Research Article
Promoting Variable Effect Consistency in Mixture Cure Model for Credit Scoring
Table 6
Results of the prediction performance in Example 1.
| | | | | Full | MCG | MCGS | Full | MCG | MCGS |
| | | Scenario 1 | 0.25 | 60 | 0.06 | 0.02 | 0.01 | 0.57 | 0.10 | 0.12 | (0.02) | (0.01) | (0.00) | (0.80) | (0.08) | (0.08) | 200 | 0.37 | 0.03 | 0.02 | 24.10 | 0.12 | 0.16 | (0.04) | (0.01) | (0.01) | (57.28) | (0.08) | (0.10) | 5 | 60 | 0.33 | 0.19 | 0.10 | 6.32 | 0.23 | 0.18 | (0.05) | (0.18) | (0.03) | (20.47) | (0.28) | (0.09) | 20 | 0.41 | 0.96 | 0.02 | >10 ^ 3 | 0.15 | 0.10 | (0.03) | (0.04) | (0.01) | (>10 ^ 3) | (0.15) | (0.08) |
| | | Scenario 2 | 0.25 | 60 | 0.06 | 0.02 | 0.02 | 0.52 | 0.12 | 0.12 | (0.01) | (0.01) | (0.01) | (0.71) | (0.07) | (0.07) | 200 | 0.31 | 0.03 | 0.03 | 72.58 | 0.15 | 0.15 | (0.03) | (0.01) | (0.01) | (387.68) | (0.10) | (0.10) | 5 | 60 | 0.30 | 0.08 | 0.14 | 5.72 | 0.21 | 0.27 | (0.06) | (0.04) | (0.06) | (10.42) | (0.18) | (0.15) | 200 | 0.53 | 0.26 | 0.17 | >10 ^ 3 | 0.26 | 0.35 | (0.04) | (0.24) | (0.04) | (>10 ^ 3) | (0.17) | (0.17) |
|
|
Note. In each cell, there is mean (standard deviation).
|