Number of obs | = | 44 | ||||||
Group variable: BANK | Number of groups | = | 7 | |||||
R-sq: within | = | 0.1295 | Obs | per | group: | min | = | 2 |
between | = | 0.5772 | avg | = | 6.3 | |||
overall | = | 0.2811 | max | = | 8 | |||
Wald chi2(8) | = | 13.69 | ||||||
corr(u_i, X) | = | 0 (assumed) | Prob > chi2 | = | 0.0903 | |||
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Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
LROA | .0038442 | .0079023 | 0.49 0.627 | -.0116441 | .0193325 | ||
LSIZE | .0117463 | .0051173 | 2.30 0.022 | .0017165 | .021776 | ||
LRISK | .0186289 | .0224256 | 0.83 0.406 | -.0253244 | .0625823 | ||
LGDP | .0040375 | .0055801 | 0.72 0.469 | -.0068993 | .0149744 | ||
LINF | .0000524 | .0005921 | 0.09 0.930 | -.0011081 | .0012129 | ||
LTANG | .0000104 | .0000817 | 0.13 0.899 | -.0001498 | .0001706 | ||
LMTB | -.000024 | .0000164 | -1.47 0.142 | -.0000561 | 8.05e-06 | ||
LDIV | -.0099335 | .0096083 | -1.03 0.301 | -.0287655 | .0088985 | ||
_cons | .6672058 | .1081829 | 6.17 0.000 | .4551711 | .8792404 | ||
sigma_u | 0 | ||||||
sigma_e | .01308454 | ||||||
rho | 0 | (fraction | of | variance due | to | u_i) |
. xtabond2 L LROA LSIZE LRISK LGDP LINF LTANG LMTB LDIV , gmm(LSIZE, eq(d) lag(2 0)) iv(d.SIZE L.LSIZE) ro
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm. Warning: Number of instruments may be large relative to number of observations.
Warning: Two-step estimated covariance matrix of moments is singular.
Using a generalized inverse to calculate robust weighting matrix for Hansen test. Difference-in-Sargan/Hansen statistics may be negative.
Dynamic panel-data estimation, one-step system GMM
Number of obs | = | 44 | |
Time variable : YEAR | Number of groups | = | 7 |
Number of instruments = 23 | Obs per group: min | = | 2 |
Wald chi2(8) = 23.33 | avg | = | 6.29 |
Prob > chi2 = 0.003 | max | = | 8 |
Coef. | Robust Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
LROA | .0305871 | .0085804 | 3.56 | 0.000 | .0137698 | .0474045 |
LSIZE | .0185124 | .0071837 | 2.58 | 0.010 | .0044326 | .0325921 |
LRISK | .03659 | .0150309 | 2.43 | 0.015 | .00713 | .0660501 |
LGDP | .0047264 | .004305 | 1.10 | 0.272 | -.0037112 | .0131639 |
LINF | -.001307 | .0004903 | -2.67 | 0.008 | -.0022679 | -.0003461 |
LTANG | .0000567 | .0000895 | 0.63 | 0.526 | -.0001187 | .0002322 |
LMTB | .0000229 | .000011 | 2.08 | 0.038 | 1.28e-06 | .0000445 |
LDIV | .0089508 | .0054179 | 1.65 | 0.099 | -.0016681 | .0195697 |
_cons | .5028713 | .1404463 | 3.58 | 0.000 | .2276015 | .778141 |
Instruments for first differences equation Standard
D.(D.SIZE L.LSIZE)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(0/2).LSIZE
Instruments for levels equation Standard
D.SIZE L.LSIZE
_cons
0.93 Pr > z = | 0.353 | |
Arellano-Bond test for AR(2) in first differences: z = | 0.36 Pr > z = | 0.719 |
Sargan test of overid. restrictions: chi2(14) = 22.67 Prob > chi2 = 0.066 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(14) = 0.00 Prob > chi2 = 1.000 (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets: iv(D.SIZE L.LSIZE)
Hansen test excluding group: chi2(12) = 0.00 Prob > chi2 = 1.000 Difference (null H = exogenous): chi2(2) = -0.00 Prob > chi2 = 1.000