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Phụ lục 2: Thống kê mô tả dữ liệu


Variable

Obs

Mean

Std. Dev

Min

Max

nplt

248

.0232906

.0206667

0008351

. 244579

nplt1

248

.0224088

.0212498

.0003546

.244579

llp

248

.0065308

.0035132

0

.0192124

lev

248

.8903345

.0035132

.0669973

.982498

size

248

7.796653

.5430975

6.308867

9.002772

roat1

248

.0096631

.0075058

-.0551175

.0472891

lg

248

.4789714

1.162384

-.5581332

11.31725

inf

248

.0901927

.0666174

.006

.4397441

gdp

248

.0603613

.0058

.0525

.0713


Phụ lục 3: Ma trận hệ số tương quan



nplt

nplt1

llp

lev

size

roat1

lg

inf

gdp

nplt

1.0000









nplt1

0.2924

1.0000








llp

0.3898

0.3058

1.0000







lev

-0.0186

0.0847

0.1522

1.0000






size

0.0642

0.1571

0.4522

0.6106

1.0000





roat1

-0.0725

-0.1299

-0.0191

-0.1441

-0.1836

1.0000




lg

-0.1686

-0.1059

-0.2884

-0.0471

-0.2408

0.1754

1.0000



inf

-0.0594

-0.2261

-0.0909

-0.1143

-0.2511

0.3449

0.0509

1.0000




gdp

-0.2397

-0.1151

-0.2225

0.0721

-0.0388

0.0135

0.2129

0.1091

1.0000


Phụ lục 4: Nhân tử phóng đại phương sai VIF


Variable

VIF

1/VIF

nplt1

2.20

0.455309

llp

1.68

0.594062

lev

1.51

0.660843

size

1.25

0.799271

roat1

1.20

0.834692

lg

1.19

0.841485

inf

1.16

0.859409

gdp

1.11

0.900411

Mean VIF

1.41


Phụ lục 5: Kiểm định mô hình


Kiểm định Pooled OLS với FEM

F test that all u_i=0: F(24, 215) = 1.57 Prob > F = 0.0497


Kiểm định Pooled OLS với REM

Breusch and Pagan Lagrangian multiplier test for random effects nplt[NH,t] = Xb + u[NH] + e[NH,t]

Estimated results:



Var

sd = sqrt(Var)

nplt

.0004271

.0206667

e

.0003226

.0179621

u

0

0

Test: Var(u) = 0

chibar2(01) = 0.00 Prob > chibar2 = 1.0000


Kiểm định FEM với REM

---- Coefficients ----



(b)

(B)

(b-B)

sqrt(diag(V_b-V_B))


fe

re

Difference

S.E.

nplt1

.0640367

.1755874

-.1115507

.0165025

llp

3.7199140

2.1245520

1.5953630

.3760353

lev

.0039862

.0015412

.0024450

.0113639

size

.0014794

-.0058818

.0073612

.0050616

roat1

-.1965281

-.1814664

-.0150617

.0947685

lg

.0000419

-.0007528

.0007947

.0005325

inf

.0288595

.0049421

.0239174

.0116679

gdp

-.3592396

-.4873099

.1280703

.0231310

b = consistent under Ho and Ha; obtained from xtreg

B = inconsistent under Ha, efficient under Ho; obtained from xtreg Test: Ho: difference in coefficients not systematic

chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)

= 57.51

Prob>chi2 = 0.0000

(V_b-V_B is not positive definite)


Phụ lục 6: Kiểm định hiện tượng phương sai thay đổi


Modified Wald test for groupwise heteroskedasticity in fixed effect regression model

H0: sigma(i)^2 = sigma^2 for all i chi2 (25) = 11672.29

Prob>chi2 = 0.0000


Phụ lục 7: Kiểm định hiện tượng tự tương quan


Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation

F( 1, 24) = 12.967 Prob > F = 0.0014

Phụ lục 8: Kết quả mô hình hồi quy


Mô hình Pooled OLS

Number of obs = 248

Source

SS

dF

MS


Model


.023977612


8


.002997202

Residual

.081518739

239

.000341083


Total


.105496351


247


.000427111

F(8, 215) = 8.79

Prob > F = 0.0000

R-squared = 0.2273 Adj R-squared = 0.2014 Root MSE = .01847


nplt

Coef.

Std. Err.

t

P>|t|

[95% Conf.

Interval]

nplt1

.1755874

.0596522

2.94

0.004

.058076

.293099

llp

2.124552

.411461

5.16

0.000

1.313998

2.935105

lev

.0015412

.0198994

0.08

0.938

-.03766

.040742

size

-.0058818

.0032066

-1.83

0.068

-.0122

.000435

roat1

-.1814664

.1713651

-1.06

0.291

-.51905

.156113

lg

-.0007528

.0011021

-0.68

0.495

-.00292

.001418

inf

.0049421

.0197309

0.25

0.802

-.03393

.043811

gdp

-.4873099

.2135166

-2.28

0.023

-.90792

-.0667

_cons

.0810504

.022548

3.59

0.000

.036632

0125469


Mô hình FEM


Fixed-effects (within) regression

Number of obs

=

224

Group variable: Nh

Number of groups

=

25

R-sq

Obs per group:



Within =

0.2755



min

=

8

Between =

0.0821



avg

=

9.9

Overall =

0.1721



max

=

10


corr(u_i, Xb) =


-0.5715

F(8,215)


Prob > F

=

10.22

=


0.0000


Nplt

Coef.

Std. Err.

t

P>|t|

[95% Conf.

Interval]

nplt1

.0640367

.061893

1.03

0.302

-.05796

.186031

Llp

3.719914

.557407

6.67

0.000

2.621232

4.818597

Lev

.0039862

.022916

0.17

0.862

-.04118

.0491542

Size

.0014794

.005992

0.25

0.805

-.01033

.0132897

roat1

-.1965281

.195824

-1.00

0.317

-.58251

.1894527

Lg

.0000419

.001224

0.03

0.973

-.00237

.0024545

Inf

.0288595

.022923

1.26

0.209

-.01632

.0740414

Gdp

-.3592396

.214766

-1.67

0.096

-.78256

.0640767

_cons

.0034387

.042986

0.08

0.936

-.08129

.0881673

sigma_u

.01054451






sigma_e

.01796207






Rho

.25629537


(fraction of variance due to u_i)


F test that all u_i=0: F(24, 215) = 1.57 Prob > F = 0.0497


Mô hình REM

Random-effects GLS regression Number of obs = 248

Group variable: Nh Number of groups = 25



R-sq




Obs per group:



Within

=

0.2352

min

=

8


Between

=

0.2773

avg

=

9.9


Overall

=

0.2773

max

=

10





Wald chi2(8)

=

10.30

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000


nplt

Coef.

Std. Err.

z

P>|z|

[95% Conf.

Interval]

nplt1

.1755874

.0596522

2.94

0.003

00586712

.2925035

llp

2.124552

.411461

5.16

0.000

1.318103

2.931

lev

.0015412

.0198994

0.08

0.938

-.0374609

.0405432

size

-.0058818

.0032066

-1.83

0.067

-.0121667

.0004031

roat1

-.1814664

.1713651

-1.06

0.290

-.5173358

.154403

lg

-.0007528

.0011021

-0.68

0.495

-.0029128

.0014072

inf

.0049421

.0197309

0.25

0.802

-.0337297

.043614

gdp

-.4873099

.2135166

-2.28

0.022

-.9057948

-.068825

_cons

.0810504

.022548

3.59

0.000

.0368571

.1252437

sigma_u

0






sigma_e

.01796207






rho

.0


(fraction of variance due to u_i)



Phụ lục 9: Kết quả hồi quy mô hình GMM


Mô hình GMM cổ điển


Dynamic panel-data estimation, two-step system GMM

Group variable:

NH

Number of obs


=

224

Time variable:

Năm

Number of groups


=

25

Number of instruments

= 24

Obs per group:

min

=

8

F(8, 24) =

376.55


avg

=

8.96

Prob > F =

0.000


max

=

9


nplt

Coef.

Std. Err.

t

P>|t|

[95% Conf.

Interval]

nplt1

.1984373

.0131734

15.06

0.000

.1712487

.225626

llp

2.585793

.2063604

12.53

0.000

2.159886

3.0117

lev

-.0052894

.0025941

-2.04

0.053

-.0106433

.0000645

size

-.0051671

.0011623

-4.45

0.000

-.0075659

-.0027682

roat1

-.1725413

.0228380

-7.56

0.000

-.2196766

-.125406

lg

-.0006784

.0002522

-2.69

0.013

-.001199

-.0001579

inf

.0161068

.0063908

2.52

0.019

.0029169

.0292967

gdp

-.2844862

.0417253

-6.82

0.000

-.370603

-.1983693

_cons

.0639045

.0101789

6.28

0.000

.0428962

.0849128

Warning: Uncorrected two-step standard errors are unreliable. Instruments for first differences equation

Standard

D.(llp lev size roat1lg inf gdp)

GMM-type (missing=0, separate instruments for each period unless collapsed) L.nplt1

Instruments for levels equation Standard

llp lev size roat1lg inf gdp

_cons

GMM-type (missing=0, separate instruments for each period unless collapsed)


D.nplt1

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

Arellano-Bond test for AR(1) in first differences: z = -1.14 Pr > z = 0.253

Arellano-Bond test for AR(2) in first differences: z = 0.10 Pr > z = 0.920

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

Sargan test of overid. restrictions: chi2(17) = 28.52 Prob > chi2 = 0.039 (Not robust, but not weakened by many instruments.)

Hansen test of overid. restrictions: chi2(17) = 18.40 Prob > chi2 = 0.364 (Robust, but weakened by many instruments.)


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

Hansen test excluding group: chi2(8) = 10.87 Prob > chi2 = 0.209 Difference (null H = exogenous): chi2(9) = 7.53 Prob > chi2 = 0.582 iv(llp lev size roat1 lg inf gdp)

Hansen test excluding group: chi2(10) = 11.98 Prob > chi2 = 0.287 Difference (null H = exogenous): chi2(7) = 6.42 Prob > chi2 = 0.491

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