Variances: (Group number 1 - Default model)
Estimate | S.E. | C.R. | P | |
CONC | .001 | .000 | 10.533 | *** |
SIZE | 2.462 | .227 | 10.863 | *** |
GROW | .000 | .000 | 10.863 | *** |
z5 | .055 | .005 | 10.863 | *** |
z2 | .000 | .000 | 10.849 | *** |
z4 | .001 | .000 | 10.670 | *** |
z3 | .004 | .000 | 10.818 | *** |
z1 | .000 | .000 | 10.862 | *** |
e6 | .000 | |||
e1 | .000 | |||
e8 | .000 | |||
e11 | .000 | |||
e3 | .000 | |||
e2 | .000 | |||
e9 | .000 | .000 | 3.322 | *** |
e10 | .000 | .000 | 2.964 | .003 |
e7 | .028 | .003 | 10.863 | *** |
e4 | .000 | .000 | 1.450 | .147 |
e5 | .000 | .000 | .621 | .535 |
Có thể bạn quan tâm!
-
Kết Quả Các Chỉ Số Đánh Giá Mô Hình -
Đề Xuất Hướng Nghiên Cứu Tiếp Theo -
Một số yếu tố ảnh hưởng đến khả năng sinh lợi của ngân hàng thương mại Việt Nam - 9 -
Một số yếu tố ảnh hưởng đến khả năng sinh lợi của ngân hàng thương mại Việt Nam - 11 -
Một số yếu tố ảnh hưởng đến khả năng sinh lợi của ngân hàng thương mại Việt Nam - 12
Xem toàn bộ 101 trang tài liệu này.
Squared Multiple Correlations: (Group number 1 - Default model)
Estimate | |
MAN.EFF | .043 |
CRL | .207 |
STRCAP | .554 |
MKT.PWT | .718 |
PROF | .565 |
TETA | 1.000 |
APLLRL | 1.000 |
RGDP | 1.000 |
LNTA | 1.000 |
AMS | .998 |
DMS | .996 |
ROA | 1.000 |
TEF | .441 |
CEF | 1.000 |
HHITA | .972 |
HHICD | .968 |
Total Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | 4.261 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .028 | .002 | .056 | .007 | .000 | .000 | .000 |
STRCAP | .384 | -.049 | -1.089 | .090 | .000 | .000 | .000 |
MKT.PWT | .214 | .030 | .808 | .050 | 1.269 | .000 | .000 |
PROF | .082 | -.003 | -.084 | .019 | -.378 | .037 | -.030 |
TETA | .384 | -.049 | -1.089 | .090 | .000 | 1.000 | .000 |
APLLRL | .028 | .002 | .056 | .007 | 1.000 | .000 | .000 |
RGDP | 1.000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | 1.000 | .000 | .000 | .000 | .000 | .000 |
AMS | .218 | .030 | .820 | .051 | 1.287 | .000 | 1.015 |
DMS | .214 | .030 | .808 | .050 | 1.269 | .000 | 1.000 |
ROA | .082 | -.003 | -.084 | .019 | -.378 | .037 | -.030 |
TEF | 2.645 | .000 | .000 | .621 | .000 | .000 | .000 |
CEF | 4.261 | .000 | .000 | 1.000 | .000 | .000 | .000 |
HHITA | .000 | .000 | 1.035 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | 1.000 | .000 | .000 | .000 | .000 |
Standardized Total Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | .207 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .047 | .424 | .269 | .226 | .000 | .000 | .000 |
STRCAP | .046 | -.795 | -.369 | .222 | .000 | .000 | .000 |
MKT.PWT | .047 | .884 | .502 | .228 | .166 | .000 | .000 |
PROF | .098 | -.541 | -.284 | .471 | -.268 | .369 | -.165 |
TETA | .046 | -.795 | -.369 | .222 | .000 | 1.000 | .000 |
APLLRL | .047 | .424 | .269 | .226 | 1.000 | .000 | .000 |
RGDP | 1.000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | 1.000 | .000 | .000 | .000 | .000 | .000 |
AMS | .047 | .883 | .502 | .228 | .166 | .000 | .999 |
DMS | .047 | .882 | .501 | .227 | .165 | .000 | .998 |
ROA | .098 | -.541 | -.284 | .471 | -.268 | .369 | -.165 |
TEF | .138 | .000 | .000 | .664 | .000 | .000 | .000 |
CEF | .207 | .000 | .000 | 1.000 | .000 | .000 | .000 |
HHITA | .000 | .000 | .986 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | .984 | .000 | .000 | .000 | .000 |
Direct Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | 4.261 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .000 | .002 | .056 | .007 | .000 | .000 | .000 |
STRCAP | .000 | -.049 | -1.089 | .090 | .000 | .000 | .000 |
MKT.PWT | .000 | .027 | .737 | .042 | 1.269 | .000 | .000 |
PROF | .000 | .000 | .000 | .020 | -.339 | .037 | -.030 |
TETA | .000 | .000 | .000 | .000 | .000 | 1.000 | .000 |
APLLRL | .000 | .000 | .000 | .000 | 1.000 | .000 | .000 |
RGDP | 1.000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | 1.000 | .000 | .000 | .000 | .000 | .000 |
AMS | .000 | .000 | .000 | .000 | .000 | .000 | 1.015 |
DMS | .000 | .000 | .000 | .000 | .000 | .000 | 1.000 |
ROA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
TEF | .000 | .000 | .000 | .621 | .000 | .000 | .000 |
CEF | .000 | .000 | .000 | 1.000 | .000 | .000 | .000 |
HHITA | .000 | .000 | 1.035 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | 1.000 | .000 | .000 | .000 | .000 |
Standardized Direct Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | .207 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .000 | .424 | .269 | .226 | .000 | .000 | .000 |
STRCAP | .000 | -.795 | -.369 | .222 | .000 | .000 | .000 |
MKT.PWT | .000 | .814 | .458 | .190 | .166 | .000 | .000 |
PROF | .000 | .000 | .000 | .481 | -.241 | .369 | -.165 |
TETA | .000 | .000 | .000 | .000 | .000 | 1.000 | .000 |
APLLRL | .000 | .000 | .000 | .000 | 1.000 | .000 | .000 |
RGDP | 1.000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | 1.000 | .000 | .000 | .000 | .000 | .000 |
AMS | .000 | .000 | .000 | .000 | .000 | .000 | .999 |
DMS | .000 | .000 | .000 | .000 | .000 | .000 | .998 |
ROA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
TEF | .000 | .000 | .000 | .664 | .000 | .000 | .000 |
CEF | .000 | .000 | .000 | 1.000 | .000 | .000 | .000 |
HHITA | .000 | .000 | .986 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | .984 | .000 | .000 | .000 | .000 |
Indirect Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .028 | .000 | .000 | .000 | .000 | .000 | .000 |
STRCAP | .384 | .000 | .000 | .000 | .000 | .000 | .000 |
MKT.PWT | .214 | .002 | .072 | .008 | .000 | .000 | .000 |
PROF | .082 | -.003 | -.084 | .000 | -.039 | .000 | .000 |
TETA | .384 | -.049 | -1.089 | .090 | .000 | .000 | .000 |
APLLRL | .028 | .002 | .056 | .007 | .000 | .000 | .000 |
RGDP | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
AMS | .218 | .030 | .820 | .051 | 1.287 | .000 | .000 |
DMS | .214 | .030 | .808 | .050 | 1.269 | .000 | .000 |
ROA | .082 | -.003 | -.084 | .019 | -.378 | .037 | -.030 |
TEF | 2.645 | .000 | .000 | .000 | .000 | .000 | .000 |
CEF | 4.261 | .000 | .000 | .000 | .000 | .000 | .000 |
HHITA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
Standardized Indirect Effects (Group number 1 - Default model)
GROW | SIZE | CONC | MAN.EFF | CRL | STRCAP | MKT.PWT | |
MAN.EFF | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
CRL | .047 | .000 | .000 | .000 | .000 | .000 | .000 |
STRCAP | .046 | .000 | .000 | .000 | .000 | .000 | .000 |
MKT.PWT | .047 | .070 | .045 | .037 | .000 | .000 | .000 |
PROF | .098 | -.541 | -.284 | -.010 | -.027 | .000 | .000 |
TETA | .046 | -.795 | -.369 | .222 | .000 | .000 | .000 |
APLLRL | .047 | .424 | .269 | .226 | .000 | .000 | .000 |
RGDP | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
LNTA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
AMS | .047 | .883 | .502 | .228 | .166 | .000 | .000 |
DMS | .047 | .882 | .501 | .227 | .165 | .000 | .000 |
ROA | .098 | -.541 | -.284 | .471 | -.268 | .369 | -.165 |
TEF | .138 | .000 | .000 | .000 | .000 | .000 | .000 |
CEF | .207 | .000 | .000 | .000 | .000 | .000 | .000 |
HHITA | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
HHICD | .000 | .000 | .000 | .000 | .000 | .000 | .000 |
Phụ lục D: Kết quả hồi quy mô hình 2
32 | |
Number of observed variables: | 10 |
Number of unobserved variables: | 22 |
Number of exogenous variables: | 17 |
Number of endogenous variables: | 15 |
Weights | Covariances | Variances | Means | Intercepts | Total | |
Fixed | 22 | 0 | 6 | 0 | 0 | 28 |
Labeled | 0 | 0 | 0 | 0 | 0 | 0 |
Unlabeled | 18 | 2 | 11 | 0 | 0 | 31 |
Total | 40 | 2 | 17 | 0 | 0 | 59 |
Number of distinct sample moments: | 55 | |||||
Number of distinct parameters to be estimated: | 31 | |||||
Degrees of freedom (55 - 31): | 24 | |||||
Regression Weights: (Group number 1 - Default model)
<--- | CONC | Estimate 2.162 | S.E. .988 | C.R. 2.188 | P .029 | |
CRL | <--- | MAN.EFF | .013 | .005 | 2.777 | .005 |
STRCAP | <--- | MAN.EFF | .107 | .046 | 2.322 | .020 |
STRCAP | <--- | CONC | -1.801 | .437 | -4.118 | *** |
CRL | <--- | SIZE | .002 | .000 | 3.322 | *** |
STRCAP | <--- | SIZE | -.047 | .005 | -9.969 | *** |
PROF | <--- | CRL | -.447 | .062 | -7.173 | *** |
PROF | <--- | STRCAP | .014 | .006 | 2.194 | .028 |
PROF | <--- | MAN.EFF | .027 | .004 | 6.643 | *** |
MKT.PWT | <--- | MAN.EFF | .089 | .023 | 3.851 | *** |
MKT.PWT | <--- | CONC | .765 | .201 | 3.799 | *** |
MKT.PWT | <--- | SIZE | .029 | .002 | 12.825 | *** |
PROF | <--- | CONC | -.145 | .029 | -4.944 | *** |
PROF | <--- | SIZE | -.002 | .000 | -5.092 | *** |
MKT.PWT | <--- | CRL | 1.318 | .445 | 2.960 | .003 |
HHICD | <--- | CONC | 1.000 | |||
CEF | <--- | MAN.EFF | 1.000 | |||
TEF | <--- | MAN.EFF | .570 | .084 | 6.756 | *** |
DMS | <--- | MKT.PWT | 1.000 | |||
AMS | <--- | MKT.PWT | 1.025 | .007 | 142.802 | *** |
LNTA | <--- | SIZE | 1.000 | |||
APLLRL | <--- | CRL | 1.000 | |||
TETA | <--- | STRCAP | 1.000 | |||
HHITA | <--- | CONC | 1.489 | .013 | 114.790 | *** |
ROA | <--- | PROF | 1.000 |
Standardized Regression Weights: (Group number 1 - Default model)
Estimate | |||
MAN.EFF | <--- | CONC | .225 |
CRL | <--- | MAN.EFF | .277 |
STRCAP | <--- | MAN.EFF | .176 |
STRCAP | <--- | CONC | -.307 |
CRL | <--- | SIZE | .314 |
STRCAP | <--- | SIZE | -.724 |
PROF | <--- | CRL | -.418 |
PROF | <--- | STRCAP | .169 |
PROF | <--- | MAN.EFF | .537 |
MKT.PWT | <--- | MAN.EFF | .245 |
<--- | CONC | .218 | |
MKT.PWT | <--- | SIZE | .752 |
PROF | <--- | CONC | -.303 |
PROF | <--- | SIZE | -.399 |
MKT.PWT | <--- | CRL | .169 |
HHICD | <--- | CONC | .996 |
CEF | <--- | MAN.EFF | .977 |
TEF | <--- | MAN.EFF | .661 |
DMS | <--- | MKT.PWT | 1.000 |
AMS | <--- | MKT.PWT | .998 |
LNTA | <--- | SIZE | 1.000 |
APLLRL | <--- | CRL | 1.000 |
TETA | <--- | STRCAP | 1.000 |
HHITA | <--- | CONC | 1.000 |
ROA | <--- | PROF | 1.000 |
Covariances: (Group number 1 - Default model)
Estimate | S.E. | C.R. | P | Label | |
CONC <--> SIZE | -.008 | .003 | -2.223 | .026 | |
z4 <--> z3 | .001 | .000 | 2.699 | .007 |
Correlations: (Group number 1 - Default model)
Estimate
CONC <--> SIZE -.236
z4 <--> z3 .293
Variances: (Group number 1 - Default model)
Estimate | S.E. | C.R. | P | Label | |
CONC | .000 | .000 | 6.807 | *** | |
SIZE | 2.944 | .429 | 6.856 | *** | |
z5 | .032 | .006 | 5.556 | *** | |
z2 | .000 | .000 | 6.818 | *** | |
z3 | .006 | .001 | 6.830 | *** | |
z1 | .000 | .000 | 5.424 | *** | |
z4 | .001 | .000 | 6.748 | *** | |
e10 | .000 | ||||
e1 | .000 | ||||
e4 | .000 | ||||
e8 | .000 |
.000 | ||||
e2 | .000 | |||
e9 | .000 | .000 | 6.856 | *** |
e6 | .002 | .003 | .517 | .605 |
e7 | .014 | .002 | 6.150 | *** |
e5 | .000 | .000 | 6.856 | *** |
Squared Multiple Correlations: (Group number 1 - Default model)
Estimate | |
MAN.EFF | .051 |
STRCAP | .534 |
CRL | .166 |
PROF | .765 |
MKT.PWT | .726 |
TETA | 1.000 |
APLLRL | 1.000 |
LNTA | 1.000 |
AMS | .995 |
DMS | 1.000 |
ROA | 1.000 |
TEF | .437 |
CEF | .955 |
HHITA | 1.000 |
HHICD | .993 |
Total Effects (Group number 1 - Default model)
SIZE | CONC | MAN.EFF | STRCAP | CRL | MKT.PWT | |
MAN.EFF | .000 | 2.162 | .000 | .000 | .000 | .000 |
STRCAP | -.047 | -1.568 | .107 | .000 | .000 | .000 |
CRL | .002 | .028 | .013 | .000 | .000 | .000 |
PROF | -.003 | -.122 | .023 | .014 | -.447 | .000 |
MKT.PWT | .031 | .995 | .106 | .000 | 1.318 | .000 |
TETA | -.047 | -1.568 | .107 | 1.000 | .000 | .000 |
APLLRL | .002 | .028 | .013 | .000 | 1.000 | .000 |
LNTA | 1.000 | .000 | .000 | .000 | .000 | .000 |
AMS | .032 | 1.019 | .109 | .000 | 1.351 | 1.025 |
DMS | .031 | .995 | .106 | .000 | 1.318 | 1.000 |
ROA | -.003 | -.122 | .023 | .014 | -.447 | .000 |
TEF | .000 | 1.233 | .570 | .000 | .000 | .000 |
CEF | .000 | 2.162 | 1.000 | .000 | .000 | .000 |