74
Table 4.7: Results for Covariate 5 - Liability for Bankruptcies
τ = -0.5 |
τ = 0 |
τ = 0.2 |
τ = 0.5 |
τ = 0.8 | |
Parameters |
0.438 |
1.545 |
0.039 |
0.249 |
-0.134 |
SE of Est |
1.168 |
0.695 |
0.259 |
0.244 |
0.198 |
Upper Bound |
2.727 |
2.906 |
0.547 |
0.726 |
0.254 |
Lower Bound |
-1.851 |
0.183 |
-0.470 |
-0.229 |
-0.522 |
Liability - Beta
■ Upper Bound
Lower Bound
× Estimate
Tau
Figure 4.5: Parameter Estimates of Liability for Bankruptcies