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Factors affecting credit growth at Vietnamese commercial banks - 11


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

-------------+------------------------------------ ---------------------------- depta | .1584001 .2799955 .57 .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

print |

.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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Factors affecting credit growth at Vietnamese commercial banks - 11

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

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. zP>|z| [95% Conf. Interval]

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

dept

|

.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

print

|

.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)





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


.

. is 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

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

dept

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 in

[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.unit 2.unit 3.unit

[-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.unit 0.0424

[0.36]

17.unit 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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