Statistical Model Development for Default Prediction

Job ID: 39291075

Budget: $10 – $30 USD

I require assistance with a case study involving creating a statistical model to predict defaults. The model will involve simple regression or logit methodologies. The goal is to understand the signs/relationships of the regression parameters.

The tasks involved include:
- Developing the statistical model based on the provided data
- Utilizing MS Excel to estimate the model, noting that it may not allow the use of more than 16 independent variables at a time.
- Identifying and recording statistically significant variables from the first 16, then moving on to the next set of 16.
- Refining the list to include only the 16 statistically significant variables and running the regression again.

Ideal candidates for this project should have:
- Extensive experience in statistical analysis and model development
- Proficiency in using MS Excel for complex calculations
- A solid understanding of financial data and default prediction
- Ability to identify and interpret statistically significant variables.

The primary goal of this project is to predict default risk using less than 20 independent variables.
Related categories: Excel Statistics Statistical Analysis