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trubador, thank You for the invaluable help!

trubador, can You please clarify one more moment. After I had entered the commands that You had posted, I obtained two files lr_d and p_d marked '#' which do not open but show the values 8.58 and 0.035 when I highlight them, correspondingly. Could You please provide some more details on the interpre...

trubador, thank You for the excellent support!!!this is exactly what I need. Since the 2nd model is better that proves my research and data collection behind all these have not been in vain. One more thing, is it that lower RMSE, MAE, MAPE and Theil are better? Since the RFR model has all these stat...

Hello, everyone! Please, help me to compare (interpret) the results of two logit models: I am adding more variables to the second model and I need to check whether it performs better than the original one. The only thing I can notice is rising probability for some variables (which is bad) and rising...

Thank You QMS Glenn for the support. I shall not bother You anymore until I get more data and try it out.

Thank You startz and QMS Gareth. In fact, this is my major project and before creating this model a read some papers like the one suggested by startz for writing the Literature Review. One of the works was Distinguin, I, Rous, P & Tarazi, A 2005, 'Market discipline and the use of stock market da...

Thank You for the reply. Sure, this is what I need to estimate: y ni_q4/(ta_q4-tl_q4) log(ta_q4*1000) (rfr_q4-re_q4) div_q4 ni_q4/ta_q4 latl_q4 c these are the variables for banks 4 quarters before they were reported to fail or appeared financially strong. Definitions: ni_q4/(ta_q4-tl_q4) - Return o...

I will be happy if You advise me on the following issue. I have a simple model for bank failure prediction. My sample consists of 26 failed banks (Y=1) and 24 operating banks (Y=0). For each bank I have 7 variables for 4 quarters prior to failure. I need to run a logistic regression with all variabl...