我国中小企业信用评级质量检验的实证研究——基于因子分析模型和有序Logit模型的分析

通过对我国中小企业的发展能力、盈利能力、运营能力、偿债能力等指标进行统计分析,运用因子分析法提取公因子成分并建立有序回归模型,对我国中小企业的信用评级质量进行检验。结果表明,有序回归模型对于构建中小企业信用评级质量验证机制有着良好的效果。最后,提出提高我国信用评级质量的政策建议。

Based on statistical analysis of development ability, profit ability, operation ability and debt paying ability for SMEs of our country, using the factor analysis method to extract the common factor components and establishing the ordinal regression model, this paper carries out credit rating quality inspection of the SMEs of our country. The results show that ordinal regression model has a good effect for the construction of the SME credit rating quality authentication mechanism. Finally, the policies and suggestions are put forward to improve the quality of our country＇ s credit rating.