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27 / 39

Wharton

Department of Statistics

27

Bankruptcy Model:  Preview

Predictors

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Initial search identifies 39

Validation SS monotonically falls to 1650

Linear fit can do no better than 1735

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Expanded search of higher interactions finds a bit more

Nature of predictors comprising the interactions

Validation SS drops 10 more

Validation: Lift chart

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Top 1000 candidates have 351 bankrupt

More validation: Calibration

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Close to actual Pr(bankrupt) for most groups.

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