This paper addresses the building of obligor-level hazard rate corporate probability of default models for stress testing, departing from the predominant practice in wholesale credit modeling of ...
This example illustrates how you can use the GENMOD procedure to fit a model to data measured on an ordinal scale. The following statements create a SAS data set called icecream. The data set contains ...
You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...
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