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Gini index

Source: R/blr-lorenz-curve.R
blr_gini_index.Rd

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.

Müller M, Rönz B (2000): Credit Scoring using Semiparametric Methods. In: Franke J, Härdle W, Stahl G (Eds.): Measuring Risk in Complex Stochastic Systems. New York, Springer-Verlag.

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

model <- glm(honcomp ~ female + read + science, data = hsb2,
family = binomial(link = 'logit'))

blr_gini_index(model)
#> [1] 0.5252134