| | 13.14011 | 20.98115 | 0.63 | 0.533 | -28.50714 | 54.78736 | |
NPL | | | 7.727445 | 1.618915 | 4.77 | 0.000 | 4.513925 | 10.94097 |
CAP | | | -219.607 | 87.63684 | -2.51 | 0.014 | -393.5647 | -45.64923 |
LIQ | | | .0679411 | .2783759 | 0.24 | 0.808 | -.4846308 | .6205129 |
SIZE | | | -11.70008 | 5.811507 | -2.01 | 0.047 | -23.23583 | -.1643281 |
INR | | | .1279888 | 1.771471 | 0.07 | 0.943 | -3.388353 | 3.64433 |
GDP | | | 6.11263 | 3.945635 | 1.55 | 0.125 | -1.719394 | 13.94465 |
INF | | | -.1779647 | .6747867 | -0.26 | 0.793 | -1.517406 | 1.161476 |
_cons | | | 39.58298 | 54.82188 | 0.72 | 0.472 | -69.23758 | 148.4036 |
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Tăng Trưởng Tín Dụng Tại Các Ngân Hàng Tmcp Qua Các Năm -
Khắc Phục Hiện Tượng Tự Tương Quan Bằng Phương Pháp Generalized Least Square (Gls) -
Các yếu tố tác động đến tăng trưởng tín dụng tại ngân hàng thương mại cổ phần Việt Nam - 9
Xem toàn bộ 86 trang tài liệu này.
Phân tích hồi quy theo Fixed effects model:
. xtreg LGR DEPTA NPL CAP LIQ SIZE INR GDP INF
Number | of obs | = | 105 | |
Group variable: STT | Number | of groups | = | 15 |
R-sq: within = 0.2474 Obs per group: min = 7
= | 0.2354 | avg | = | 7.0 | |
overall | = | 0.2429 | max | = | 7 |
Wald chi2(8) | = | 31.26 | |||
corr(u_i, X) | = | 0 (assumed) | Prob > chi2 | = | 0.0001 |
------------------------------------------------------------------------------
LGR | Coef. Std. Err. z P>|z| [95% Conf. Interval]
| | 13.66285 | 23.86774 | 0.57 | 0.567 | -33.11707 | 60.44276 | |
NPL | | | 8.432875 | 1.583172 | 5.33 | 0.000 | 5.329914 | 11.53583 |
CAP | | | -170.7087 | 97.14881 | -1.76 | 0.079 | -361.1168 | 19.6995 |
LIQ | | | .2027434 | .3268848 | 0.62 | 0.535 | -.437939 | .8434257 |
SIZE | | | -8.412832 | 7.889886 | -1.07 | 0.286 | -23.87673 | 7.05106 |
INR | | | -.0322841 | 1.582998 | -0.02 | 0.984 | -3.134903 | 3.070334 |
GDP | | | 6.84239 | 3.612879 | 1.89 | 0.058 | -.2387234 | 13.9235 |
INF | | | -.2311014 | .6140768 | -0.38 | 0.707 | -1.43467 | .9724671 |
_cons | | | 11.98348 | 62.44963 | 0.19 | 0.848 | -110.4155 | 134.3825 |
-------------+----------------------------------------------------------------
| | 8.9447186 | ||
sigma_e | | | 15.234773 | |
rho | | | .25634853 | (fraction of variance due to u_i) |
Phân tích hồi quy theo Fixed effects model:
. xtreg LGR DEPTA NPL CAP LIQ SIZE INR GDP INF,re
Number of obs | = | 105 | |
Group variable: STT | Number of groups | = | 15 |
= | 0.2474 | Obs | per | group: | min | = | 7 | |
between | = | 0.2354 | avg | = | 7.0 | |||
overall | = | 0.2429 | max | = | 7 |
Wald chi2(8) | = | 31.26 | ||
corr(u_i, X) | = 0 (assumed) | Prob > chi2 | = | 0.0001 |
------------------------------------------------------------------------------
LGR | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
| | 13.66285 | 23.86774 | 0.57 | 0.567 | -33.11707 | 60.44276 | |
NPL | | | 8.432875 | 1.583172 | 5.33 | 0.000 | 5.329914 | 11.53583 |
CAP | | | -170.7087 | 97.14881 | -1.76 | 0.079 | -361.1168 | 19.6995 |
LIQ | | | .2027434 | .3268848 | 0.62 | 0.535 | -.437939 | .8434257 |
SIZE | | | -8.412832 | 7.889886 | -1.07 | 0.286 | -23.87673 | 7.05106 |
INR | | | -.0322841 | 1.582998 | -0.02 | 0.984 | -3.134903 | 3.070334 |
GDP | | | 6.84239 | 3.612879 | 1.89 | 0.058 | -.2387234 | 13.9235 |
INF | | | -.2311014 | .6140768 | -0.38 | 0.707 | -1.43467 | .9724671 |
_cons | | | 11.98348 | 62.44963 | 0.19 | 0.848 | -110.4155 | 134.3825 |
-------------+----------------------------------------------------------------
| | 8.9447186 | ||
sigma_e | | | 15.234773 | |
rho | | | .25634853 | (fraction of variance due to u_i) |
Khắc phục hiện tượng tự tương quan bằng pương pháp Generalized Least Square(GLS)
. xtgls LGR DEPTA NPL CAP LIQ SIZE INR GDP INF
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: homoskedastic Correlation: no autocorrelation
covariances | = | 1 | Number of obs | = | 105 | ||
Estimated | autocorrelations | = | 0 | Number of groups | = | 15 | |
Estimated coefficients = | 9 | Time | periods | = | 7 | ||
Wald | chi2(8) | = | 34.80 | ||||
Log likelihood = | -441.9772 | Prob | > chi2 | = | 0.0000 | ||
------------------------------------------------------------------------------
LGR | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
| | 13.14011 | 20.06182 | 0.65 | 0.512 | -26.18033 | 52.46055 | |
NPL | | | 7.727445 | 1.547979 | 4.99 | 0.000 | 4.693463 | 10.76143 |
CAP | | | -219.607 | 83.79685 | -2.62 | 0.009 | -383.8458 | -55.36818 |
LIQ | | | .0679411 | .2661783 | 0.26 | 0.799 | -.4537588 | .5896409 |
SIZE | | | -11.70008 | 5.556864 | -2.11 | 0.035 | -22.59133 | -.808826 |
INR | | | .1279888 | 1.69385 | 0.08 | 0.940 | -3.191896 | 3.447874 |
GDP | | | 6.11263 | 3.772749 | 1.62 | 0.105 | -1.281822 | 13.50708 |
INF | | | -.1779647 | .6452195 | -0.28 | 0.783 | -1.442572 | 1.086642 |
_cons | | | 39.58298 | 52.41974 | 0.76 | 0.450 | -63.15782 | 142.3238 |