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Các yếu tố ảnh hưởng đến thu nhập lãi cận biên của các ngân hàng thương mại cổ phần Việt Nam - 13


PHỤ LỤC 2


KẾT QUẢ TỪ PHẦN MỀM STATA 13


PHỤ LỤC 2.1: THỐNG KÊ MÔ TẢ CÁC BIẾN



variable

mean

sd

min

p50

max

N

nim

.0290582

.0129076

-.0205086

.0281317

.077488

272

plltl

.0090924

.0078974

-.0099182

.0065124

.0496472

272

liq

.0186142

.0259446

.0000597

.0099211

.1915832

272

eqta

.0966686

.0699088

.0224425

.0746381

.4438351

272

lern

.5057591

.1831588

-.9077377

.5299601

1

272

eff

.0148716

.0052332

0

.0143491

.0305522

272

teata

.8558666

.0667316

.5909949

.8695208

.9637032

272

cbrtea

.031314

.0269839

.0003381

.0251877

.2519484

272

size

31.61036

1.350422

27.44139

31.71619

34.54539

272

loans

.5127853

.1355838

.1139039

.5171331

.8516832

272

gdpgr

.0608571

.006166

.0524737

.0621

.071295

272

inf

.0915807

.0631958

.0063061

.0738579

.2311632

272

tbill

8.377604

2.51155

5.125

7.333333

13.33333

272

cr3

61.85472

26.2993

36.69261

49.57914

99.99817

272

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Các yếu tố ảnh hưởng đến thu nhập lãi cận biên của các ngân hàng thương mại cổ phần Việt Nam - 13



PHỤ LỤC 2.2: MA TRẬN TƯƠNG QUAN GIỮA CÁC BIẾN ĐỘC LẬP



nim

plltl

liq

eqta

lern

eff

teata

nim

1.0000








plltl


0.2335


1.0000







0.0001







liq

0.0391

-0.1811

1.0000






0.5205

0.0027






eqta

0.2939

-0.1900

-0.0201

1.0000





0.0000

0.0016

0.7414





lern

0.3065

0.0606

0.1693

0.0467

1.0000




0.0000

0.3196

0.0051

0.4426




eff

0.6233

0.2825

-0.0272

0.1550

-0.3465

1.0000



0.0000

0.0000

0.6547

0.0105

0.0000



teata

0.2964

0.1310

-0.2541

-0.0818

0.3154

0.0676

1.0000


0.0000

0.0308

0.0000

0.1788

0.0000

0.2663


cbrtea

0.0446

-0.0436

0.0383

-0.0813

-0.0263

0.0053

-0.1576


0.4643

0.4744

0.5296

0.1814

0.6662

0.9309

0.0092

size

-0.1393

0.3266

-0.1303

-0.7310

-0.0883

0.0290

0.0998


0.0216

0.0000

0.0317

0.0000

0.1465

0.6335

0.1005

loans

0.3039

0.0113

0.1420

-0.0990

0.1281

0.2679

0.2350


0.0000

0.8527

0.0192

0.1032

0.0348

0.0000

0.0001

gdpgr

-0.0963

-0.0648

0.1025

-0.0361

0.2821

-0.3278

0.1558


0.1132

0.2866

0.0914

0.5534

0.0000

0.0000

0.0101

inf

0.1316

-0.1412

0.1350

0.2187

0.0788

0.0257

-0.1528


0.0300

0.0198

0.0260

0.0003

0.1953

0.6726

0.0116

tbill

0.1847

-0.0146

-0.0128

0.0849

-0.1362

0.2112

-0.2542


0.0022

0.8103

0.8332

0.1624

0.0247

0.0005

0.0000

cr3

-0.0957

0.2389

-0.2472

-0.2121

-0.3561

0.1724

0.1057


0.1152

0.0001

0.0000

0.0004

0.0000

0.0044

0.0820



cbrtea

size

loans

gdpgr

inf

tbill

cr3

cbrtea

1.0000








size


0.0340


1.0000







0.5769







loans

0.0232

0.0844

1.0000






0.7035

0.1652






gdpgr

0.0581

-0.1506

0.0568

1.0000





0.3398

0.0129

0.3511





inf

0.0811

-0.2240

-0.1509

-0.2016

1.0000




0.1826

0.0002

0.0127

0.0008




tbill

0.0273

0.0446

-0.1909

-0.4295

0.7732

1.0000



0.6541

0.4643

0.0016

0.0000

0.0000



cr3

-0.0596

0.3620

0.1257

-0.0102

-0.6804

-0.5237

1.0000


0.3273

0.0000

0.0383

0.8674

0.0000

0.0000




PHỤ LỤC 3.3 KẾT QUẢ PHÂN TÍCH HỒI QUY


Dynamic panel-data estimation, two-step system GMM



Group variable: id


Number of obs


=


245

Time variable : time

Number of groups

=

27

Number of instruments = 37

Obs per group: min

=

6

Wald chi2(10) = 562.41

avg

=

9.07

Prob > chi2 = 0.000

max

=

10


nim

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nim







L1.

.1162242

.0605774

1.92

0.055

-.0025053

.2349536

plltl

.068841

.1438758

0.48

0.632

-.2131503

.3508323

liq

.0915388

.0352381

2.60

0.009

.0224734

.1606042

eqta

.0633279

.0233857

2.71

0.007

.0174927

.109163

lern

.038998

.0057335

6.80

0.000

.0277605

.0502354

eff

1.683979

.2572714

6.55

0.000

1.179736

2.188221

teata

.0393909

.0109033

3.61

0.000

.0180207

.060761

cbrtea

.1679377

.0357565

4.70

0.000

.0978563

.2380191

size

.0044638

.0015409

2.90

0.004

.0014436

.007484

loans

-.0443869

.0090722

-4.89

0.000

-.062168

-.0266058

_cons

-.184687

.0539481

-3.42

0.001

-.2904233

-.0789508

Warning: Uncorrected two-step standard errors are unreliable.


Instruments for first differences equation

GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/4).(nim plltl liq eqta lern eff teata cbrtea size) collapsed

Instruments for levels equation Standard

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed) DL.(nim plltl liq eqta lern eff teata cbrtea size) collapsed



Arellano-Bond test for


AR(1) in


first differences:


z =


-2.20


Pr > z


=


0.028

Arellano-Bond test for

AR(2) in

first differences:

z =

1.11

Pr > z

=

0.265

Sargan test of overid. restrictions: chi2(26) = 24.48 Prob > chi2 = 0.548 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(26) = 15.79 Prob > chi2 = 0.941 (Robust, but weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels

Hansen test excluding group: chi2(17)

= 17.67 Prob >

chi2

=

0.410

Difference (null H = exogenous): chi2(9)

= -1.87 Prob >

chi2

=

1.000

Number of obs

=

245

Time variable : time

Number of groups

=

27

Number of instruments = 37

Obs per group: min

=

6

Wald chi2(11) = 551.19

avg

=

9.07

Prob > chi2 = 0.000

max

=

10

Group variable: id


nim

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nim







L1.

.1470063

.106442

1.38

0.167

-.0616162

.3556288

plltl

-.0895941

.120422

-0.74

0.457

-.3256169

.1464286

liq

.1141734

.0426488

2.68

0.007

.0305834

.1977634

eqta

.0137509

.0295544

0.47

0.642

-.0441747

.0716765

lern

.0221353

.0061345

3.61

0.000

.010112

.0341586

eff

2.061306

.326015

6.32

0.000

1.422328

2.700283

teata

.0134825

.0078417

1.72

0.086

-.0018869

.028852

cbrtea

.0583342

.0251596

2.32

0.020

.0090222

.1076462

size

.00248

.0012235

2.03

0.043

.000082

.004878

loans

-.0341228

.0064433

-5.30

0.000

-.0467515

-.021494

gdpgr

.3017294

.1206315

2.50

0.012

.0652961

.5381628

_cons

-.1121367

.0335538

-3.34

0.001

-.177901

-.0463724

Warning: Uncorrected two-step standard errors are unreliable.


Instruments for first differences equation

GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/4).(nim plltl liq eqta lern eff teata cbrtea size) collapsed

Instruments for levels equation Standard

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed) DL.(nim plltl liq eqta lern eff teata cbrtea size) collapsed



Arellano-Bond test for


AR(1) in


first differences:


z =


-1.96


Pr > z


=


0.051

Arellano-Bond test for

AR(2) in

first differences:

z =

0.12

Pr > z

=

0.901

Sargan test of overid. restrictions: chi2(25) = 49.06 Prob > chi2 = 0.003 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(25) = 19.99 Prob > chi2 = 0.747 (Robust, but weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels

Hansen test excluding group: chi2(16)

= 20.26 Prob >

chi2

=

0.209

Difference (null H = exogenous): chi2(9)

= -0.27 Prob >

chi2

=

1.000

Number of obs

=

245

Time variable : time

Number of groups

=

27

Number of instruments = 37

Obs per group: min

=

6

Wald chi2(11) = 917.78

avg

=

9.07

Prob > chi2 = 0.000

max

=

10

Group variable: id


nim

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nim







L1.

.1642057

.0687103

2.39

0.017

.0295359

.2988754

plltl

-.0022561

.2037197

-0.01

0.991

-.4015394

.3970271

liq

.050705

.0400225

1.27

0.205

-.0277376

.1291477

eqta

.0765334

.0280751

2.73

0.006

.0215073

.1315595

lern

.0355317

.0058789

6.04

0.000

.0240093

.0470541

eff

1.449013

.2866524

5.05

0.000

.8871849

2.010842

teata

.0480361

.0178425

2.69

0.007

.0130654

.0830068

cbrtea

.1549516

.036452

4.25

0.000

.083507

.2263962

size

.0060735

.0016148

3.76

0.000

.0029086

.0092384

loans

-.0358216

.0120489

-2.97

0.003

-.0594369

-.0122063

inf

.016724

.0071419

2.34

0.019

.0027261

.0307219

_cons

-.2457617

.0607734

-4.04

0.000

-.3648755

-.1266479

Warning: Uncorrected two-step standard errors are unreliable.


Instruments for first differences equation

GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/4).(nim plltl liq eqta lern eff teata cbrtea size) collapsed

Instruments for levels equation Standard

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed) DL.(nim plltl liq eqta lern eff teata cbrtea size) collapsed



Arellano-Bond test for


AR(1) in


first differences:


z =


-2.34


Pr > z


=


0.019

Arellano-Bond test for

AR(2) in

first differences:

z =

0.87

Pr > z

=

0.386

Sargan test of overid. restrictions: chi2(25) = 22.38 Prob > chi2 = 0.614 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(25) = 17.20 Prob > chi2 = 0.874 (Robust, but weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels

Hansen test excluding group: chi2(16)

= 15.82 Prob >

chi2

=

0.466

Difference (null H = exogenous): chi2(9)

= 1.38 Prob >

chi2

=

0.998

Number of obs

=

245

Time variable : time

Number of groups

=

27

Number of instruments = 37

Obs per group: min

=

6

Wald chi2(11) = 2339.47

avg

=

9.07

Prob > chi2 = 0.000

max

=

10

Group variable: id


nim

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nim







L1.

.2678603

.0711298

3.77

0.000

.1284485

.4072721

plltl

.0081413

.2108958

0.04

0.969

-.4052068

.4214894

liq

.0073142

.0370037

0.20

0.843

-.0652117

.07984

eqta

.0509201

.0234844

2.17

0.030

.0048914

.0969487

lern

.026824

.0060603

4.43

0.000

.014946

.038702

eff

.8969005

.3427288

2.62

0.009

.2251643

1.568637

teata

.0689244

.0189644

3.63

0.000

.0317548

.1060939

cbrtea

.164423

.0293248

5.61

0.000

.1069475

.2218985

size

.0044505

.001247

3.57

0.000

.0020064

.0068946

loans

-.0033826

.0167044

-0.20

0.840

-.0361226

.0293575

tbill

.0014291

.0003486

4.10

0.000

.0007458

.0021124

_cons

-.2273013

.0445124

-5.11

0.000

-.314544

-.1400586

Warning: Uncorrected two-step standard errors are unreliable.


Instruments for first differences equation

GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/4).(nim plltl liq eqta lern eff teata cbrtea size) collapsed

Instruments for levels equation Standard

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed) DL.(nim plltl liq eqta lern eff teata cbrtea size) collapsed



Arellano-Bond test for


AR(1) in


first differences:


z =


-2.74


Pr > z


=


0.006

Arellano-Bond test for

AR(2) in

first differences:

z =

0.33

Pr > z

=

0.741

Sargan test of overid. restrictions: chi2(25) = 16.31 Prob > chi2 = 0.905 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(25) = 13.16 Prob > chi2 = 0.974 (Robust, but weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels

Hansen test excluding group: chi2(16)

=

8.47 Prob >

chi2

=

0.934

Difference (null H = exogenous): chi2(9)

=

4.69 Prob >

chi2

=

0.860

Number of obs

=

245

Time variable : time

Number of groups

=

27

Number of instruments = 28

Obs per group: min

=

6

Wald chi2(11) = 3166.70

avg

=

9.07

Prob > chi2 = 0.000

max

=

10

Group variable: id


nim

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nim







L1.

.1141289

.0838178

1.36

0.173

-.050151

.2784088

plltl

.2744147

.1528992

1.79

0.073

-.0252623

.5740918

liq

.0437482

.0263003

1.66

0.096

-.0077995

.0952958

eqta

.0571814

.0365372

1.57

0.118

-.0144302

.128793

lern

.0197802

.0073667

2.69

0.007

.0053416

.0342187

eff

1.253291

.2912476

4.30

0.000

.6824558

1.824126

teata

.0480331

.0190597

2.52

0.012

.0106767

.0853894

cbrtea

.1778105

.0485559

3.66

0.000

.0826426

.2729784

size

.0080309

.001608

4.99

0.000

.0048792

.0111825

loans

-.0227187

.0117871

-1.93

0.054

-.045821

.0003836

cr3

-.000115

.0000338

-3.40

0.001

-.0001814

-.0000487

_cons

-.2955742

.0602891

-4.90

0.000

-.4137387

-.1774097

Warning: Uncorrected two-step standard errors are unreliable.


Instruments for first differences equation

GMM-type (missing=0, separate instruments for each period unless collapsed) L(4/5).(nim plltl liq eqta lern eff teata cbrtea size) collapsed

Instruments for levels equation Standard

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed) DL3.(nim plltl liq eqta lern eff teata cbrtea size) collapsed



Arellano-Bond test


for


AR(1) in first differences:


z =


-2.54


Pr > z


=


0.011

Arellano-Bond test

for

AR(2) in first differences:

z =

1.30

Pr > z

=

0.193

Sargan test of overid. restrictions: chi2(16) = 20.42 Prob > chi2 = 0.202 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(16) = 14.25 Prob > chi2 = 0.580 (Robust, but weakened by many instruments.)


Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels

Hansen test excluding group: chi2(7)

= 3.58 Prob >

chi2

=

0.827

Difference (null H = exogenous): chi2(9)

= 10.67 Prob >

chi2

=

0.299

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