Trang chủ / Hội Đồng Quản Trị

Các đặc tính của Hội đồng quản trị và hiệu quả hoạt động của ngân hàng thương mại Việt Nam - 11


. quietly reg Preprovisionprofit BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForS

> tgInvestor 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

32.341

1

0.0000

2

32.536

2

0.0000

3

34.024

3

0.0000

4

34.025

4

0.0000

Có thể bạn quan tâm!

Xem toàn bộ 113 trang tài liệu này.

Các đặc tính của Hội đồng quản trị và hiệu quả hoạt động của ngân hàng thương mại Việt Nam - 11

H0: no serial correlation


. dwstat


Number of gaps in sample: 1


Durbin-Watson d-statistic( 14, 148) = 1.060995


. estat durbinalt


Number of gaps in sample: 1


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

37.190

1

0.0000

H0: no serial correlation


.


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

> PLGState PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 2


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

9.098

1

0.0026

2

10.477

2

0.0053

3

10.703

3

0.0134

4

10.976

4

0.0268

H0: no serial correlation


. dwstat


Number of gaps in sample: 2


Durbin-Watson d-statistic( 14, 145) = 1.487854


. estat durbinalt


Number of gaps in sample: 2


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

8.703

1

0.0032

H0: no serial correlation


.


. quietly reg StockofNPLs BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForStgInves

> tor PLGState PLGForeign PLGPrivate


. estat bgodfrey, lag (1/4)


Number of gaps in sample: 2


Breusch-Godfrey LM test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

15.235

1

0.0001

2

15.666

2

0.0004

3

15.688

3

0.0013

4

16.355

4

0.0026

H0: no serial correlation


. dwstat


Number of gaps in sample: 2


Durbin-Watson d-statistic( 14, 145) = 1.339191


. estat durbinalt


Number of gaps in sample: 2


Durbin's alternative test for autocorrelation


lags(p)

chi2

df

Prob > chi2

1

15.262

1

0.0001

H0: no serial correlation


.


PHỤ LỤC 3

Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (1)


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

> GPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 6.63

Prob > chi2 = 0.0101


Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (2)


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

> tate PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 4.97

Prob > chi2 = 0.0258


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

> PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 4.19

Prob > chi2 = 0.0406


Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (4)


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

> te PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 7.39

Prob > chi2 = 0.0066


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

> LGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 5.54

Prob > chi2 = 0.0186


Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (6)


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

> e PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROA


chi2(1) = 6.34

Prob > chi2 = 0.0118


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

> tate PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of ROE


chi2(1) = 36.68

Prob > chi2 = 0.0000


Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (8)


. quietly reg Preprovisionprofit BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForS

> tgInvestor PLGState PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of Preprovisionprofit


chi2(1) = 2.81

Prob > chi2 = 0.0938


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

> PLGState PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of NPLratio


chi2(1) = 9.65

Prob > chi2 = 0.0019


Kết quả kiểm định hiện tượng phương sai sai số thay đổi mô hình (10)


. quietly reg StockofNPLs BoardSize Meetings Duality IndepDirector PoliticalDirector BankSize LoanRatio CapitalRatio Listed ForStgInves

> tor PLGState PLGForeign PLGPrivate


. estat hettest


Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance

Variables: fitted values of StockofNPLs


chi2(1) = 0.44

Prob > chi2 = 0.5085

..... Xem trang tiếp theo?
⇦ Trang trước - Trang tiếp theo ⇨

Ngày đăng: 27/06/2022