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上市公司财务危机预警的Logistic回归分析 被引量:8

Financial Crisis Early Warning of the Listed Company Based on Logistic Regression Analysis In China
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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。 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.
出处 《南昌大学学报(理科版)》 CAS 北大核心 2007年第3期242-245,共4页 Journal of Nanchang University(Natural Science)
关键词 财务危机 因子分析 LOGISTIC回归 financial crisis factor analysis Logistic
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