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!