Hello,

I am reaching out for a problem I have seem to hit wall on. I am trying to build a rare event model:- Default event occurred in NY/NJ area.

Some key statistics: 138 default aka 4bp (.04%).

Obviously my logistic and robust logistic models are failing Hosmer GOF tests and so I am thinking about bootstrapping data. I found a great read on R-help, but I was wondering if someone can help me with a more practical direction before I head into a road I have traveled less.

https://stat.ethz.ch/pipermail/r-help/2008-July/168623.html

 

Any feedback on strategy would be really.

Mehul
 
Above all else, never think you're not good enough. - Anthony Trollope, 1815 - 1882
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