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1) Using the data provided for this assignment in webpage estimate a Logit model of individual default probabilities using all variables included in part A
- 1) Using the data provided for this assignment in webpage estimate a Logit model of individual default probabilities using all variables included in part A of the spreadsheet. Use any non-linear transformations you consider appropriate. What is the best model you can come up with? Compute factor coefficients and diagnostic statistics. Do the factors included in the model help predict default?
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Quantum Economics And Finance
Authors: David Orrell
3rd Edition
1916081630, 978-1916081635
