R/AmEx.R

In EOgundimu300/HeckmanSelect: Regularization method for binary Heckman selection model

#' American Express Credit Card data
#'
#' AmEx data consisted of 13,400 observations on credit card applications received
#' in a single month in 1988. Of the full sample, 10,499 applications were approved
#' and the next 12 months of spending and default behavior were observed.
#' Important variables in the data includes Demographic and socioeconomic factors of
#' the applicants (e.g. Age, Income, whether the applicant owns his or her home, whether
#' the applicant is self employed or not and  the number of dependents living with the applicant).
#' An important factor for granting the credit facility is grouped under ``Derogatories and Other Credit Data".

#
#'
#' @usage data(AmEx)
#'
#' @format A data frame with 13444 observations and 56 variables
#' \describe{
#'   \item{DEFAULT}{observed outcome variable}
#'   \item{CARDHLDR}{selection indicator}
#'   \item{other variables}{use names(AmEx)}
#'
#' }
#'
#' @keywords datasets
#'
#' @references Greene WH (1998) Sample selection in credit-scoring models
#'
#' @source <http://people.stern.nyu.edu/wgreene/Microeconometrics.htm>
#'
#' @examples
#' data(AmEX)
#'
#' \donttest{
#'
#' outcome <- DEFAULT~AGE+ACADMOS+ADEPCNT+AEMPMOS+MAJORDRG+ MINORDRG+OWNRENT+
#'  APADMOS+AMAMIND+INCOME+SELFEMPL+ TRADACCT+ INCPER+ EXP_INC+CPTOPNB+
#'  CPTOPNG+ CPT30C+CPTF30+CPTAVRV+CBURDEN
#'
#'
#' selection <- CARDHLDR~AGE+ACADMOS+ADEPCNT+AEMPMOS+MAJORDRG+ MINORDRG+OWNRENT+
#'  APADMOS+AMAMIND+INCOME+SELFEMPL+ TRADACCT+ INCPER+CPTOPNB+
#'  CPTOPNG+ CPT30C+CPTF30+CPTAVRV+CBURDEN+BANKSAV+BANKCH+BANKBOTH+CREDMAJR+ACBINQ
#'
#'
#'pp <- HeckSelect(selection, outcome, data=AmEx, allowParallel = TRUE, penalty="ALASSO", Model="AMH",crit="bic")}

#'
"AmEx"