topic Re: Change variable value and its impact on dependent variable - proc logistic in Statistical Procedures

Change variable value and its impact on dependent variable - proc logistic

MargoBlue — Sun, 02 Feb 2020 22:55:10 GMT

I need to check the impact on the risk if loan installmetnt changes f.e. margin will be a little higher or income will be lower, and after that if the client will still be able to pay an installment.

It's something like sensitivity analysis.

I would like ask for advice: I think to use proc logistic. Is it a good idea or I should consider another method?

Or should I consider event history analysis?

Re: Change variable value and its impact on dependent variable - proc logistic

unison — Mon, 03 Feb 2020 05:01:46 GMT

How are you defining “risk?” Risk of default (i.e. probability of default)? The appropriate procedure depends on how you define the response variable.

Re: Change variable value and its impact on dependent variable - proc logistic

MargoBlue — Mon, 03 Feb 2020 06:03:16 GMT

Yes, as binary variable. 1 when the client cannot pay the installment, 0 she/he is able to pay