bankruptcy

The data set contain the ratio of retained earnings (RE) to total assets, and the ratio of earnings before interests and taxes (EBIT) to total assets of 66 American firms recorded in the form of ratios. Half of the selected firms had filed for bankruptcy.

datasets

Enables the generation of Laplace factor models across diverse Laplace distributions and facilitates the application of Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Projected Principal Component (PPC), Perturbation Principal Component (PPC), Stochastic Approximation Principal Component (SAPC), Sparse Principal Component (SPC) and other PC methods and Farm Test methods to these models. Evaluates the efficacy of these methods within the context of Laplace factor models by scrutinizing parameter estimation accuracy, mean square error, and the degree of sparsity.

Guangbao Guo

Laplace Factor Model Analysis and Evaluation

Siqi Liu

bankruptcy function

A data frame with the following variables:
<dl>
	<dt>Y</dt>
<dd>The status of the firm: <code>0</code> bankruptcy or <code>1</code> financially sound;</dd>	<dt>RE</dt>
<dd>Ratio of retained earnings to total assets;</dd>	<dt>EBIT</dt>
<dd>Ratio of earnings before interests and taxes to total assets</dd></dl>

Format

Bankruptcy data — bankruptcy

A data frame with the following variables:
<dl>
	<dt>Y</dt>
<dd>The status of the firm: <code>0</code> bankruptcy or <code>1</code> financially sound;</dd>

	<dt>RE</dt>
<dd>Ratio of retained earnings to total assets;</dd>

	<dt>EBIT</dt>
<dd>Ratio of earnings before interests and taxes to total assets</dd>



</dl>

bankruptcy: Bankruptcy data

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Examples