A Cost of Misclassification Adjustment Approach for Estimating Optimal Cut-Off Point for Classification

Table 4

Estimate of the model’s parameter for the complete home equity loan data using Bayesian Model 1.

	Mean	SD	Naive SE	Time-series SE
	1.0722	0.0951	1.504e − 3	0.0191
	0.0013	0.0011	1.871e − 5	0.0002
	−0.0014	0.0009	1.487e − 5	0.0001
	0.0476	0.0331	5.236e − 4	0.0033
	−0.0006	0.0156	2.460e − 4	0.0016
	−0.0005	0.0022	3.552e − 5	0.0001
	−0.0013	0.0016	2.483e − 5	0.0002
	2.7346	1.2414	1.963e − 2	0.0272
	2.8297	1.2576	1.988e − 2	0.0293
…	…	…	…	…
…	…	…	…	…
…	…	…	…	…
	3.2491	0.1182	1.870e − 3	0.0120