I am going to do some research on credit scoring using survival analysis methods. However, I could not find any credit, loan, bankruptcy data with both survival time(default time) and status values(whether a person is default or not).
Can someone tell me where and how can I obtain such survival data on credit scoring or other economical events?
Hello Hong,
Usually this kind of dataset is not free. Perhaps some repositories like UCI and KAGGLE have what you are looking for.
Here are some links that might be helpful for you:
http://archive.ics.uci.edu/ml/datasets/credit+approval
https://www.kaggle.com/c/GiveMeSomeCredit
http://rstudio-pubs-static.s3.amazonaws.com/73039_9946de135c0a49daa7a0a9eda4a67a72.html
https://onlinecourses.science.psu.edu/stat857/node/215
I hope that this answer would be helpful you in your research.
Regards,
Fábio
Hope these links help. Best, David
https://www.bing.com/search?q=public+data+credit+scoring+default&form=EDGSPH&mkt=en-us&httpsmsn=1&refig=fb1ac88657c84f84b5b57f1701813ef5&sp=-1&pq=undefined&sc=0-20&qs=n&sk=&cvid=fb1ac88657c84f84b5b57f1701813ef5
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