Promoting Variable Effect Consistency in Mixture Cure Model for Credit Scoring

Table 3

Results of the estimation performance in scenario 2, Example 1.

Full	MCG	MCGS	Full	MCG	MCGS	Full	MCG	MCGS
0.25	60	MSE	0.51	0.11	0.11	0.13	0.04	0.04	0.33	0.08	0.08
			(0.19)	(0.03)	(0.03)	(0.03)	(0.01)	(0.01)	(0.11)	(0.02)	(0.02)
		TPR	—	0.99	0.99	—	1.00	1.00	—	0.99	0.99
				(0.03)	(0.03)		(0.00)	(0.00)		(0.01)	(0.01)
		FPR	—	0.33	0.33	—	0.71	0.71	—	0.52	0.52
				(0.23)	(0.23)		(0.13)	(0.13)		(0.14)	(0.14)
	200	MSE	24.30	0.16	0.16	1.01	0.05	0.05	13.40	0.11	0.11
			(6.60)	(0.03)	(0.03)	(0.19)	(0.01)	(0.01)	(3.50)	(0.02)	(0.02)
		TPR	—	0.98	0.98	—	1.00	1.00	—	0.99	0.99
				(0.03)	(0.03)		(0.00)	(0.00)		(0.02)	(0.02)
		FPR	—	0.04	0.04	—	0.35	0.35	—	0.19	0.19
				(0.05)	(0.05)		(0.08)	(0.08)		(0.06)	(0.06)
5	60	MSE	5.56	0.32	0.33	0.53	0.10	0.11	3.21	0.22	0.23
			(1.83)	(0.10)	(0.07)	(0.15)	(0.03)	(0.03)	(0.97)	(0.06)	(0.04)
		TPR	—	0.63	0.87	—	1.00	1.00	—	0.81	0.93
				(0.19)	(0.20)		(0.01)	(0.01)		(0.10)	(0.10)
		FPR	—	0.07	0.08	—	0.70	0.36	—	0.38	0.22
				(0.13)	(0.11)		(0.15)	(0.33)		(0.11)	(0.19)
	200	MSE	24.46	0.60	0.39	4.52	0.11	0.13	15.13	0.37	0.27
			(3.45)	(0.25)	(0.04)	(0.85)	(0.03)	(0.03)	(1.71)	(0.14)	(0.02)
		TPR	—	0.38	0.93	—	1.00	1.00	—	0.69	0.96
				(0.21)	(0.17)		(0.00)	(0.02)		(0.11)	(0.08)
		FPR	—	0.00	0.02	—	0.32	0.08	—	0.16	0.05
				(0.00)	(0.04)		(0.12)	(0.13)		(0.06)	(0.08)

Note. In each cell, there is mean (standard deviation).