Holdout performance
| Panel A: firm approval decision | ||
| Predicted | ||
| Actual | Rejected | Approved |
| Rejected | 2,789 | 1,674 |
| Approved | 975 | 8,194 |
| Performance metrics | ||
| Overall accuracy | Specificity | Sensitivity |
| 81% | 62% | 89% |
| Panel B: customer accept decision | ||
| Predicted | ||
| Actual | Rejected | Accepted |
| Rejected | 2,107 | 1,799 |
| Accepted | 1,007 | 4,243 |
| Performance metrics | ||
| Overall accuracy | Specificity | Sensitivity |
| 69% | 54% | 81% |
| Predicted | ||
| Actual | Rejected | Approved |
| Rejected | 2,789 | 1,674 |
| Approved | 975 | 8,194 |
| Performance metrics | ||
| Overall accuracy | Specificity | Sensitivity |
| 81% | 62% | 89% |
| Predicted | ||
| Actual | Rejected | Accepted |
| Rejected | 2,107 | 1,799 |
| Accepted | 1,007 | 4,243 |
| Performance metrics | ||
| Overall accuracy | Specificity | Sensitivity |
| 69% | 54% | 81% |
Note:
Threshold = 0.50