Promoting Variable Effect Consistency in Mixture Cure Model for Credit Scoring

Table 5

Results of the estimation performance in Example 3.

Full	MCG	MCGS	Full	MCG	MCGS	Full	MCG	MCGS
0.25	60	MSE	0.33	0.19	0.10	0.04	0.03	0.02	0.22	0.13	0.07
			(0.08)	(0.05)	(0.02)	(0.01)	(0.01)	(0.01)	(0.05)	(0.03)	(0.01)
		TPR	—	1.00	1.00	—	1.00	1.00	—	1.00	1.00
				(0.01)	(0.00)		(0.00)	(0.00)		(0.00)	(0.00)
		FPR	—	0.53	0.29	—	0.66	0.29	—	0.60	0.29
				(0.15)	(0.12)		(0.08)	(0.12)		(0.09)	(0.12)
	200	MSE	2.42	0.48	0.17	0.20	0.05	0.03	1.56	0.31	0.11
			(0.57)	(0.14)	(0.02)	(0.03)	(0.01)	(0.01)	(0.35)	(0.08)	(0.01)
		TPR	—	0.95	1.00	—	1.00	1.00	—	0.98	1.00
				(0.18)	(0.00)		(0.00)	(0.00)		(0.09)	(0.00)
		FPR	—	0.05	0.14	—	0.57	0.16	—	0.31	0.15
				(0.07)	(0.06)		(0.10)	(0.06)		(0.07)	(0.06)
5	60	MSE	1.31	0.99	0.43	0.08	0.03	0.03	0.83	0.62	0.27
			(0.33)	(0.08)	(0.29)	(0.02)	(0.01)	(0.01)	(0.20)	(0.05)	(0.18)
		TPR	—	0.01	0.83	—	1.00	1.00	—	0.51	0.92
				(0.10)	(0.38)		(0.00)	(0.00)		(0.05)	(0.19)
		FPR	—	0.00	0.14	—	0.51	0.36	—	0.25	0.25
				(0.02)	(0.14)		(0.13)	(0.17)		(0.07)	(0.12)
	200	MSE	6.94	1.00	0.28	0.51	0.04	0.05	4.47	0.63	0.19
			(1.12)	(0.00)	(0.06)	(0.07)	(0.01)	(0.01)	(0.68)	(0.00)	(0.04)
		TPR	—	0.00	1.00	—	1.00	1.00	—	0.50	1.00
				(0.00)	(0.00)		(0.00)	(0.00)		(0.00)	(0.00)
		FPR	—	0.00	0.17	—	0.34	0.22	—	0.17	0.19
				(0.00)	(0.06)		(0.08)	(0.06)		(0.04)	(0.06)

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