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

Table 5

Estimate of the model’s parameter for the complete home equity loan data using Bayesian Model 2.

	Mean	SD	Naive SE	Time-series SE
	1.0662	0.0892	1.411e − 3	0.0145
	0.0011	0.0010	1.557e − 5	0.0002
	−0.0012	0.0008	1.251e − 5	0.0001
	0.0545	0.0340	5.382e − 4	0.0034
	0.0006	0.0160	2.525e − 4	0.0017
	−0.0007	0.0024	3.871e − 5	0.0001
	−0.0015	0.0016	2.471e − 5	0.0002
	2.7025	1.2289	1.943e − 2	0.0296
	2.7895	1.2292	1.944e − 2	0.0310
…	…	…	…	…
…	…	…	…	…
…	…	…	…	…
	3.2693	0.1141	1.804e − 3	0.0138