in the variables and calculate the factor scores of the enterprises, then the factors are taken as variables to conduct clustering analysis, and by referring to the credit rating system of Standard ＆ Poors, determine the credit ratings of the enterprises.
出处
《中国农机化》
北大核心
2009年第1期44-47,共4页
Chinese Agricul Tural Mechanization
关键词
信用评级
多元统计
因子分析
聚类分析
credit rating
multivariate Statistics
factor analysis
clustering analysis
