Table 7. Results of logistic coefficient...

Table 7.

Results of logistic coefficient estimation using bootstrap (training data)

	OnBid rate	CD rate	Bond spread	Credit spread	KOSPI return	R²
mean	−0.70	8.58	−3.53	8.30	−0.52	−0.01
s.d.	0.60	1.74	0.78	1.67	0.59	0.17
95% CI	[−1.97,0.35]	[5.44,12.26]	[−5.19,−2.08]	[5.39,12.03]	[−1.78,0.52]	[−0.36,0.32]

	OnBidrate	CDrate	Bondspread	Credit spread	KOSPI return	R²
mean	−0.70	8.58	−3.53	8.30	−0.52	−0.01
s.d.	0.60	1.74	0.78	1.67	0.59	0.17
95% CI	[−1.97,0.35]	[5.44,12.26]	[−5.19,−2.08]	[5.39,12.03]	[−1.78,0.52]	[−0.36,0.32]

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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