. esttab SLS_A SLS_P GMM_A GMM_C, r2 star(* 0.1 0.05 0.01) brackets nogap compress (1) (2) (3) (4) ROA ROA ROA ROA CS_CBTT 0.00272 0.00295 0.00282 0.00305 [3.40] [3.73] [3.77] [4.11] HDQT 0.00103 0.00206 0.000707 0.00102 [0.55] [1.05] [0.39] [0.55] KTGD -0.00643 -0.00722 -0.00588 -0.00455 [-0.76] ...
Instrumented: CS_CBTT Instruments: HDQT KTGD SHQT DBTC CTKT SGDCK L.CS_CBTT TVDL QMCT . estimates store GMM_A . estat endogenous Test of endogeneity (orthogonality conditions) Ho: variables are exogenous GMM C statistic chi2(1) = .15369 (p = 0.6950) . estat overid Test of overidentifying ...
PHAN TICH HIEU QUA TAI CHINH TY SO ROE . xtreg ROE CS_CBTT HDQT KTGD TVDL SHQT SHNN QMCT DBTC CTKT SGDCK, re Random-effects GLS regression Number of obs = 1452 Group variable: CONGTY Number of groups = 484 R-sq: within = 0.0399 Obs per group: min = 3 between = 0.0637 avg = 3.0 overall = 0.0438 max ...
. esttab SLS_C1 SLS_C2 SLS_C3 SLS_C4 SLS_C5 SLS_C6, r2 star(* 0.1 0.05 0.01) brackets nogap compress (1) (2) (3) (4) (5) (6) CPV_CSH CPV_CSH CPV_CSH CPV_CSH CPV_CSH CPV_CSH CS_CBTT -0.00203* -0.00211* -0.00194 -0.00206 -0.00183* -0.00218 [-1.78] [-1.89] [-1.98] [-2.13] [-1.77] [-1.96] HDQT ...
| Robust CS_CBTT | Coef. Std. Err. z P>|z| [95% Conf. Interval] + QMCT CS_CBTT | | | .9275183 .2803206 3.31 0.001 .3781 1.476937 L1. | .5552687 .0359432 15.45 0.000 .4848213 .6257161 | HDQT | -.0698714 .1057367 -0.66 0.509 -.2771116 .1373688 KTGD | -.3324406 .3462522 -0.96 0.337 -1.011083 ...
(R) / / / / / / / / / / / / 12.0 Copyright 1985-2011 StataCorp LP Statistics/Data Analysis StataCorp 4905 Lakeway Drive Special Edition College Station, Texas 77845 USA 800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com 979-696-4601 (fax) Single-user Stata network perpetual license: ...
. esttab REM_C1 REM_C2 REM_C3 REM_C4 REM_C5 REM_C6, r2 star(* 0.1 0.05 0.01) brackets nogap compress (1) (2) (3) (4) (5) (6) CPV_CSH CPV_CSH CPV_CSH CPV_CSH CPV_CSH CPV_CSH CS_CBTT 0.000182 0.000158 0.000157 0.000163 0.000167 0.000155 [0.99] [0.87] [0.87] [0.90] [0.92] [0.85] HDQT -0.00113 -0.00111 ...
Between CPV_CSH | Coef. Std. Err. t P>|t| [95% Conf. Interval] + CS_CBTT | -.0001766 .0003361 -0.53 0.599 -.0008362 .000483 TVDL | -.0015817 .0023986 -0.66 0.510 -.0062888 .0031254 QMCT | .0109291 .0059121 1.85 0.065 -.0006731 .0225313 DBTC | -.014464 .0181288 -0.80 0.425 -.0500407 .0211127 SHQT ...
L.CS_CBTT 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(11) = (b-B)'[(V_b-V_B)^(-1)](b-B) = 676.48 Prob>chi2 = 0.0000 . esttab REM_CB1 REM_CB2 REM_CB3 REM_CB4 ...
. xttest3 Modified Wald test for groupwise heteroskedasticity in fixed effect regression model H0: sigma(i)^2 = sigma^2 for all i chi2 (484) = 8.6e+05 Prob>chi2 = 0.0000 . xtserial CS_CBTT HDQT KTGD TVDL QMCT DBTC SHQT SHNN ROA TOBIN_Q CTKT SGDCK Wooldridge test for autocorrelation in panel data ...
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