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Reject Inference

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  • Tom, Daniel M. Ph.D.

Abstract

Inferring the performance of rejects with a reject inference model built on the approved provides no new information. Nevertheless, a model built on just those approved already extrapolates quite well in the reject region. To check if there are limitations, we devise a RI test to determine if a broader approved population is needed for development.

Suggested Citation

  • Tom, Daniel M. Ph.D., 2024. "Reject Inference," OSF Preprints hq4k6, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:hq4k6
    DOI: 10.31219/osf.io/hq4k6
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    References listed on IDEAS

    as
    1. Crook, Jonathan & Banasik, John, 2004. "Does reject inference really improve the performance of application scoring models?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 857-874, April.
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