blorr (version 0.1.0)

blr_gini_index: Gini index

Description

Gini index is a measure of inequality and was developed to measure income inequality in labour market. In the predictive model, Gini Index is used for measuring discriminatory power.

Usage

blr_gini_index(model, data = NULL)

Arguments

model

An object of class glm.

data

A tibble or data.frame.

Value

Gini index.

References

Siddiqi N (2006): Credit Risk Scorecards: developing and implementing intelligent credit scoring. New Jersey, Wiley.

M<U+00FC>ller M, R<U+00F6>nz B (2000): Credit Scoring using Semiparametric Methods. In: Franke J, H<U+00E4>rdle W, Stahl G (Eds.): Measuring Risk in Complex Stochastic Systems. New York, Springer-Verlag.

Ko<U+010D>enda E, Vojtek M (2011): Default Predictors in Retail Credit Scoring: Evidence from Czech Banking Data. Forthcoming in: Emerging Markets Finance and Trade.

See Also

Other model validation techniques: blr_confusion_matrix, blr_decile_capture_rate, blr_decile_lift_chart, blr_gains_table, blr_ks_chart, blr_lorenz_curve, blr_roc_curve, blr_test_hosmer_lemeshow

Examples

# NOT RUN {
model <- glm(honcomp ~ female + read + science, data = hsb2,
family = binomial(link = 'logit'))

blr_gini_index(model)

# }