变量

信誉等级

B (y = 2)

C (y = 1)

D (y = 0)

$\beta$

P值

$\beta$

P值

$\beta$

P值

F₁

−0.477

0.389

−2.024

0.489

−1262.384

0.916

F₂

−1.221^*

0.091

−0.651^*

0.097

31.557

0.932

F₃

−1.335

0.215

0.269

0.664

11.658

0.972

F₄

−0.680

0.411

0.648

0.544

212.271^*

0.097

F₅₁ = 科技类

1.397^*

0.095

1.675^*

0.072

21.256

0.928

F₅₂ = 贸易类

1.684

0.130

1.727

0.135

−0.411

0.926

F₅₃ = 管理类

1.700^**

0.041

1.605^*

0.063

−31.020

0.964

F₆₀ = 无违约

−14.493^**

0.047

−15.810^***

0.000

−497.053^*

0.086

F₇

−8.186

0.323

−11.514^*

0.084

−725.432

0.928

F₈

0.745

0.922

−4.078

0.549

−1169.233

0.926

F₉

8.259^*

0.091

18.377

0.196

1957.680

0.926