Table 7.
Models’ comparison
Model | RMSE | MAE |
---|---|---|
Standard beta regression | 0.123 | 0.0050 |
Zero–one inflated beta regression | 0.003 | 0.0003 |
Beta with logistic regression | 0.005 | 0.0091 |
Fractional regression with logit estimator | 0.129 | 0.0048 |
This table lists the predictive results of different approaches applied in the empirical analysis. The dependent variable is the recovery rate on defaulted loans issued from LendingClub between July 2007 and September 2018