In small business credit scoring, sample selection bias is commonly referred to as ＂reject inference＂, where partial observations of delinquent variables are missing due to a credit screening process of the bank. Sample selection bias may lead to biased parameter estimation, thereby affecting the accuracy of model prediction and the effectiveness of credit decision. Therefore, improving the sample selection bias is the crucial content of current credit scoring model studies.A literature review leads to the conclusion that most solutions curre...
