DiSSMod (version 1.0.0)

CreditMDR: Credit cards derogatory reports data

Description

Data is originally from Greene (1992), used for studying statistical credit scoring methods.

Usage

data(CreditMDR)

Arguments

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)

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