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Các nhân tố ảnh hưởng đến quyết định cấp tín dụng cho doanh nghiệp nhỏ và vừa tại Ngân hàng TMCP Ngoại Thương Việt Nam khu vực TP.Cần Thơ - 11


corr TNHH HGD labor hh hsno ts ln hvan kn xk spphu (obs=445)


| TNHH HGD labor hh hsno ts ln hvan kn xk spphu

-------------+---------------------------------------------------------------------------------------------------

TNHH |

1.0000






HGD |

-0.6323

1.0000




labor |

0.2967

-0.3983

1.0000



hh |

0.0739

-0.2303

0.1605

1.0000


hsno |

0.0444

-0.0362

0.0347

0.0141

1.0000

ts |

0.1322

-0.1651

0.4620

0.0606

0.0303

1.0000




ln |

0.1235

-0.1113

0.2216

0.0026

0.0625

0.6596

1.0000



hvan |

0.3660

-0.5777

0.4049

0.2080

0.0454

0.2015

0.1457

1.0000


kn |

-0.1940

0.2526

-0.0702

-0.0124

-0.0502

-0.0215

-0.0294

-0.1054

1.0000

xk |

0.2138

-0.2863

0.3848

0.1651

0.0225

0.1755

0.1576

0.2958

-0.0103 1.0000

spphu |

0.0982

-0.1381

0.0563

0.1852

0.0512

0.0613

0.0842

0.0267

-0.0772 0.0193 1.0000

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Các nhân tố ảnh hưởng đến quyết định cấp tín dụng cho doanh nghiệp nhỏ và vừa tại Ngân hàng TMCP Ngoại Thương Việt Nam khu vực TP.Cần Thơ - 11


imtest,white


White's test for Ho: homoskedasticity

against Ha: unrestricted heteroskedasticity


chi2(72)

=

443.70

Prob > chi2

=

0.0000


Cameron & Trivedi's decomposition of IM-test


---------------------------------------------------

Source | chi2 df p

---------------------+-----------------------------

Heteroskedasticity | 443.70 72 0.0000

Skewness | 54.75 11 0.0000

Kurtosis | -5.65e+13 1 1.0000

---------------------+----------------------------- Total | -5.65e+13 84 1.0000

---------------------------------------------------


. probit TD HGD TNHH hh hsno ts ln labor kn xk spphu


Iteration

0:

log

likelihood

=

-87.60169

Iteration

1:

log

likelihood

=

-81.31613

Iteration

2:

log

likelihood

=

-80.260871

Iteration

3:

log

likelihood

=

-79.265217

Iteration

4:

log

likelihood

=

-79.069837

Iteration

5:

log

likelihood

=

-79.067819

Iteration

6:

log

likelihood

=

-79.067818


Probit regression

Number of obs

=

445


LR chi2(10)

=

17.07


Prob > chi2

=

0.0729

Log likelihood = -79.067818

Pseudo R2

=

0.0974


----------------------------------------------------------------------------

TD | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+--------------------------------------------------------------

HGD

|

.1836238

.3365614

0.55

0.585

-.4760245

.8432721

TNHH

|

-.2844233

.2917638

-0.97

0.330

-.8562698

.2874232

hh

|

.2750236

.3009162

0.91

0.361

-.3147613

.8648086

hsno

|

-.0316556

.3389368

-0.09

0.926

-.6959596

.6326484

ts

|

.0000114

.0000147

0.77

0.439

-.0000175

.0000403

ln

|

.0001325

.0000876

1.51

0.130

-.0000392

.0003042

labor

|

-.0020702

.0042422

-0.49

0.626

-.0103847

.0062443

kn

|

.0411815

.0199714

2.06

0.039

.0020382

.0803248

xk

|

-.2747164

.3548694

-0.77

0.439

-.9702476

.4208148

spphu

|

.120435

.3079398

0.39

0.696

-.483116

.7239859

_cons

|

.9040997

.3952953

2.29

0.022

.1293352

1.678864

----------------------------------------------------------------------------

Note: 0 failures and 6 successes completely determined.


. predict yf if e(sample),xb


. gen phi=normalden(yf)


. gen PHI=normal(yf)


. gen lambda=phi/PHI


. reg luongTD TNHH HGD labor hh hsno ts ln_tr kn xk spphu lambda

Source | SS df MS Number of obs = 423


-------------+----------------------------------

F(11, 411)

=

218.96

Model | 1.9880e+13 11 1.8072e+12

Prob > F

=

0.0000

Residual | 3.3923e+12 411 8.2538e+09

R-squared

=

0.8542


-------------+---------------------------------- Adj R-squared = 0.8503 Total | 2.3272e+13 422 5.5147e+10 Root MSE = 90850


----------------------------------------------------------------------------

luongTD | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-----------+----------------------------------------------------------------


TNHH

|

-41061.26

13065.14

-3.14

0.002

-66744.1

-15378.43

HGD

|

19263.73

12654.58

1.52

0.129

-5612.049

44139.51

labor

|

-859.1357

143.7309

-5.98

0.000

-1141.675

-576.5964

hh

|

23898.94

8157.151

2.93

0.004

7864.004

39933.89

hsno

|

11851.18

13251.42

0.89

0.372

-14197.85

37900.2

ts

|

1.115894

.1004049

11.11

0.000

.9185232

1.313266

ln_tr

|

12.07193

.4144685

29.13

0.000

11.25718

12.88667

kn

|

3864.706

842.1089

4.59

0.000

2209.328

5520.084

xk

|

-5543.903

15057.76

-0.37

0.713

-35143.74

24055.94

spphu

|

39847.04

11919.05

3.34

0.001

16417.13

63276.95

lambda

|

705167.5

94828.08

7.44

0.000

518758.9

891576

_cons

|

-157044.8

25287.84

-6.21

0.000

-206754.5

-107335.2

----------------------------------------------------------------------------


. heckman luongTD labor hh hsno ts ln kn xk spphu, twostep select(TD = HGD TNHH hh hsno ts ln labor kn xk spphu) rhosigma first


Iteration 0: log likelihood = -87.60169

Iteration 1: log likelihood = -81.392798

Iteration 2: log likelihood = -80.506107

Iteration 3: log likelihood = -79.581978

Iteration 4: log likelihood = -79.160042

Iteration 5: log likelihood = -79.069948

Iteration 6: log likelihood = -79.067819

Iteration 7: log likelihood = -79.067818


Probit regression

Number of obs

=

445


LR chi2(10)

=

17.07


Prob > chi2

=

0.0729

Log likelihood = -79.067818

Pseudo R2

=

0.0974


------------------------------------------------------------------------------

TD | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

HGD |

.1836238

.3365614

0.55

0.585

-.4760244

.8432721

TNHH |

-.2844233

.2917638

-0.97

0.330

-.8562698

.2874232

hh |

.2750237

.3009162

0.91

0.361

-.3147612

.8648086

hsno |

-.0316556

.3389368

-0.09

0.926

-.6959595

.6326484

ts |

.0000114

.0000147

0.77

0.439

-.0000175

.0000403

ln |

1.33e-07

8.76e-08

1.51

0.130

-3.92e-08

3.04e-07

labor |

-.0020702

.0042422

-0.49

0.626

-.0103847

.0062443

kn |

.0411815

.0199714

2.06

0.039

.0020382

.0803248



xk |

-.2747164

.3548694

-0.77

0.439

-.9702475

.4208148

spphu |

.120435

.3079398

0.39

0.696

-.483116

.7239859

_cons |

.9040997

.3952953

2.29

0.022

.1293352

1.678864

------------------------------------------------------------------------------

Note: 0 failures and 6 successes completely determined.

note: two-step estimate of rho = 2.2482031 is being truncated to 1


Heckman selection model -- two-step estimates

Number of obs

=

445

(regression model with sample selection)

Censored obs

=

22


Uncensored obs

=

423


Wald chi2(8)

=

83.87


Prob > chi2

=

0.0000


------------------------------------------------------------------------------

| Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

luongTD

|


labor

|

-1075.852

705.1435

-1.53

0.127

-2457.908

306.2038

hh

|

13212.87

40975.78

0.32

0.747

-67098.18

93523.92

hsno

|

10770.91

69865.47

0.15

0.877

-126162.9

147704.7

ts

|

1.123853

.5328655

2.11

0.035

.0794553

2.16825

ln

|

.0117654

.0021745

5.41

0.000

.0075034

.0160274

kn

|

3101.378

4271.853

0.73

0.468

-5271.299

11474.06

xk

|

-4328.513

78450.73

-0.06

0.956

-158089.1

149432.1

spphu

|

31050.61

61755.77

0.50

0.615

-89988.47

152089.7

_cons

|

-117823.9

119069.9

-0.99

0.322

-351196.6

115548.8

-------------+----------------------------------------------------------------

TD


|








HGD

|

.1836238

.3365614

0.55

0.585

-.4760244

.8432721


TNHH

|

-.2844233

.2917638

-0.97

0.330

-.8562698

.2874232


hh

|

.2750237

.3009162

0.91

0.361

-.3147612

.8648086


hsno

|

-.0316556

.3389368

-0.09

0.926

-.6959595

.6326484


ts

|

.0000114

.0000147

0.77

0.439

-.0000175

.0000403


ln

|

1.33e-07

8.76e-08

1.51

0.130

-3.92e-08

3.04e-07


labor

|

-.0020702

.0042422

-0.49

0.626

-.0103847

.0062443


kn

|

.0411815

.0199714

2.06

0.039

.0020382

.0803248


xk

|

-.2747164

.3548694

-0.77

0.439

-.9702475

.4208148


spphu

|

.120435

.3079398

0.39

0.696

-.483116

.7239859


_cons

|

.9040997

.3952953

2.29

0.022

.1293352

1.678864

-------------+----------------------------------------------------------------

mills |

lambda | 483920.3 419566 1.15 0.249 -338414 1306255

-------------+----------------------------------------------------------------

rho | 1.00000

sigma | 483920.27

------------------------------------------------------------------------------

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