Cut-off | Overall Correct Prediction | Type I Error | Type II Error |
---|---|---|---|
Altman’s re-estimated Model | |||
0 | 96.923 | 1.538 | 4.615 |
0.2 | 92.308 | 1.538 | 13.846 |
0.3 | 91.538 | 1.538 | 15.385 |
0.4 | 90.000 | 1.538 | 18.462 |
Ohlson’s re-estimated Model | |||
0.7 | 93.850 | 3.080 | 9.230 |
0.6 | 94.620 | 4.620 | 6.150 |
0.5 | 94.620 | 6.150 | 4.620 |
0.4 | 95.380 | 6.150 | 3.080 |
Zmijewski’s re-estimated Model | |||
0.7 | 86.150 | 3.080 | 24.620 |
0.6 | 85.380 | 4.620 | 24.620 |
0.5 | 89.230 | 9.230 | 12.310 |
0.4 | 88.460 | 13.850 | 9.230 |
Newly proposed Model | |||
0.7 | 98.460 | 3.080 | 0.000 |
0.6 | 98.460 | 1.540 | 1.540 |
0.5 | 97.690 | 1.540 | 1.540 |
0.4 | 97.690 | 1.540 | 3.080 |