Number of obs = | 128 | |
Group variable: id | Number of groups = | 26 |
R-sq: within = 0.2557 | Obs per group: min = | 4 |
between = 0.2879 | avg = | 4.9 |
overall = 0.2742 | max = | 5 |
Wald chi2(8) = | 41.94 | |
corr(u_i, X) = 0 (assumed) | Prob > chi2 = | 0.0000 |
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Kết Quả Đánh Giá Tác Động Của Trao Quyền Cho Phụ Nữ Đến Hiệu Quả Hoạt Động Của Các Tổ Chức Tài Chính Vi Mô Tại Việt Nam -
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Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
pfb | -.3762515 | .2890908 | -1.30 | 0.193 | -.942859 | .190356 |
age | -.0112648 | .0050105 | -2.25 | 0.025 | -.0210852 | -.0014443 |
cpb | -.1078765 | .0261304 | -4.13 | 0.000 | -.1590912 | -.0566618 |
oea | -.0089762 | .0085339 | -1.05 | 0.293 | -.0257024 | .00775 |
der | -.0247241 | .0181514 | -1.36 | 0.173 | -.0603002 | .010852 |
par30 | .2346548 | .8665692 | 0.27 | 0.787 | -1.46379 | 1.933099 |
nab | .0260406 | .0414654 | 0.63 | 0.530 | -.0552301 | .1073114 |
glp | .0327505 | .0390065 | 0.84 | 0.401 | -.0437008 | .1092017 |
_cons | 1.65489 | .7037354 | 2.35 | 0.019 | .2755945 | 3.034186 |
sigma_u | .12512912 | |||||
sigma_e | .12963293 | |||||
rho | .482327 | (fraction of variance due to u_i) | ||||
Coefficients
(b) fe2 | (B) . | (b-B) Difference | sqrt(diag(V_b-V_B)) S.E. | |
pfb | -.2250828 | -.3762515 | .1511688 | .3657838 |
age | -.0526354 | -.0112648 | -.0413707 | .0109305 |
cpb | -.0868941 | -.1078765 | .0209824 | .0081913 |
oea | -.0055092 | -.0089762 | .003467 | .0003201 |
der | -.0221465 | -.0247241 | .0025776 | . |
par30 | -.1099122 | .2346548 | -.344567 | .3144592 |
nab | -.0409506 | .0260406 | -.0669913 | .0275394 |
glp | .0675938 | .0327505 | .0348433 | .038253 |
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(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 27.10
Prob>chi2 = 0.0007
(V_b-V_B is not positive definite)
Modified Wald test for groupwise heteroskedasticity in fixed effect regression model
H0: sigma(i)^2 = sigma^2 for all i
chi2 (26) = 445.67
Prob>chi2 = 0.0000
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 25) = 10.292
Prob > F = 0.0036
Dynamic panel-data estimation, two-step system GMM
Number of obs | = | 103 | |
Time variable : year | Number of groups | = | 26 |
Number of instruments = 19 | Obs per group: min | = | 3 |
F(9, 25) = 354.86 | avg | = | 3.96 |
Prob > F = 0.000 | max | = | 4 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
se | ||||||
L1. | .5821673 | .1517143 | 3.84 | 0.001 | .2697057 | .8946288 |
pfb | 2.640703 | 1.404319 | 1.88 | 0.072 | -.2515467 | 5.532952 |
age | -.0456731 | .0070234 | -6.50 | 0.000 | -.0601381 | -.0312081 |
cpb | .4494569 | .123871 | 3.63 | 0.001 | .1943398 | .7045739 |
oea | -9.398224 | 1.472048 | -6.38 | 0.000 | -12.42996 | -6.366485 |
der | 1.136075 | .1822222 | 6.23 | 0.000 | .7607818 | 1.511369 |
par30 | -7.711767 | 2.802192 | -2.75 | 0.011 | -13.48299 | -1.940544 |
nab | .2880242 | .1097998 | 2.62 | 0.015 | .0618872 | .5141611 |
glp | -.1119417 | .114712 | -0.98 | 0.338 | -.3481955 | .1243121 |
_cons | -6.851933 | 3.133885 | -2.19 | 0.038 | -13.30629 | -.3975758 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(der cpb par30 nab glp)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(1/4).(L.se age oea) collapsed
Instruments for levels equation Standard
der cpb par30 nab glp
_cons
GMM-type (missing=0, separate instruments for each period unless collapsed) D.(L.se age oea) collapsed
Arellano-Bond test for AR(1) in first differences: z = -2.10 Pr > z = 0.036 Arellano-Bond test for AR(2) in first differences: z = -0.29 Pr > z = 0.774
Sargan test of overid. restrictions: chi2(9) = 5.19 Prob > chi2 = 0.818 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(9) = 6.60 Prob > chi2 = 0.678 (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels
= | 6.51 | Prob > chi2 = | 0.482 | |
Difference (null H = exogenous): chi2(2) | = | 0.09 | Prob > chi2 = | 0.955 |
iv(der cpb par30 nab glp) | ||||
Hansen test excluding group: chi2(4) | = | 1.85 | Prob > chi2 = | 0.764 |
Difference (null H = exogenous): chi2(5) | = | 4.76 | Prob > chi2 = | 0.446 |
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