Logistic Regression & Probit Regression by SPSS
I. Logistic regression
A. Extension of multiple regression but the dv is categorical
B. Value being predicted represents a probability, and it varies between 0 and 1
C. Possible to use categorical ivs (dummy coded, but won’t here)
D. Key concept: logit
1. natural logarithm (ln) of the odds
2.
3. Therefore, prob success + ? + + + +
E. SPS
1. Motivation
2. Black Scholes Option Pricing Model
Options
5 factors
Assumptions
Caculation of Black-Scholes Model
Understanding B-S formula
Understanding B-S formula
Extracting sample data
Materialization of B-S model
Deriving B-S option price
Multiple Regression Model – Con’td
Comparison : Real Call option price & Regression & Black-Scholes Model
3) Put Option Valuation
A Pall Option confers the right on its holder, without the obligation, to sell the underlying asset at a certain date for a certain price. Only a little extra work is needed to value put options. Basically , we just pretend that a put option is a call option and use the Black-Scholes formula to value it. We then use the put-call parity condition to solve for the put valu
1. Flexibility(유연성)
변화하는 경제 환경에 서비스가 대응하는 정도를 나타내는 척도
ex) 여러 지역에 입지를 분산한 기업은 특정 지역경제 쇠태에 따른 위험 줄일 수 있다.
2. Competitive Positioning(경쟁적 위치선정)
경쟁자를 고려하여 자신의 위치를 상대적으로 구축하는 방법
ex) 복수입
4. Regression analysis
4-1 Tourism destination image depending on PPL effect
We analyzed that PPL give what kind of effect on to Cognitive, Emotional tourism destination image. In other words, we took linear regression analysis to know the Cognitive, Emotional tourism destination image depending on PPL effect. Through the variable calculation, we got the mean of PPL effect. We set this to