Plot AIC and BIC of Models versus Number of Variables in the Models varaic=[23;22;21;20;19;18;17;16;15;14;13;12;11;10;9;8; 7;6;5;4;3;2 ,
1) xtitle("Difference between Pearson Error of Full and Final Models ,
#==================================================# #++++++Data Ready for Logistic Regression++++++++++# dat<-data.frame(REP ,
Scilab and R Codes p.err1; # error of test sample p.err2; # error of learning sample p.err3; # error of whole sample #=================================================================# #++++++++++++++++25 Samples-BIC Backward Stepwise++++++++++++++++# u=1:219, replace=TRUE, vol.160 ,
logit<-glm(REP~NOLNDPCT+SHARING+SHARNON+PRODCOOP+BIPCT +SNCTIONS+LNYRSOLD+PCGMEM+HOMOCCUP, data=dat, family=binomial()) summary(OptAicHOM.logit) ,
logit<-glm(REP~NOLNDPCT+SHARING+SHARNON+PRODCOOP+BIPCT +SNCTIONS+LNYRSOLD+PCGMEM+AVGED, data=dat, family=binomial()) summary(OptAicAVG.logit) ,
logit<-glm(REP~NOLNDPCT+SHARING+SHARNON+PRODCOOP+BIPCT +SNCTIONS+LNYRSOLD+PCGMEM+VARBTY, data=dat, family=binomial()) summary(OptAicVAR.logit) ,
summary(OptAicall3.logit) #=================================================================# #+++++++++++++After Sampling BIC stepwise++++++++++++++++++++++++# #Add WEALTH to the BIC optimal Model OptBic.logit<-glm(REP~NOLNDPCT+ PRODCOOP+ SNCTIONS +LNYRSOLD+ PCGMEM, Pearson Errors of the Full and the Final Models #==========Pearson Errors of Full Model========# K=as.numeric(rep.logit$coefficients)#call the coefficients of the full model Beta0=as.matrix(K) # put the coefficients as matrix Xo=as, matrix(ndat) Yo=as.matrix(REP) pi=exp(Xo%*%Beta0)/(1+exp(Xo%*%Beta0))#fitted probability for y=1 a=pi*, p.1 ,
Using Repayment Data to Test Across Models of Joint Liability Lending, p.111, 2002. ,
Using repayment data to test across models of join liability lending, The Economic Journal, vol.117, issue.13 111, pp.11-51, 2007. ,
Information theory and an extension of the maximum likelihood principle, Second international symposium on information theory, pp.267-281, 1973. ,
Thy neighbor's keeper: the design of a credit cooperative with theory and a test, Quarterly Journal of Economics, vol.109, issue.2, pp.491-515, 1994. ,
Group lending, repayment incentives and social collateral, Journal of Development Economics, vol.46, issue.1, pp.1-18, 1995. ,
DOI : 10.1016/0304-3878(94)00045-E
Gaussian model selection, Journal of the European Mathematical Society, vol.3, issue.3, pp.203-268, 2001. ,
DOI : 10.1007/s100970100031
A generalized Cp criterion for Gaussian model selection, 2001. ,
How Many Variables Should Be Entered in a Regression Equation?, Journal of the American Statistical Association, vol.28, issue.381, pp.131-136, 1983. ,
DOI : 10.1080/01621459.1983.10477941
Model selection and multi-model inference: a practical information-theoretic approach, p.38, 2002. ,
Lecture Note: Model Selection. The University of Iowa, pp.38-62, 2009. ,
Analysis of Binary Data., Biometrics, vol.46, issue.2, p.38, 1989. ,
DOI : 10.2307/2531476
The Origin of Logistic Regression. Tinbergen Institute, p.52, 2002. ,
Estimation optimality of corrected AIC and modified Cp in linear regression, International statistical review, vol.74, issue.70, pp.161-168, 2006. ,
Understanding and Dealing with High Interest Rates on Microcredit. Asian Development Bank, p.13, 2006. ,
Regressions by leaps and bounds, Technometrics, vol.16, issue.4, pp.499-511, 1974. ,
The Variable Selection Problem, Journal of the American Statistical Association, vol.7, issue.2, pp.1304-1308, 2000. ,
DOI : 10.1214/aos/1176349027
Group lending, local information and peer selection, Journal of Development Economics, vol.60, issue.1, pp.27-50, 1999. ,
DOI : 10.1016/S0304-3878(99)00035-8
Group versus individual liability: A Field experiment in the Philippines. Wold Bank, p.12, 2007. ,
Analyzing Microcredit Interest Rates:A review of the methodology proposed by Mohammed Yunus, 2010. ,
Probability and random processes, 2001. ,
Practical microfinance: A training guide for South Asia, 2003. ,
DOI : 10.3362/9781780440903
The elements of statistical learning, pp.45-47, 2009. ,
Wald's test as applied to hypotheses in logit analysis, Journal of the American Statistical Association, vol.72, issue.360a, pp.851-853, 1977. ,
A Biometrics invited paper. The analysis and selection of variables in linear regression, Biometrics, vol.32, issue.1, pp.1-49, 1976. ,
Best Subsets Logistic Regression, Biometrics, vol.45, issue.4, pp.1265-1270, 1989. ,
DOI : 10.2307/2531779
Applied logistic regression, pp.38-51, 2000. ,
Regression and time series model selection in small samples, Biometrika, vol.76, issue.2, pp.297-307, 1989. ,
Judging Inference Adequacy in Logistic Regression, Journal of the American Statistical Association, vol.60, issue.394, pp.471-476, 1986. ,
DOI : 10.1080/01621459.1986.10478292
Outliers and Residual Distributions in Logistic Regression, Journal of the American Statistical Association, vol.63, issue.396, pp.987-990, 1986. ,
DOI : 10.1080/01621459.1986.10478362
Modèles dynamiques des innovations du microcrédit, 2011. ,
Information criteria and statistical modeling, pp.38-41, 2008. ,
Some comments on Cp, Technometrics, pp.661-675, 1973. ,
More comments on Cp Concentration inequalities and model selection, Technometrics, pp.362-372, 1995. ,
Sélection de modèle: de la thérie à la pratique, Journal de la Société Française de Statistique, 2008. ,
On the implicite interest rate in the Yunus equation Actes du colloque à la mémoire d' Emmanuel Isambert, Philosophie, méthodologie et applications de l' analyse non standard, Publications de l, pp.101-104, 2012. ,
Generalized linear model, p.51, 1989. ,
Regression and time series model selection. Wold Scientific, p.60, 1998. ,
Selection of subsets of regression variables, Journal of the Royal Statistical Society. Series A (General), pp.389-425, 1984. ,
Bayesian Variable Selection in Linear Regression, Journal of the American Statistical Association, vol.51, issue.404, pp.1023-1032, 1988. ,
DOI : 10.1080/01621459.1982.10477809
Regression and time series model selection using variants of the Schwarz information criterion, Communications in Statistics-Theory and Methods, vol.26, issue.3, pp.559-580, 1997. ,
Logistic regression diagnostics. The Annals of Statistics, pp.705-724, 1981. ,
The new moneylenders: Are the poor being exploited by high microcredit interest rates?, CGAP, vol.15, p.13, 2009. ,
DOI : 10.1108/S1569-3759(2009)0000092008
Stochastic processes, 1996. ,
The microfinance revolution: An overview. Review-Federal Reserve Bank of Saint Louis, p.9, 2008. ,
Asymptotically efficient selection of the order of the model for estimating parameters of a linear process. The Annals of Statistics, pp.147-164, 1980. ,
An optimal selection of regression variables, Biometrika, vol.68, issue.1, pp.45-54, 1981. ,
DOI : 10.1093/biomet/68.1.45
Variables selection using the Wald test and a robust CP, Applied statistics, pp.15-29, 1996. ,
Peer Monitoring and Credit Markets, The World Bank Economic Review, vol.4, issue.3, pp.351-66, 1990. ,
DOI : 10.1093/wber/4.3.351
All of statistics: A concise course in statistical inference, p.41, 2010. ,
DOI : 10.1007/978-0-387-21736-9
Linear regression analysis: theory and computing, p.47, 2009. ,
DOI : 10.1142/6986
Vers un monde sans pauvreté, 1997. ,
Banker to the poor: Micro-lending and the battle against world poverty. Public Affairs, p.8, 1999. ,
Creating a world without poverty. Public Affairs, pp.14-17, 2007. ,