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2009/11391COMMERCIALRESEARCH:1001-148X(2009)11-0154-03(,150001):,,,,:;;:F830133:B:2009-07-15:(1981-),,,,,:,,,[1],,,[2],,,,5C,,LAPP,,,[3],,,;:,;,,,,,,LogisticProbit,,,,20,Schmitt195437,1969,,,Clemen[4],Bann,[5],,,,,(),m,yt,t=1,2,,n,fiti(i=1,2,,m),eit=yt-fit(i=1,2,,m);t=391:1551,2,,n)it,wii,:ft=miwi,fit,t=1,2,,n,:mi=1wi=1,:wiE0,,(),,,,,:S=nt=1|et|=nt=1|yt-mi=1wifit|=nt=1|mi=1wi(yt-fit)|=nt=1|mi=1wieit|=nt=1|wTet|,:minS=nt=1|wTet|s.t.RTW=1WE0,,Zhu,BelingandOverstreet[6](s1),(s2),:sc=a0+a1s1+a2s2,s2s1(stochasticdominance),scs1,,;,;[7]Mahalanobis,[8]Logistic,Logistic[9],,[10]n(yi,x1i,x2i,,xmi),i=1,2,,n,:y=f(x1,x2,,xm)+ey^=f(x1,x2,,xm),y=y^+e,yi=y^i+eiei=yi-f(x1i,x2i,,xmi)iei,c(ei),:C=12ni=1c(ei),0;,,,,()Clemen,,,:ytE0,;yt0,,,1.(1),Logistic90%,10%,,Logistic,,Probit(2),,,,,,1562009/11(3),,Logistic,,Probit,2.(1),,,(2)Logistic,,,,,(3),Probit,,,,,(),90%,10%,,,,,,(),,5,,:ProbitLogistic,:LogisticProbit,Logistic,,,,,,,,:[1].[J]..2005(10):74-76.[2].[J].,2008(2):81-82.[3],.[J].,1998,1(3):20-27.[4]ClemenR.T.Combiningforecasts:areviewandannotatedbibliography[J].InternationalJournalofForecasting,1989(5):559-584.[5].[J].,1997,17(4):100-104.[6],,.[J].,1994,3(4):48-52.[7]Zhu,BelingandOverstreet.Astudyinthecombi2nationoftwoconsumercreditscores[J].JournalofOperationsResearchSociety,1999(52):974-980.[8].[J].,1999,13(1):5-8.[9].Logistic[J].,2005(5):45-49.[10].[M].:,2003:178-201.(:)