Các yếu tố tác động đến tăng trưởng tín dụng tại các ngân hàng thương mại Việt Nam - 11

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

-------------+---------------------------------------------------------------- depta | .1584001 .2799955 0.57 0.572 -.3949052 .7117055

npl |

-1.838839	1.568523	-1.17	0.243	-4.938432	1.260754
cap \|	-.3039196	.7301944	-0.42	0.678	-1.746873	1.139034
liq \|	.3975658	.3415762	1.16	0.246	-.2774306	1.072562
size \|	-.1474104	.0603639	-2.44	0.016	-.2666968	-.0281239
inr \|	.0608559	.0215688	2.82	0.005	.0182334	.1034784
ggdp \|	-.007339	.0451505	-0.16	0.871	-.0965619	.0818839
inf \|	-.0302702	.0068684	-4.41	0.000	-.043843	-.0166974
_cons \|	2.484158	1.17899	2.11	0.037	.1543287	4.813987

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

sigma_u | .18217765

sigma_e | .26869732

rho | .31492227 (fraction of variance due to u_i)

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

F test that all u_i=0: F(22, 148) = 1.97 Prob > F = 0.0093

.

. xttest3

Modified Wald test for groupwise heteroskedasticity in fixed effect regression model

H0: sigma(i)^2 = sigma^2 for all i chi2 (23) = 913.88

Prob>chi2 = 0.0000

.

. xtgls lgr depta npl cap liq size inr ggdp inf i.donvi,igls panels(h) nolog convergence not achieved

Cross-sectional time-series FGLS regression

Coefficients: generalized least squares Panels: heteroskedastic Correlation: no autocorrelation

Estimated covariances =

23	Number of obs =	179
Estimated autocorrelations =	0	Number of groups =	23
Estimated coefficients =	30	Obs per group: min =	5
		avg =	7.782609
		max =	8
		Wald chi2(30) =	6.26e+12
Log likelihood =	44.60097	Prob > chi2 =	0.0000

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

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

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

depta

\|	.0126981	.0232566	0.55	0.585	-.0328839	.0582802
npl	\|	-.9198642	.0000276	-3.3e+04	0.000	-.9199183	-.9198102
cap	\|	-1.350867	.0232567	-58.09	0.000	-1.396449	-1.305284
liq	\|	.2453936	4.35e-06	5.6e+04	0.000	.2453851	.2454021
size	\|	.0001636	1.93e-06	84.87	0.000	.0001598	.0001674
inr	\|	.0180963	3.15e-07	5.7e+04	0.000	.0180957	.0180969
ggdp	\|	.0274611	6.49e-07	4.2e+04	0.000	.0274598	.0274623
inf	\|	-.0047925	6.53e-08	-7.3e+04	0.000	-.0047926	-.0047924
	\|
donvi	\|
2	\|	-.0521365	.0311184	-1.68	0.094	-.1131275	.0088545
3	\|	-.0653345	.0232565	-2.81	0.005	-.1109163	-.0197526
4	\|	-.0482678	.0816911	-0.59	0.555	-.2083793	.1118438
5	\|	.3676971	.1160171	3.17	0.002	.1403078	.5950865
6	\|	.0965291	.1369237	0.70	0.481	-.1718364	.3648947
7	\|	-.2233401	.0897791	-2.49	0.013	-.3993039	-.0473763
8	\|	.1443967	.0746803	1.93	0.053	-.001974	.2907675
9	\|	.0310915	.0687171	0.45	0.651	-.1035914	.1657745
10	\|	.017121	.0330861	0.52	0.605	-.0477265	.0819685
11	\|	.3391728	.1168108	2.90	0.004	.1102278	.5681179

12

\|	.0050487	.063333	0.08	0.936	-.1190816	.129179
13	\|	-.0560923	.0884216	-0.63	0.526	-.2293953	.1172108
14	\|	.089123	.0686025	1.30	0.194	-.0453354	.2235815
15	\|	-.0730407	.1249885	-0.58	0.559	-.3180136	.1719323
16	\|	.0423636	.1169192	0.36	0.717	-.1867939	.2715211
17	\|	.3983775	.1447905	2.75	0.006	.1145933	.6821617
18	\|	.3372831	.1394194	2.42	0.016	.064026	.6105401
19	\|	.0739627	.1179573	0.63	0.531	-.1572294	.3051547
20	\|	.0623044	.0452821	1.38	0.169	-.0264469	.1510558
21	\|	.2236747	.1772758	1.26	0.207	-.1237795	.571129
22	\|	.1321025	.1064383	1.24	0.215	-.0765127	.3407177
23	\|	.036287	.0871318	0.42	0.677	-.1344881	.2070622
	\|
_cons	\|	0	(omitted)

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

.

. est sto G1

.

. esttab P1 F1 R1 G1,r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap

(1)		(2)	(3)	(4)
lgr		lgr	lgr	lgr
----------------------------------------------------------------------------
depta	0.159	0.158	0.159	0.0127
	[0.55]	[0.57]	[0.57]	[0.55]
npl	-2.317	-1.839	-2.382*	-0.920***
	[-1.63]	[-1.17]	[-1.67]	[-33372.51]
cap	-0.191	-0.304	-0.158	-1.351***
	[-0.32]	[-0.42]	[-0.26]	[-58.09]
liq	0.395	0.398	0.379	0.245***
size inr	[1.54] -0.0447* [-1.71] 0.0732*** [3.34]	[1.16] -0.147 [-2.44] 0.0609* [2.82]	[1.40] -0.0505* [-1.72] 0.0717*** [3.38]	[56366.55] 0.000164* [84.87] 0.0181* [57381.50]
ggdp	-0.0290	-0.00734	-0.0286	0.0275***
inf 1bn.donvi 2.donvi 3.donvi	[-0.63] -0.0297*** [-4.12]	[-0.16] -0.0303*** [-4.41]	[-0.65] -0.0295*** [-4.24]	[42336.32] -0.00479*** [-73391.12] . . -0.0521* [-1.68] -0.0653*** [-2.81]
4.donvi				-0.0483
5.donvi				[-0.59] 0.368*** [3.17]
6.donvi				0.0965
7.donvi				[0.70] -0.223**
8.donvi	0.144* [1.93]
9.donvi	0.0311
	[0.45]
10.donvi	0.0171
11.donvi	[0.52] 0.339*** [2.90]
12.donvi	0.00505
	[0.08]
13.donvi	-0.0561
	[-0.63]
14.donvi	0.0891
	[1.30]
15.donvi	-0.0730
	[-0.58]

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

[-2.49]

16.donvi 0.0424

[0.36]

17.donvi 0.398***

			[2.75]
18.donvi				0.337**
				[2.42]
19.donvi				0.0740
				[0.63]
20.donvi				0.0623
				[1.38]
21.donvi				0.224
				[1.26]
22.donvi				0.132
				[1.24]
23.donvi				0.0363
				[0.42]
_cons	0.637	2.484**	0.750	0
	[0.93]	[2.11]	[1.05]	.
----------------------------------------------------------------------------
N	179	179	179	179
R-sq	0.143	0.173
----------------------------------------------------------------------------

t statistics in brackets

* p<0.1, ** p<0.05, *** p<0.01

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