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| Altman Z-Score: 기업 파산 예측× | 로지스틱 회귀× | |
|---|---|---|
| 분야≠ | 재무학 | 연구 통계 |
| 계열≠ | Regression model | Process / pipeline |
| 기원 연도≠ | 1968 | 1958 |
| 창시자≠ | Edward Altman | David Roxbee Cox |
| 유형≠ | Multiple discriminant analysis scoring model | Method |
| 원전≠ | Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609. DOI ↗ | Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗ |
| 별칭≠ | Altman's Z-Score Model, Multiple Discriminant Analysis Bankruptcy Model, Z-Score Financial Distress Model, Altman Z-Skoru | logit model, binomial logistic regression, LR |
| 관련 | 3 | 3 |
| 요약≠ | The Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived through multiple discriminant analysis on a matched sample of 66 US manufacturing firms, the model combines liquidity, profitability, leverage, solvency, and activity ratios into a single composite score that classifies firms as financially sound, distressed, or in a grey zone. | Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science. |
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