Measuring customer quality in retail banking

Dictionary for data used in example

Variables, in order

ID

EVER90: response variable: 1 if loan has ever been 90 days past due date during a specified time period, 0 otherwise

FICO: a credit score provided by the Fair Isaac Company

LTV: ratio of loan amount to value of home

INCOME: income category of borrower

CA: dummy variable: 1 if the home is in California, 0 otherwise

Source: Gana R and Rossi C.V.(1997) An empirical comparison of linear probability and logit models of mortgage default. Fifth Conference on Credit Scoring and Credit Control, Edinburgh, September.
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1	1	576	0.86	5	0
2	1	678	0.90	3	1
3	1	693	0.80	5	0
4	1	669	0.75	4	0
5	1	542	0.95	4	0
6	1	566	0.95	3	0
7	1	643	0.84	5	0
8	0	785	0.58	5	0
9	1	461	0.80	4	0
10	0	785	0.85	5	0
11	1	620	0.95	3	0
12	0	792	0.79	3	0
13	0	748	0.90	4	0
14	1	661	0.75	5	0
15	0	753	0.70	5	0
16	0	747	0.95	4	0
17	0	720	0.88	5	0
18	0	717	0.89	4	0
19	0	763	0.90	5	0
20	1	782	0.90	4	1
21	0	758	0.42	5	0
22	0	697	0.80	5	0
23	1	690	0.75	2	0
24	0	746	0.90	5	1
25	0	679	0.70	5	0
26	0	767	0.80	2	0
27	0	733	0.88	5	0
28	0	679	0.75	2	0
29	0	765	0.36	3	0
30	0	678	0.95	5	0
31	0	782	0.62	4	0
32	0	777	0.80	5	0
33	0	765	0.63	5	0
34	0	769	0.59	5	0
35	0	720	0.38	5	0
36	0	758	0.90	4	0
37	0	724	0.70	5	0
38	1	611	0.90	5	0
39	0	639	0.61	5	0
40	0	761	0.50	3	0
41	1	549	0.66	3	0
42	0	639	0.68	6	0
43	0	719	0.61	5	0
44	0	801	0.73	2	0
45	0	765	0.90	5	0
46	1	598	0.95	5	0
47	1	603	0.95	4	0
48	0	710	0.67	2	0
49	0	774	0.48	5	0
50	0	738	0.73	5	0
51	1	676	0.73	3	0
52	0	768	0.78	5	0
53	0	765	0.90	5	0
54	0	766	0.87	5	0
55	0	729	0.90	4	0
56	0	766	0.68	5	0
57	1	671	0.75	1	0
58	0	782	0.80	2	0
59	1	756	0.75	2	0
60	0	791	0.89	4	0
61	1	650	0.85	3	0
62	0	704	0.75	3	0
63	1	664	0.80	8	1
64	0	762	0.62	4	0
65	0	733	0.70	3	0
66	1	634	0.95	5	1
67	0	797	0.26	3	1
68	1	624	0.90	5	1
69	0	749	0.70	2	0
70	0	687	0.95	3	0
71	0	732	0.72	4	1
72	0	669	0.80	5	0
73	0	692	0.79	5	0
74	0	777	0.80	3	1
75	0	682	0.47	4	1
76	0	772	0.80	5	0
77	0	809	0.75	5	0
78	0	728	0.74	5	0
79	0	669	0.67	5	1
80	1	692	0.75	4	0
81	0	721	0.75	5	0
82	1	742	0.69	5	0
83	0	687	0.79	2	0
84	0	696	0.83	5	1
85	1	586	0.90	5	0
86	0	727	0.80	3	1
87	0	725	0.80	7	0
88	1	652	0.95	5	1
89	1	722	0.80	5	1
90	1	606	0.80	4	0
91	0	761	0.80	5	0
92	0	777	0.80	5	0
93	0	629	0.29	5	0
94	1	742	0.74	3	0
95	0	752	0.61	2	0
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