Results of logistic coefficients using bootstrap (training data)
| OnBid rate | CD rate | Bond spread | Credit spread | KOSPI return | R2 | |
|---|---|---|---|---|---|---|
| mean | −2.19 | 7.49 | −3.14 | 7.11 | −2.37 | 0.14 |
| s.d. | 0.772 | 1.659 | 0.931 | 1.660 | 0.897 | 0.149 |
| 95% CI | [−3.84, −0.86] | [4.47, 11.00] | [−5.27, −1.57] | [4.13, 10.74] | [−4.16, −0.61] | [−0.17, 0.42] |
| OnBid rate | CD rate | Bond spread | Credit spread | KOSPI return | ||
|---|---|---|---|---|---|---|
| mean | −2.19 | 7.49 | −3.14 | 7.11 | −2.37 | 0.14 |
| s.d. | 0.772 | 1.659 | 0.931 | 1.660 | 0.897 | 0.149 |
| 95% CI | [−3.84, −0.86] | [4.47, 11.00] | [−5.27, −1.57] | [4.13, 10.74] | [−4.16, −0.61] | [−0.17, 0.42] |
Notes:
This table reports bootstrap training results of estimated coefficients in logistic regression and R2. We run 1,000 times to compute the mean, standard deviation (s.d.), and 95% confidence interval (CI). For example, the lower 2.5% percentile is ranked in 25th among the 1,000 results and the upper 97.5% percentile is ranked in 975th
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