Pickel file for pd_model.sav not created
We have only created two sav file i.e, Stage1 LogisticRegression and Stage 2 LinearRegression. Please upload the pd_model.sav file.
if you carefully follow the section 'Build a logistic regression model with p-values' (6. PD model estimation), at the end of the section you will find code like this
pickle. dump(reg2, open('pd_model.sav', 'wb'))
# Here we export our model to a 'SAV' file with file name 'pd_model.sav'.