小企业信用评价体系构建方法——基于显著性判别原理

Construction Method of Evaluation Indicators System of Small Enterprise′s Credit: Based on Significant Discrimination Principle

基于显著性判别原理提出了一种构建小企业信用评价指标体系的方法。具体而言:根据逻辑回归系数估计值的显著性筛选能显著区分小企业违约状况的指标,进而利用相关分析法剔除反映信息重复的指标,最终建立小企业信用评价指标体系。最后用实例说明了该构建方法的有效性。

Based on the significance discrimination principle ,this paper puts forward a construction method of evaluation system of small enter‐prise′s credit.Concretely speaking ,identifying the indicators which are used to discriminate default and non‐default status of enterprises signifi‐cantly according to the significance of estimated value of logistic regression coefficient ,and then rejecting the indicators reflecting redundant in‐formation through the relevant analysis.Finally ,it demonstrates the effectiveness of this construction method by using an example.