On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

GEDI: a user-friendly toolbox for analysis of large-scale gene expression data

Abstract Background Several mathematical and statistical methods have been proposed in the last few years to analyze microarray data. Most of those methods involve complicated formulas, and software implementations that require advanced computer programming skills. Researchers from other areas may experience difficulties when they attempting to use those methods in their research. Here we present an user-friendly toolbox which allows large-scale gene expression analysis to be carried out by biomedical researchers with limited programming skills. Results Here, we introduce an user-friendly toolbox called GEDI (Gene Expression Data Interpreter), an extensible, open-source, and freely-available tool that we believe will be useful to a wide range of laboratories, and to researchers with no background in Mathematics and Computer Science, allowing them to analyze their own data by applying both classical and advanced approaches developed and recently published by Fujita et al. Conclusion GEDI is an integrated user-friendly viewer that combines the state of the art SVR, DVAR and SVAR algorithms, previously developed by us. It facilitates the application of SVR, DVAR and SVAR, further than the mathematical formulas present in the corresponding publications, and allows one to better understand the results by means of available visualizations. Both running the statistical methods and visualizing the results are carried out within the graphical user interface, rendering these algorithms accessible to the broad community of researchers in Molecular Biology.

New insights about host response to smallpox using microarray data

Abstract Background Smallpox is a lethal disease that was endemic in many parts of the world until eradicated by massive immunization. Due to its lethality, there are serious concerns about its use as a bioweapon. Here we analyze publicly available microarray data to further understand survival of smallpox infected macaques, using systems biology approaches. Our goal is to improve the knowledge about the progression of this disease. Results We used KEGG pathways annotations to define groups of genes (or modules), and subsequently compared them to macaque survival times. This technique provided additional insights about the host response to this disease, such as increased expression of the cytokines and ECM receptors in the individuals with higher survival times. These results could indicate that these gene groups could influence an effective response from the host to smallpox. Conclusion Macaques with higher survival times clearly express some specific pathways previously unidentified using regular gene-by-gene approaches. Our work also shows how third party analysis of public datasets can be important to support new hypotheses to relevant biological problems.