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Handling selection bias when choosing actions in retail credit applications

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  • Wu, I-Ding
  • Hand, David J.

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  • Wu, I-Ding & Hand, David J., 2007. "Handling selection bias when choosing actions in retail credit applications," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1560-1568, December.
    • Handle: RePEc:eee:ejores:v:183:y:2007:i:3:p:1560-1568
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    References listed on IDEAS

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    1. James J. Heckman, 1976. "The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 4, pages 475-492, National Bureau of Economic Research, Inc.
    2. Olsen, Randall J, 1980. "A Least Squares Correction for Selectivity Bias," Econometrica, Econometric Society, vol. 48(7), pages 1815-1820, November.
    3. Heckman, James, 2013. "Sample selection bias as a specification error," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 31(3), pages 129-137.
    4. Little, Roderick J A, 1985. "A Note about Models for Selectivity Bias," Econometrica, Econometric Society, vol. 53(6), pages 1469-1474, November.
    5. Crook, Jonathan & Banasik, John, 2004. "Does reject inference really improve the performance of application scoring models?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 857-874, April.
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    Cited by:

    1. Ha Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," Working Papers hal-04141601, HAL.
    2. Ha-Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," EconomiX Working Papers 2016-10, University of Paris Nanterre, EconomiX.
    3. Crone, Sven F. & Finlay, Steven, 2012. "Instance sampling in credit scoring: An empirical study of sample size and balancing," International Journal of Forecasting, Elsevier, vol. 28(1), pages 224-238.
    4. Rogelio A. Mancisidor & Michael Kampffmeyer & Kjersti Aas & Robert Jenssen, 2019. "Deep Generative Models for Reject Inference in Credit Scoring," Papers 1904.11376, arXiv.org, revised Sep 2021.

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