Hi!
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I have been reading lots of queries regarding logistic regression as well as
Credit scoring model and the related replies, which I must admit are full of
wisdom and help us to understand where do we stand. The contributions of Frank
E Harrell Jr, etc are invaluable. Incidentally I am also trying to work on
Credit scoring model and initially I tried to use the multiple regression etc.
and now I am using logistic regression using R.
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I have two queries.
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(a)Â Â Â Â Â Â Â Â Â Â Â Can someone guide me as to how the credit score model
should be developed step by step? I mean what are the steps involved in
developing credit scorecard model? I have a sample database of 78000 bank
customers and the period is April 2004 â March 2007 and I also have the their
default / non â default position as on March 01, 2008. (There are 13756
defaulters). So using these defaulters (coded as 1)Â / non defaulters (coded
as 0) and using logistic regression, I have arrived at regression coefficients
and then the Probability of default for each of these 78000 customers. Can
someone guide me regarding the flow of credit scoring model? i.e. What are the
steps involved in developing Credit scoring models? I donât have access to
the books, as these are most of the times very expensive and my organization
being small and new, canât afford buying them as of now. I hope you
understand my problem.
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(b)Â Â Â Â Â Â Â Â Â Â Â If I want to refer to earlier mails (I have recently
become member of this R group), how do I access these mails e.g. suppose I want
to refer to all the mails dealing with logistic regression, how do I do it?
Â
Saggak
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