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deleted_user
Not applicable
Hi!

I need help calculating Gini coefficient to measure the performance of a scorecard for a consumer loans portfolio.
I do not have Enterprise Miner, which have a built in function for that as I understand it.

I really don't know much about Gini coefficient - but as I gather the variables I need are:
score and good/bad-variable

Score: the application scorepoint
Good_bad: 1=good, 0=bad

My dataset would then look something like this:
data test;
input score good_bad ;
datalines;
10 1
20 1
2 0
12 0
20 1
15 1
run;

Any ideas on how to go forward with this...?
I'm working with Enterprise Guide, but I write code instead of using the GUI.

I found this (follow link to open sas-program) but I can't really "transpose it" to my datasets and variables.
http://www.unc.edu/~pnc/gini.sas


Thanks!
3 REPLIES 3
sbb
Lapis Lazuli | Level 10 sbb
Lapis Lazuli | Level 10
Have you checked other resources/references at the SAS support website http://support.sas.com/ using the SEARCH facility?

Scott Barry
SBBWorks, Inc.

Suggested Google advanced search argument, this topic/post:

calculate Gini coefficient site:sas.com
deleted_user
Not applicable
Yep, but I can't say I've found something useful.
sbb
Lapis Lazuli | Level 10 sbb
Lapis Lazuli | Level 10
Your query would be better served, most likely, in the SAS Statistical Procedures forum, possibly.

Scott

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