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Các đặc tính của Hội đồng quản trị và hiệu quả hoạt động của ngân hàng thương mại Việt Nam - 10


Variable

VIF

1/VIF

BankSize

4.40

0.227157

PLGState

3.44

0.290631

PoliticalD~r

3.05

0.328016

ForStgInve~r

2.75

0.363175

CapitalRatio

2.60

0.383991

Listed

2.49

0.401343

PLGForeign

2.38

0.419539

BoardSize

2.20

0.453914

IndepDirec~r

2.16

0.463876

PLGPrivate

1.78

0.562759

Duality

1.34

0.748758

LoanRatio

1.30

0.769407

Meetings

1.21

0.824282

Mean VIF

2.39

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Các đặc tính của Hội đồng quản trị và hiệu quả hoạt động của ngân hàng thương mại Việt Nam - 10


Kết quả kiểm định hiện tượng đa cộng tuyến trong mô hình (10)


. vif


Variable

VIF

1/VIF

BankSize

4.40

0.227157

PLGState

3.44

0.290631

PoliticalD~r

3.05

0.328016

ForStgInve~r

2.75

0.363175

CapitalRatio

2.60

0.383991

Listed

2.49

0.401343

PLGForeign

2.38

0.419539

BoardSize

2.20

0.453914

IndepDirec~r

2.16

0.463876

PLGPrivate

1.78

0.562759

Duality

1.34

0.748758

LoanRatio

1.30

0.769407

Meetings

1.21

0.824282

Mean VIF

2.39


PHỤ LỤC 2

Kết quả kiểm định hiện tượng tự tương quan trong mô hình (1)


. gen time=_n


. tsset time

time variable: time, 1 to 262

delta: 1 unit


. quietly reg ROA BoardSize Meetings Duality IndepDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGState PLGForeign PL

> GPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

40.279

1

0.0000

2

41.684

2

0.0000

3

42.459

3

0.0000

4

42.487

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 13, 148) = .948982


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

50.106

1

0.0000

H0: no serial correlation



. quietly reg ROA BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGS

> tate PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

39.791

1

0.0000

2

41.355

2

0.0000

3

42.148

3

0.0000

4

42.202

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = .9636721


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

48.908

1

0.0000

H0: no serial correlation


. quietly reg ROA BoardSize Meetings Duality IndepDirector BusyDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGState

> PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

27.981

1

0.0000

2

29.631

2

0.0000

3

33.090

3

0.0000

4

33.263

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = 1.132862


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

31.007

1

0.0000

H0: no serial correlation


. quietly reg ROA BoardSize Meetings Duality IndepDirector ForeignDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGSta

> te PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

39.776

1

0.0000

2

41.273

2

0.0000

3

41.819

3

0.0000

4

41.872

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = .9539119


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

48.882

1

0.0000

H0: no serial correlation


. quietly reg ROA BoardSize Meetings Duality IndepDirector OldDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGState P

> LGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

34.916

1

0.0000

2

36.210

2

0.0000

3

37.153

3

0.0000

4

37.217

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = 1.015927


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

41.065

1

0.0000

H0: no serial correlation


. quietly reg ROA BoardSize Meetings Duality IndepDirector FemaleDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGStat

> e PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

39.549

1

0.0000

2

41.031

2

0.0000

3

41.945

3

0.0000

4

42.008

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = .9558339


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

48.502

1

0.0000

H0: no serial correlation


. quietly reg ROE BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForStgInvestor PLGS

> tate PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 1


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

41.125

1

0.0000

2

42.488

2

0.0000

3

42.514

3

0.0000

4

42.566

4

0.0000

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = .9353165


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

51.177

1

0.0000

H0: no serial correlation


.

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