May 8, 2017

Metadata from source:
This research employed a binary variable, default payment (Yes = 1, No = 0), as the response variable. 
This study reviewed the literature and used the following 23 variables as explanatory variables: 

X1: Amount of the given credit (NT dollar): it includes both the individual consumer credit and his/her family (supplementary) credit
X2: Gender (1 = male; 2 = female)
X3: Education (1 = graduate school; 2 = university; 3 = high school; 4 = others) 
X4: Marital status (1 = married; 2 = single; 3 = others)
X5: Age (year). 

X6 - X11: History of past payment.
The measurement scale for the repayment status is: 
   -1 = pay duly
   1 = payment delay for one month
   2 = payment delay for two months
   . . .; 
   8 = payment delay for eight months
   9 = payment delay for nine months and above
  X6: the repayment status in September, 2005
  X7: the repayment status in August, 2005
  X8: the repayment status in July, 2005
  X9: the repayment status in June, 2005
  X10: the repayment status in May, 2005
  X11: the repayment status in April, 2005

X12-X17: Amount of bill statement (NT dollar)
  X12 = amount of bill statement in September, 2005
  X13 = amount of bill statement in August, 2005
  X14 = amount of bill statement in July, 2005
  X15 = amount of bill statement in June, 2005
  X16 = amount of bill statement in May, 2005
  X17 = amount of bill statement in April, 2005

X18-X23: Amount of previous payment (NT dollar)
 X18 = amount paid in September, 2005
 X19 = amount paid in August, 2005
 X20 = amount paid in July, 2005
 X21 = amount paid in June, 2005
 X22 = amount paid in May, 2005
 X23 = amount paid in April, 2005

Plan: 
 0. Separate into train and test
 1. Specify transitions as repayment status vars (maybe bucket above n months, maybe not)
 2. Design response vars for separate scenarios (A to <A in n months, or over total time frame, etc.) - experiment
 3. Function that:
   3A. takes a response input
   3B. selects the appropriate input variables (using just what came with the orig set for now) 
   3C. runs everything through a glm
   3D. outputs model results
   3E. runs against test set?