file=read("kredit")
file=paf(file,(file[,5]>=1)&&(file[,5]<=3))
; purpose=car/furniture
y=file[,1]
x=(file[,4]>2) ; previous loans o.k.
x=x~(file[,8]>2) ; employed (>=1 year)
x=x~(file[,3]) ; duration of loan
t=(file[,6]) ; amount of loan
t=t~(file[,14]) ; age of client
xvars="previous"|"employed"|"duration"
tvars="amount"|"age"
;
t=log(t) ; logs of amount and age
trange=max(t)-min(t)
t=(t-min(t))./trange ; transformation to [0,1]
;
library("glm")
;
n=rows(x)
opt=glmopt("xvars",xvars|tvars|"interact"|"constant")
tdesign=t~prod(t,2)~matrix(n)
l=glmest("bilo",x~tdesign,y,opt)
glmout("bilo",x~tdesign,y,l.b,l.bv,l.stat,opt)
;
library("gplm")
;
h=0.4
nboot=10
randomize(742742)
opt=gplmopt("meth",1,"shf",1,"xvars",xvars)
opt=gplmopt("tdesign",tdesign,opt)
opt=gplmopt("wr",prod((abs(t-0.5) < 0.40*trange),2),opt)
g=gplmbootstraptest("bilo",x,t,y,h,nboot,opt)
gplmout("bilo",x,t,y,h,g.b,g.bv,g.m,g.stat,opt)
;
g.alpha