Open AccessMethodology for the validation of the credit scoring model of the retail portfolio
Author(s) -
Y.S. Zhieru
Publication year - 2021
Publication title -
тенденции развития науки и образования
Language(s) - English
DOI - 10.18411/lj-05-2021-265
Subject(s) - logistic regression , portfolio , econometrics , actuarial science , statistics , computer science , business , economics , mathematics , finance
The final stage of constructing a logistic regression model is checking its validity and testing it on real data. The degree of validity of a logistic regression model is evidenced by its ability to correctly classify borrowers, the model's ability to distinguish "good" borrowers from "bad" borrowers.