| 上市公司财务危机预警的Logistic回归分析 |
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| 引用本文： | 张立军,刘菊红,刘丹.上市公司财务危机预警的Logistic回归分析[J].南昌大学学报(理科版),2007,31(3):242-245. |
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| 作者姓名： | 张立军 刘菊红 刘丹 |
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| 作者单位： | 湖南大学,统计学院,湖南,长沙,410079 |
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| 摘 要： | 以我国沪市A股上市公司为研究对象,选取了2004年和2005年的ST公司和正常的公司各40家作为分析样本,另外各20家作为检验样本.首先选取了9个财务指标进行因子分析,然后在此基础上根据所得到的因子得分对样本进行Logistic回归分析,结果发现该方法回归和预测的效果都较好,可以为投资者、债权人和监管机构等提供判别依据.
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| 关 键 词： | 财务危机 因子分析 Logistic回归 上市 公司财务 危机预警 Logistic 回归分析 Regression Analysis Based Company Listed Early Warning Crisis 判别依据 监管机构 债权人 投资者 效果 预测 方法 发现 结果 |
| 文章编号： | 1006-0464（2007）03-0242-04 |
| 修稿时间： | 2006-07-20 |
Financial Crisis Early Warning of the Listed Company Based on Logistic Regression Analysis In China |
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| ZHANG Li-jun,LIU Ju-hong,LIU Dan.Financial Crisis Early Warning of the Listed Company Based on Logistic Regression Analysis In China[J].Journal of Nanchang University(Natural Science),2007,31(3):242-245. |
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| Authors: | ZHANG Li-jun LIU Ju-hong LIU Dan |
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| Institution: | College of Statistics, Hunan University, Changsha 410079, China |
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| Abstract: | This paper has the Shanghai A - share listed company in China as research object, 80 companies from 2004 to 2005 are selected as the training sample, of which 40 are ST companies and the others are normal companies,20 companies in special trade and in normal trade are selected as the test sample. Then the paper selects 9 financial indicators for factor analysis, on the basis of the factors scored, Logistic regression analysis is used to the samples. This method can bring very good predict effects on regressing and predicting, it can provide for investors and regulators with judged basis. |
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| Keywords: | financial crisis factor analysis Logistic |
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