Suppose I use a logit model to calculate the probability of financial distress for a firm.

I use some ratios that I believe are relevant in determining the success/failure of a Company and, using past data of firms (some of them failing other no), I can run my logit, right?

Now, how can I get the probability of distress from the logit output? I am doing this using R, so if you can also make examples with this language, it would be much appreciated.

  • $\begingroup$ Can you give some more information? Sample size? How many variables? What kind of variables? $\endgroup$ – kjetil b halvorsen Sep 20 '16 at 14:03

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