Cấu trúc sở hữu và hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 19


2.2. Dependent Variable: ROAA Method: Panel Least Squares Sample: 2008 2015

Periods included: 8

Cross-sections included: 26

Total panel (unbalanced) observations: 198


Variable

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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Cấu trúc sở hữu và hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 19


2.3. Dependent Variable: ROAE Method: Panel Least Squares Sample: 2008 2015

Periods included: 8

Cross-sections included: 26

Total panel (unbalanced) observations: 198


Variable

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


Variable

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


Variable

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


Variable

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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