Perbandingan Analisis Diskriminan dan Analisis Regresi Logistik Ordinal dalam Prediksi Klasifikasi Kondisi Kesehatan Bank

Abstract

The purpose of this research is to compare the accuracy of bank classification prediction based on Capital Adequacy Ratio (CAR), Earning Asset Quality (EAQ), Non Performing Loan (NPL), Return on Assets (ROA), Net Interest Margin (NIM), Short Term Mismatch (STM) and Loan to Deposit Ratio (LDR). Discriminant analysis and ordinal logistic regression analysis are compared in classifying the prediction. The data used are secondary data, namely data classification of bank conditions in Indonesia in 2014 obtained from research institute PT Infovesta Utama. Based on Apparent Error Rate (APER) score obtained, it can be said that discriminant analysis is better in predicting the classification of bank conditions in Indonesia than that of ordinal logistic regression analysis. Discriminant analysis has the average prediction accuracy of 80%, while ordinal logistic regression analysis has the average prediction accuracy of 74,38%.