預測航空業破產 : Binary Logit與LDA分析之比較

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Title:	預測航空業破產 : Binary Logit與LDA分析之比較
Other Titles:	Predicting airlines bankruptcies : a comparison of Binary Logit and LDA analysis
Authors:	康雅欣;Kang, Ya-Hsin
Contributors:	淡江大學經濟學系碩士班萬哲鈺;Wan, Jer-Yuh
Keywords:	航空業;預測破產;Binary Logit Analysis;Linear Discriminant Analysis(LDA);Airlines;predicting of airlines
Date:	2012
Issue Date:	2013-04-13 11:00:30 (UTC+8)
Abstract:	在過去的三十年中，有許多的專家學者會以財務比率進行預測公司破產的預測，而在早期針對預測破產此一議題進行研究的學者Altman (1968)，他的研究成為了後來許多對於各項不同產業進行破產所參考的文獻。本研究是依循著Pilarksi and Dinh (1999)修改自Altman所設計之模型而改良的P-score進行航空業破產之預測。本研究的研究對象為美國過去十年資本額前二十大從中挑選出十三家之航空業，所考量的變數除了財務變數外，也會考量其他經濟變數，並且以Binary Logit以及LDA兩種方式進行估計，進而比較哪一種方法較可正確預期破產。 Much has been learned over the past thirty years about the subject of predicting bankruptcy of corporations using financial ratios. The early work of Altman (1968) set the stage for many subsequent studies of the topic using data from various industries. This study considers a modification of the original Altman model made by Pilarksi and Dinh (1999) involving a P-score to study the prediction of the bankruptcies of airlines. The paper here uses the most recent financial data on airlines from the US and includes other factors such as SARS and terrorism. It also makes use of a version of binary logit regression and attempts to determine the probability that a particular airline will go bankrupt. We also compare the Binary Logit Analysis and Linear Discriminant Analysis(LDA) to know which one is better on prediction of bankruptcies.
Appears in Collections:	[Graduate Institute & Department of Economics] Thesis

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