We have a database of less than 500 consumer loans. A regulatory agency has conducted a regression analysis of these loans and has determined that there appears to be a disparity in the pricing of loans between minority and non-minority borrowers, after controlling for a number of variables (such as loan amount, past delinquencies, age of collateral, loan term, etc.). The regulatory agency does not share the specifics of its analysis, only the end findings (e.g., an XX.X basis point interest rate disparity between loans to minority vs. non-minority borrowers).
We are looking for someone who can take the data and: 1) replicate (essentially reverse engineer) as closely as possible how the regulatory agency may have come up with its end findings; 2) identify any weaknesses in the regulatory agency's end findings (for example, perhaps the regulatory agency's analysis failed to take into account medical-related delinquencies, which the lender does not factor into its pricing decision) that may exist, and if so, and if controlled for, would help minimize the pricing disparity.
We have these types of projects come up from time to time and are looking to establish a potentially long-term relationship with an individual or a company that is skilled at regression analysis, innovative in helping to find other variables that could help explain variances in pricing disparities, and has a good command of English.
Experienced statistician and researcher. I am an expert in all types of regression analysis in various statistical softwares STATA, SPSS, SAS and R. Please see PMB for details
Hi,
As a professional statistical analyst with strong academic statistical background, I am confident to complete the job successfully. Waiting for your positive reply.
Thanks
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I'm engeener of applied statistics.I have published in international journal of applied mathematics and statistics "Mixed Distributions for Loss Severity Modelling with zeros in the Operational Risk losses"
Hi, as I read the description of the project it reminded me of past similar exercises that I've encountered where effectively minority characteristics had much explanatory power at the expense of the banks presumption of innocence. I would like to carry out the project. I would try to replicate first the results of that study, and then I would try to generate many economically meaningful and objective econometric models, that may suit a variety of interests. I am quite good at econometrics, in a variety of topics, but also in cross sectional data. I work as an economist, specialized in mathematical finance. Regards, Oriol.
I have a strong background in regression analysis through both my studies and my employment. In completing my BSc in mathematics I took a number of statistics courses and in completing my MA (Econ) I took a number of econometrics (basically statistics for economists). I also run regression analysis from time to time in my current employment as an Economist. I have no doubt that I will be able to complete this project to your satisfaction. If the data is in a form that is easily manipulated I do not see this taking more than 8 hours.
I am a professional in statistics with 3 years work expirience in research related to economics, statistics and mathematics. I accomplish large amount of work with distinctive quality. Hope to start soon.
Top tier Canadian University student majoring in Actuarial and Statistical Science as well as Business Administration (GPA=3.5)
Great working ethics and strong Excel modeling skills
hi i am a statistician and did two major projects of health department and used all tools of statistics i.e. factor analysis, descriptive statistics, regression and correlation analysis, parametric and non parametric tests, ANOVA, primary and secondary data collection and research using SAS, Systat12, Satscan, SPSS softwares and RS GIS softwares for spatial analysis.
