Hello,
I just wanted to point out a potential error that could occur if installed on PHP version 5.5 or less and WP 3.9.1 or less. The nonce authentication relies on the hash_equals() function, which was only added as of PHP 5.6. Wordpress has a shim function for this as of 3.9.2. Therefore, if you are running on an older version of PHP (WP's minimum requirements are listed as 5.2.4) and a slightly older version of WP, making the connection to a Mailchimp account will fail after the response from their server.
I ran into this because I am being forced to work with a Wordpress all-in-one hosting provider (whom I shall not name), and they are oddly stuck at PHP 5.3.
Anyone else faced with this dilemma can manually add the shim to the top of your functions.php, as I did. It is listed here http://php.net/manual/en/function.hash-equals.php under User Contributed Notes
Andrew Croce