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