| CreditMDR {DiSSMod} | R Documentation |
Credit cards derogatory reports data
Description
Data is originally from Greene (1992), used for studying statistical credit scoring methods.
Usage
data(CreditMDR)
Format
A data frame with 13444 observations of 8 variables as below;
- MAJORDRG
count of major derogatory reports (numeric)
- CARDHLDR
1 for cardholders, 0 for denied applicants (categorical)
- AGE
age in years and twelfths of a year (numeric)
- INCOME
primary income, divided by 10,000 (numeric)
- OWNRENT
ownRent, individual owns (1) or rents (0) home (categorical)
- ADEPCNT
not classified yet (numeric)
- SELFEMPL
self employed; 1=yes, 0=no (categorical)
- EXP_INC
average expenditure for 12 months/average monthly income (numeric)
Source
Greene, W. H. (1992) A Statistical Model for Credit Scoring. Working Paper No. EC-92-29, Department of Economics, Stern School of Business, New York University, 1992.
http://pages.stern.nyu.edu/~wgreene/Text/Edition7/tablelist8new.htm
References
Greene, W. H. (2012) Econometric Analysis, 7th Edition. Pearson education.
Azzalini, A., Kim, H.-M. and Kim, H.-J. (2019) Sample selection models for discrete and other non-Gaussian response variables. Statistical Methods & Applications, 28, 27–56. First online 30 March 2018. https://doi.org/10.1007/s10260-018-0427-1