Một số yếu tố ảnh hưởng đến khả năng sinh lợi của ngân hàng thương mại Việt Nam

SIZE

CONC

MAN.EFF

STRCAP

CRL

MKT.PWT

HHITA

.000

1.489

.000

HHICD

.000

1.000

.000

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Xem toàn bộ 101 trang tài liệu này.

Standardized Total Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	CRL	MKT.PWT
MAN.EFF	.000	.225	.000	.000	.000	.000
STRCAP	-.724	-.268	.176	.000	.000	.000
CRL	.314	.062	.277	.000	.000	.000
PROF	-.653	-.253	.451	.169	-.418	.000
MKT.PWT	.805	.284	.292	.000	.169	.000
TETA	-.724	-.268	.176	1.000	.000	.000
APLLRL	.314	.062	.277	.000	1.000	.000
LNTA	1.000	.000	.000	.000	.000	.000
AMS	.803	.283	.291	.000	.169	.998
DMS	.805	.284	.292	.000	.169	1.000
ROA	-.653	-.253	.451	.169	-.418	.000
TEF	.000	.149	.661	.000	.000	.000
CEF	.000	.220	.977	.000	.000	.000
HHITA	.000	1.000	.000	.000	.000	.000
HHICD	.000	.996	.000	.000	.000	.000

Direct 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	-1.801	.107	.000	.000	.000
CRL	.002	.000	.013	.000	.000	.000
PROF	-.002	-.145	.027	.014	-.447	.000
MKT.PWT	.029	.765	.089	.000	1.318	.000
TETA	.000	.000	.000	1.000	.000	.000
APLLRL	.000	.000	.000	.000	1.000	.000
LNTA	1.000	.000	.000	.000	.000	.000
AMS	.000	.000	.000	.000	.000	1.025
DMS	.000	.000	.000	.000	.000	1.000
ROA	.000	.000	.000	.000	.000	.000
TEF	.000	.000	.570	.000	.000	.000
CEF	.000	.000	1.000	.000	.000	.000
HHITA	.000	1.489	.000	.000	.000	.000
HHICD	.000	1.000	.000	.000	.000	.000

Standardized Direct Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	CRL	MKT.PWT
MAN.EFF	.000	.225	.000	.000	.000	.000
STRCAP	-.724	-.307	.176	.000	.000	.000
CRL	.314	.000	.277	.000	.000	.000
PROF	-.399	-.303	.537	.169	-.418	.000
MKT.PWT	.752	.218	.245	.000	.169	.000
TETA	.000	.000	.000	1.000	.000	.000
APLLRL	.000	.000	.000	.000	1.000	.000
LNTA	1.000	.000	.000	.000	.000	.000
AMS	.000	.000	.000	.000	.000	.998
DMS	.000	.000	.000	.000	.000	1.000
ROA	.000	.000	.000	.000	.000	.000
TEF	.000	.000	.661	.000	.000	.000
CEF	.000	.000	.977	.000	.000	.000
HHITA	.000	1.000	.000	.000	.000	.000
HHICD	.000	.996	.000	.000	.000	.000

Indirect Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	CRL	MKT.PWT
MAN.EFF	.000	.000	.000	.000	.000	.000
STRCAP	.000	.232	.000	.000	.000	.000
CRL	.000	.028	.000	.000	.000	.000
PROF	-.001	.024	-.004	.000	.000	.000
MKT.PWT	.002	.230	.017	.000	.000	.000
TETA	-.047	-1.568	.107	.000	.000	.000
APLLRL	.002	.028	.013	.000	.000	.000
LNTA	.000	.000	.000	.000	.000	.000
AMS	.032	1.019	.109	.000	1.351	.000
DMS	.031	.995	.106	.000	1.318	.000
ROA	-.003	-.122	.023	.014	-.447	.000
TEF	.000	1.233	.000	.000	.000	.000
CEF	.000	2.162	.000	.000	.000	.000
HHITA	.000	.000	.000	.000	.000	.000
HHICD	.000	.000	.000	.000	.000	.000

Standardized Indirect Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	CRL	MKT.PWT
MAN.EFF	.000	.000	.000	.000	.000	.000
STRCAP	.000	.040	.000	.000	.000	.000
CRL	.000	.062	.000	.000	.000	.000
PROF	-.254	.049	-.086	.000	.000	.000
MKT.PWT	.053	.066	.047	.000	.000	.000
TETA	-.724	-.268	.176	.000	.000	.000
APLLRL	.314	.062	.277	.000	.000	.000
LNTA	.000	.000	.000	.000	.000	.000
AMS	.803	.283	.291	.000	.169	.000
DMS	.805	.284	.292	.000	.169	.000
ROA	-.653	-.253	.451	.169	-.418	.000
TEF	.000	.149	.000	.000	.000	.000
CEF	.000	.220	.000	.000	.000	.000
HHITA	.000	.000	.000	.000	.000	.000
HHICD	.000	.000	.000	.000	.000	.000

Phụ lục E: Kết quả hồi quy mô hình 3

Number of variables in your model:

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	4	0	0	26
Labeled	0	4	0	0	0	4
Unlabeled	16	1	13	0	0	30
Total	38	5	17	0	0	60
Number of distinct sample moments:				55
Number of distinct parameters to be estimated:				32
Degrees of freedom (55 - 32):				23

Regression Weights: (Group number 1 - Default model)

MAN.EFF

<---	CONC	Estimate -4.650	S.E. 1.108	C.R. -4.198	P ***	Label
MKT.PWT	<---	MAN.EFF	.047	.007	7.027	***
STRCAP	<---	MAN.EFF	.124	.017	7.318	***
MKT.PWT	<---	CONC	1.020	.120	8.491	***
MKT.PWT	<---	SIZE	.027	.002	13.973	***
STRCAP	<---	SIZE	-.065	.007	-9.580	***
PROF	<---	STRCAP	.049	.008	6.213	***
PROF	<---	MAN.EFF	.016	.002	6.408	***
PROF	<---	MKT.PWT	-.041	.013	-3.100	.002
CRL	<---	MAN.EFF	.007	.002	3.999	***
CRL	<---	CONC	.116	.026	4.484	***
CRL	<---	SIZE	.003	.000	5.796	***
HHICD	<---	CONC	1.000
CEF	<---	MAN.EFF	1.000
TEF	<---	MAN.EFF	.557	.056	9.928	***
DMS	<---	MKT.PWT	1.000
AMS	<---	MKT.PWT	1.000	.012	85.278	***
LNTA	<---	SIZE	1.000
APLLRL	<---	CRL	1.000
TETA	<---	STRCAP	1.000
HHITA	<---	CONC	.662	.016	41.698	***
ROA	<---	PROF	1.000
TEF	<---	CONC	-5.600	.783	-7.156	***

Standardized Regression Weights: (Group number 1 - Default model)

Estimate
MAN.EFF	<---	CONC	-.327
MKT.PWT	<---	MAN.EFF	.294
STRCAP	<---	MAN.EFF	.376
MKT.PWT	<---	CONC	.449
MKT.PWT	<---	SIZE	.738
STRCAP	<---	SIZE	-.852
PROF	<---	STRCAP	.422
PROF	<---	MAN.EFF	.418
PROF	<---	MKT.PWT	-.171
CRL	<---	MAN.EFF	.308
CRL	<---	CONC	.380
CRL	<---	SIZE	.542

		Estimate
HHICD	<---	CONC	.966
CEF	<---	MAN.EFF	1.000
TEF	<---	MAN.EFF	.554
DMS	<---	MKT.PWT	.990
AMS	<---	MKT.PWT	1.006
LNTA	<---	SIZE	.887
APLLRL	<---	CRL	1.000
TETA	<---	STRCAP	1.000
HHITA	<---	CONC	1.014
ROA	<---	PROF	1.000
TEF	<---	CONC	-.391

Covariances: (Group number 1 - Default model)

CONC

<-->	SIZE	Estimate -.009	S.E. .002	C.R. -4.415	P ***	Label
e5	<-->	e8	.014	.003	4.137	***	b
e9	<-->	e8	.001	.000	4.196	***	a
e10	<-->	e8	.001	.000	4.196	***	a
e4	<-->	e8	.014	.003	4.137	***	b

Correlations: (Group number 1 - Default model)

Estimate

CONC <--> SIZE -.426

e9 <--> e8 .469

e4 <--> e8 4.110

Variances: (Group number 1 - Default model)

Estimate	S.E.	C.R.	P	Label
CONC	.000	.000	7.859	***
SIZE	1.242	.210	5.915	***
z5	.059	.007	8.443	***
z4	.001	.000	6.332	***
z3	.002	.000	3.356	***
z1	.000	.000	8.546	***
z2	.000	.000	7.707	***
e6	.000
e1	.000
e3	.000

Estimate	S.E.	C.R.	P	Label
e2	.000
e9	.000	.000	4.079	***
e10	.000	.000	-1.665	.096
e7	.027	.003	8.581	***
e4	.000	.000	2.909	.004
e5	.000	.000	-1.668	.095
e8	.338	.116	2.905	.004

Squared Multiple Correlations: (Group number 1 - Default model)

Estimate
MAN.EFF	.107
STRCAP	.778
MKT.PWT	.525
CRL	.328
PROF	.496
TETA	1.000
APLLRL	1.000
LNTA	.786
AMS	1.011
DMS	.980
ROA	1.000
TEF	.601
CEF	1.000
HHITA	1.028
HHICD	.933

Total Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	MKT.PWT
MAN.EFF	.000	-4.650	.000	.000	.000
STRCAP	-.065	-.578	.124	.000	.000
MKT.PWT	.027	.801	.047	.000	.000
CRL	.003	.085	.007	.000	.000
PROF	-.004	-.135	.020	.049	-.041
TETA	-.065	-.578	.124	1.000	.000
APLLRL	.003	.085	.007	.000	.000
LNTA	1.000	.000	.000	.000	.000
AMS	.027	.801	.047	.000	1.000
DMS	.027	.801	.047	.000	1.000
ROA	-.004	-.135	.020	.049	-.041

SIZE	CONC	MAN.EFF	STRCAP	MKT.PWT
TEF	.000	-8.192	.557	.000	.000
CEF	.000	-4.650	1.000	.000	.000
HHITA	.000	.662	.000	.000	.000
HHICD	.000	1.000	.000	.000	.000

Standardized Total Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	MKT.PWT
MAN.EFF	.000	-.327	.000	.000	.000
STRCAP	-.852	-.123	.376	.000	.000
MKT.PWT	.738	.353	.294	.000	.000
CRL	.542	.279	.308	.000	.000
PROF	-.486	-.249	.526	.422	-.171
TETA	-.852	-.123	.376	1.000	.000
APLLRL	.542	.279	.308	.000	.000
LNTA	.887	.000	.000	.000	.000
AMS	.742	.355	.296	.000	1.006
DMS	.731	.349	.292	.000	.990
ROA	-.486	-.249	.526	.422	-.171
TEF	.000	-.572	.554	.000	.000
CEF	.000	-.327	1.000	.000	.000
HHITA	.000	1.014	.000	.000	.000
HHICD	.000	.966	.000	.000	.000

Direct Effects (Group number 1 - Default model)

SIZE	CONC	MAN.EFF	STRCAP	MKT.PWT
MAN.EFF	.000	-4.650	.000	.000	.000
STRCAP	-.065	.000	.124	.000	.000
MKT.PWT	.027	1.020	.047	.000	.000
CRL	.003	.116	.007	.000	.000
PROF	.000	.000	.016	.049	-.041
TETA	.000	.000	.000	1.000	.000
APLLRL	.000	.000	.000	.000	.000
LNTA	1.000	.000	.000	.000	.000
AMS	.000	.000	.000	.000	1.000
DMS	.000	.000	.000	.000	1.000
ROA	.000	.000	.000	.000	.000
TEF	.000	-5.600	.557	.000	.000
CEF	.000	.000	1.000	.000	.000
HHITA	.000	.662	.000	.000	.000