Credit Scoring: Statistical Issues and Evidence from Credit‐Bureau Files
研究了信用评分中的统计问题，利用全国征信局样本发现地方经济因素与信用评分显著相关，提示遗漏变量偏差可能影响评分准确性。
Although credit scoring offers benefits to lenders and borrowers, its use raises important statistical issues that may affect the ability of scoring systems to accurately quantify an individual's credit risk. The evidence from a national sample of credit‐bureau records suggests that concerns about omitted‐variable bias may be justified, as local economic factors show significant correlations with credit scores.