data_multord: Simulated credit ratings + default indicator

In MultOrd: Multivariate Ordinal Regression Models

Description

A simulated dataset where four different raters (rater1, rater2 andrater3) assign ordinal ratings on different firms. rater3 uses a different rating scale compared to rater1 and rater2. In addition, a default indicator (defaultInd) is observed. The ID's for each subject i of the n = 1000 firms are stored in the column firmID. The ID's of the raters as well as the default information are stored in the column raterID. The ordinal ratings are provided in the column rating and all the covariates in the remaining columns.

Usage

data(data_multord)

Format

A data frame with 5000 rows and 9 variables

Details

• firmID firm index

• rater rater index

• rating ordinal credit rating observation

• X1 covariate X1

• X2 covariate X2

• X3 covariate X3

• X4 covariate X4

• X5 covariate X5

• X6 covariate X6 (factor)

MultOrd documentation built on May 2, 2019, 4:49 p.m.