2.2. Dependent Variable: ROAA Method: Panel Least Squares Sample: 2008 2015
Periods included: 8
Cross-sections included: 26
Total panel (unbalanced) observations: 198
Coefficient | Std. Error | t-Statistic | Prob. | |
C | 2.090 | 1.82 | 1.151 | 0.251 |
CO | 0.004 | 0.03 | 0.138 | 0.890 |
STATE | -0.017 | 0.01 | -1.710 | 0.089 |
FOR | 0.019 | 0.01 | -1.341 | 0.182 |
CGI | -0.018 | 0.02 | -0.882 | 0.379 |
CAR | -0.011 | 0.01 | -0.930 | 0.354 |
LG | -0.001 | 0.00 | -0.326 | 0.745 |
GDP | 0.084 | 0.10 | 0.836 | 0.404 |
M2 | 0.010 | 0.01 | 0.788 | 0.432 |
Effects Specification | ||||
Cross-section fixed (dummy variables) | ||||
R-squared | 0.380 | Mean dependent var | 1.266 | |
Adjusted R-squared | 0.255 | S.D. dependent var | 0.945 | |
S.E. of regression | 0.816 | Akaike info criterion | 2.585 | |
Sum squared resid | 109.117 | Schwarz criterion | 3.150 | |
Log likelihood | -221.961 | Hannan-Quinn criter. | 2.814 | |
F-statistic | 3.045 | Durbin-Watson stat | 2.384 | |
Prob(F-statistic) | 0.000 | |||
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Khuyến Nghị Về Nâng Cao Năng Lực Quản Trị Công Ty Cho Các Ngân Hàng Thương Mại Việt Nam -
La Porta, Lopez-De-Silanes Và Andrei Sheleifer, (2000). Government Ownership Of Bank, Journal Of Finance, Vol. 52 -
Cấu trúc sở hữu và hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 18
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2.3. Dependent Variable: ROAE Method: Panel Least Squares Sample: 2008 2015
Periods included: 8
Cross-sections included: 26
Total panel (unbalanced) observations: 198
Coefficient | Std. Error | t-Statistic | Prob. | |
C | 46.005 | 11.11 | 4.141 | 0.000 |
CO | -0.434 | 0.16 | -2.760 | 0.006 |
STATE | -0.026 | 0.06 | -0.438 | 0.662 |
FOR | 0.038 | 0.08 | -0.445 | 0.657 |
CGI | 0.340 | 0.13 | 2.694 | 0.008 |
CAR | -0.089 | 0.07 | -1.253 | 0.212 |
LG | 0.041 | 0.02 | 2.614 | 0.010 |
GDP | 0.572 | 0.61 | 0.935 | 0.351 |
M2 | 0.029 | 0.07 | 0.385 | 0.700 |
Effects Specification | ||||
Cross-section fixed (dummy variables) | ||||
R-squared | 0.551 | Mean dependent var | 11.754 | |
Adjusted R-squared | 0.460 | S.D. dependent var | 6.793 | |
S.E. of regression | 4.991 | Akaike info criterion | 6.208 | |
Sum squared resid | 4085.012 | Schwarz criterion | 6.773 | |
Log likelihood | -580.604 | Hannan-Quinn criter. | 6.437 | |
F-statistic | 6.088 | Durbin-Watson stat | 1.425 | |
Prob(F-statistic) | 0.000 | |||
3. Kết quả hồi quy dữ liệu bảng – hiệu ứng ngẫu nhiên
3.1. Dependent Variable: NPL
Method: Panel EGLS (Cross-section random effects) Sample: 2008 2015
Periods included: 8
Cross-sections included: 26
Total panel (unbalanced) observations: 198
Swamy and Arora estimator of component variances
Coefficient | Std. Error | t-Statistic | Prob. | |
C | 8.335 | 1.29 | 6.463 | 0.000 |
CO | -0.030 | 0.01 | -2.808 | 0.006 |
STATE | 0.036 | 0.01 | 4.303 | 0.000 |
FOR | -0.005 | 0.01 | -0.417 | 0.677 |
CGI | -0.045 | 0.02 | -2.618 | 0.010 |
CAR | 0.022 | 0.01 | 2.003 | 0.047 |
LG | -0.002 | 0.00 | -0.675 | 0.501 |
GDP | -0.500 | 0.12 | -4.137 | 0.000 |
M2 | -0.034 | 0.01 | -2.424 | 0.016 |
Effects Specification | ||||
S.D. | Rho | |||
Cross-section random | 0.601289 | 0.2687 | ||
Idiosyncratic random | 0.991913 | 0.7313 | ||
Weighted Statistics | ||||
R-squared | 0.257 | Mean dependent var | 1.189 | |
Adjusted R-squared | 0.226 | S.D. dependent var | 1.170 | |
S.E. of regression | 1.025 | Sum squared resid | 198.654 | |
F-statistic | 8.193 | Durbin-Watson stat | 1.320 | |
Prob(F-statistic) | 0.000 | |||
Unweighted Statistics | ||||
R-squared | 0.267 | Mean dependent var | 2.314 | |
Sum squared resid | 270.405 | Durbin-Watson stat | 1.013 | |
3.2. Dependent Variable: ROAA
Method: Panel EGLS (Cross-section random effects) Sample: 2008 2015
Periods included: 8
Cross-sections included: 26
Total panel (unbalanced) observations: 198
Swamy and Arora estimator of component variances
Coefficient | Std. Error | t-Statistic | Prob. | |
C | -0.261 | 1.00 | -0.261 | 0.795 |
CO | 0.008 | 0.01 | 0.997 | 0.320 |
STATE | -0.010 | 0.01 | -1.537 | 0.126 |
FOR | 0.009 | 0.01 | -1.029 | 0.305 |
CGI | 0.015 | 0.01 | 1.130 | 0.260 |
CAR | -0.005 | 0.01 | -0.565 | 0.572 |
LG | 0.002 | 0.00 | 0.749 | 0.455 |
GDP | 0.103 | 0.10 | 1.034 | 0.302 |
M2 | 0.011 | 0.01 | 1.003 | 0.317 |
Effects Specification | ||||
S.D. | Rho | |||
Cross-section random | 0.369927 | 0.1706 | ||
Idiosyncratic random | 0.815688 | 0.8294 | ||
Weighted Statistics | ||||
R-squared | 0.036194 | Mean dependent var | 0.788823 | |
Adjusted R-squared | -0.004602 | S.D. dependent var | 0.83866 | |
S.E. of regression | 0.840344 | Sum squared resid | 133.4675 | |
F-statistic | 0.887201 | Durbin-Watson stat | 2.012084 | |
Prob(F-statistic) | 0.52831 | |||
Unweighted Statistics | ||||
R-squared | 0.054837 | Mean dependent var | 1.266263 | |
Sum squared resid | 166.3264 | Durbin-Watson stat | 1.631606 | |
Coefficient | Std. Error | t-Statistic | Prob. | |
C | 4.945 | 6.53 | 0.757 | 0.450 |
CO | -0.073 | 0.05 | -1.333 | 0.184 |
STATE | 0.049 | 0.04 | 1.149 | 0.252 |
FOR | 0.057 | 0.06 | 0.909 | 0.364 |
CGI | 0.075 | 0.09 | 0.860 | 0.391 |
CAR | -0.150 | 0.06 | -2.666 | 0.008 |
LG | 0.036 | 0.02 | 2.399 | 0.017 |
GDP | 0.722 | 0.61 | 1.188 | 0.236 |
M2 | 0.102 | 0.07 | 1.453 | 0.148 |
Effects Specification | ||||
S.D. | Rho | |||
Cross-section random | 3.117503 | 0.2807 | ||
Idiosyncratic random | 4.990853 | 0.7193 | ||
Weighted Statistics | ||||
R-squared | 0.107 | Mean dependent var | 5.870 | |
Adjusted R-squared | 0.069 | S.D. dependent var | 5.498 | |
S.E. of regression | 5.319 | Sum squared resid | 5348.089 | |
F-statistic | 2.818 | Durbin-Watson stat | 1.160 | |
Prob(F-statistic) | 0.006 | |||
Unweighted Statistics | ||||
R-squared | 0.143561 | Mean dependent var | 11.75399 | |
Sum squared resid | 7784.654 | Durbin-Watson stat | 0.836229 | |
213
4. Thống kê mô tả dữ liệu đầy đủ
Mean | Median | Max | Min | Std. Dev. | Skewness | Kurtosis | Jarque-Bera | Prob | Obs | |
NPL | 2.31 | 2.14 | 8.81 | 0.34 | 1.37 | 2.32 | 10.55 | 647.84 | 0.00 | 198 |
ROAA | 1.27 | 1.17 | 9.96 | 0.02 | 0.95 | 4.57 | 39.32 | 11571.38 | 0.00 | 198 |
ROAE | 11.75 | 10.43 | 37.10 | 0.23 | 6.79 | 1.32 | 5.42 | 105.86 | 0.00 | 198 |
CO | 47.39 | 40.20 | 100.00 | 10.57 | 25.37 | 0.98 | 2.87 | 31.54 | 0.00 | 198 |
STATE | 25.38 | 8.59 | 100.00 | 0.00 | 33.09 | 1.16 | 2.86 | 44.54 | 0.00 | 198 |
FOR | 9.65 | 3.52 | 30.00 | 0.00 | 11.12 | 0.64 | 1.83 | 25.03 | 0.00 | 198 |
CGI | 47.96 | 49.00 | 60.00 | 28.00 | 6.80 | -0.50 | 3.06 | 8.43 | 0.01 | 198 |
CAR | 15.52 | 12.97 | 60.00 | 6.31 | 8.85 | 3.04 | 13.53 | 1220.21 | 0.00 | 198 |
LG | 27.72 | 19.24 | 165.00 | -30.88 | 27.89 | 1.70 | 7.13 | 236.78 | 0.00 | 198 |
GDP | 5.90 | 5.89 | 6.78 | 5.03 | 0.59 | 0.11 | 1.74 | 13.44 | 0.00 | 198 |
M2 | 18.99 | 19.85 | 28.67 | 9.27 | 5.88 | 0.02 | 2.19 | 5.46 | 0.07 | 198 |
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