Bayesian Inference Analysis of Credit Card Default Payment
Applied statistics course project using Bayesian hierarchical logistic regression in R to model real credit card default behaviour.
| 2023 | Bayesian Statistics · Hierarchical Models · R · Applied Statistics |
Course project under the mentorship of Dr. Monica Alexander (Statistical Sciences, University of Toronto).
Applied Bayesian statistical frameworks in R to investigate real customers’ credit card defaulting behaviour.
Methods
- Implemented two hierarchical logistic regression models to analyse credit card default payment patterns
- Conducted computational checks and posterior predictive checks to validate model fit and inference
Links: Documentation