Ảnh hưởng của thực tiễn quản trị nguồn nhân lực đến sự hài lòng của nhân viên - Nghiên cứu trường hợp ngân hàng thương mại cổ phần tại Thành phố Hồ Chí Minh - 12

.240

.776

94.335

21

.234

.755

95.090

22

.204

.660

95.749

23

.193

.622

96.372

24

.183

.589

96.960

25

.174

.561

97.522

26

.172

.555

98.076

27

.147

.474

98.550

28

.130

.418

98.968

29

.120

.388

99.356

30

.105

.339

99.694

31

.095

.306

100.000

Extraction Method: Principal Axis Factoring.

a. When factors are correlated, sums of squared loadings cannot be added to obtain a total variance.

Factor

1

2

3

4

5

6

tn1

.734

tn2

.832

tn3

.793

tn4

.790

tn5

.712

tn6

.838

dt1

.723

dt2

.968

dt3

.862

dt4

.890

nn1

.850

nn2

.762

nn3

.527

nn4

.436

.673

cv3

.659

cv4

.878

dg1

.589

dg2

.869

dg3

.611

.380

dg4

.590

td1

.670

td2

.966

td3

.592

dv2

.783

dv3

.570

hl1

.756

hl2

.555

hl3

.871

hl4

.784

hl6

.744

Extraction Method: Principal Axis Factoring.

Rotation Method: Promax with Kaiser Normalization.

a. Rotation converged in 6 iterations.

Kaiser-Meyer-Olkin Measure of Sampling Adequacy.

.911

Bartlett's Test of Sphericity

Approx. Chi-Square

4.615E3

df

435

Sig.

.000

Factor

Initial Eigenvalues

Extraction Sums of Squared Loadings

Rotation Sums

of Squared Loadingsa

Total

% of Variance

Cumulative

%

Total

% of Variance

Cumulative

%

Total

1

12.787

42.623

42.623

12.477

41.590

41.590

8.962

2

3.302

11.006

53.629

2.987

9.957

51.547

7.300

3

2.213

7.377

61.006

1.914

6.380

57.927

9.559

4

1.597

5.324

66.330

1.274

4.247

62.174

6.869

5

1.345

4.482

70.812

1.020

3.401

65.574

4.655

6

1.012

3.375

74.187

.701

2.335

67.910

8.752

7

.728

2.427

76.614

8

.680

2.265

78.880

9

.637

2.123

81.002

10

.563

1.877

82.879

11

.523

1.743

84.623

12

.435

1.451

86.074

13

.415

1.384

87.458

14

.398

1.327

88.785

15

.375

1.251

90.036

16

.352

1.174

91.210

17

.320

1.067

92.277

18

.272

.908

93.185

19

.255

.848

94.033

20

.240

.800

94.833

21

.205

.683

95.516

22

.194

.645

96.161

23

.189

.630

96.792

24

.178

.594

97.386

25

.172

.575

97.961

26

.149

.498

98.458

27

.140

.465

98.924

28

.120

.401

99.324

.108

.360

99.684

30

.095

.316

100.000

Factor

1

2

3

4

5

6

tn1

.734

tn2

.830

tn3

.792

tn4

.790

tn5

.712

tn6

.835

dt1

.730

dt2

.964

dt3

.862

dt4

.886

nn1

.846

nn2

.773

nn3

.537

cv2

.677

cv3

.654

cv4

.871

dg1

.540

dg2

.825

dg3

.370

.634

dg4

.600

td1

.666

td2

.974

td3

.589

dv2

.777

.551

hl1

.750

hl2

.557

hl3

.866

hl4

.782

hl6

.747

Extraction Method: Principal Axis Factoring.

Rotation Method: Promax with Kaiser Normalization.

a. Rotation converged in 6 iterations.

tn

dtnn

cv

dgdv

dgtd

hl

tn

Pearson Correlation

1

.348**

.300**

.393**

.471**

.588**

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

dtnn

Pearson Correlation

.348**

1

.434**

.637**

.462**

.598**

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

cv

Pearson Correlation

.300**

.434**

1

.537**

.412**

.431**

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

dgdv

Pearson Correlation

.393**

.637**

.537**

1

.613**

.675**

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

dgtd

Pearson Correlation

.471**

.462**

.412**

.613**

1

.591**

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

hl

Pearson Correlation

.588**

.598**

.431**

.675**

.591**

1

Sig. (2-tailed)

.000

.000

.000

.000

.000

N

190

190

190

190

190

190

**. Correlation is significant at the 0.01 level (2-tailed).

Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

1

.787a

.620

.609

.76854

Model

Sum of Squares

df

Mean Square

F

Sig.

1

Regression

177.088

5

35.418

59.963

.000a

Residual

108.681

184

.591

Total

285.769

189

Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

Collinearity Statistics

B

Std. Error

Beta

Tolerance

VIF

1

(Consta nt)

-.572

.298

-1.922

.056

tn

.346

.057

.318

6.057

.000

.749

1.336

dtnn

.199

.057

.211

3.501

.001

.570

1.754

cv

.012

.056

.012

.216

.830

.686

1.458

dgdv

.332

.072

.324

4.631

.000

.423

2.363

dgtd

.167

.073

.140

2.295

.023

.554

1.804

a. Dependent Variable: hl

gioitinh

N

Mean

Std. Deviation

Std. Error Mean

tn

1

121

3.5716

1.10152

.10014

2

69

3.9638

1.15005

.13845

Levene's Test for Equality of Variances

t-test for Equality of Means

F

Sig.

t

df

Sig.

(2-tailed)

Mean Difference

Std. Error Difference

95% Confidence Interval of the Difference

Lower

Upper

tn

Equal variances assumed

.171

.680

-2.322

188

.021

-.39214

.16885

-.72524

-.05905

Equal variances not assumed

-2.295

136.576

.023

-.39214

.17087

-.73003

-.05425

gioitinh

N

Mean

Std. Deviation

Std. Error Mean

dtnn

1

121

4.0590

1.32296

.12027

2

69

4.8406

1.09937

.13235

Levene's Test for Equality of Variances

t-test for Equality of Means

F

Sig.

t

df

Sig.

(2-tailed)

Mean Difference

Std. Error Difference

95% Confidence Interval of the Difference

Lower

Upper

dtnn

Equal variances assumed

3.506

.063

-4.156

188

.000

-.78155

.18807

-1.15256

-.41054

Equal variances not assumed

-4.370

163.499

.000

-.78155

.17883

-1.13466

-.42843