Nghiên cứu hệ thống chỉ tiêu tài chính nhằm đánh giá năng lực tài chính của các ngân hàng thương mại cổ phần Việt Nam - 24

Statistic

d.f.

Prob.

Cross-section F

2.130101

(30,147)

0.0016

Cross-section Chi-square

67.139663

30

0.0001

Cross-section fixed effects test equation:

Dependent Variable: LNROA

Method: Panel Least Squares

Date: 10/14/19 Time: 16:00

Sample: 2013 2018

Periods included: 6

Cross-sections included: 31

Total panel (balanced) observations: 186

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-5.242947

2.852834

-1.837803

0.0678

LNVCSH

0.478089

0.213583

2.238424

0.0354

LNTLNX

-0.246333

0.337945

0.728916

0.4670

LNHSDBTG

3.008126

0.571931

5.259594

0.0000

LNHSTKNG

3.091182

0.544919

5.672740

0.0000

LNL

0.285766

0.143467

1.991867

0.0479

LNCAR

1.001378

0.533311

1.877664

0.0642

LNTLCV

0.311584

0.153223

2.033539

0.0435

LNCSCPHD

-0.295989

0.149778

-1.976182

0.0493

R-squared

0.725362

Mean dependent var

-5.067946

Adjusted R-squared

0.690350

S.D. dependent var

1.350637

S.E. of regression

1.215310

Akaike info criterion

3.275053

Sum squared resid

261.4254

Schwarz criterion

3.431138

Log likelihood

-295.5800

Hannan-Quinn criter.

3.338305

F-statistic

58.43599

Durbin-Watson stat

1.536827

Prob(F-statistic)

0.000000

Coefficient

Std. Error

t-Statistic

Prob.

C

-5.420611

2.860974

-1.894673

0.0598

LNVCSH

0.938989

0.214192

4.383859

0.0000

LNTLNX

-0.221915

0.338909

-0.654793

0.5135

LNHSDBTG

1.932582

0.573563

3.369432

0.0009

LNHSTKNG

3.024905

0.546473

5.535319

0.0000

LNL

0.285129

0.143876

1.981773

0.0491

LNCAR

1.167328

0.534833

2.182603

0.0300

LNTLCV

0.324982

0.153660

2.114945

0.0358

LNCSCPHD

-0.161672

0.150206

-1.076338

0.2832

R-squared

0.711041

Mean dependent var

-2.509004

Adjusted R-squared

0.679902

S.D. dependent var

1.436246

S.E. of regression

1.218778

Akaike info criterion

3.280752

Sum squared resid

262.9193

Schwarz criterion

3.436836

Log likelihood

-296.1099

Hannan-Quinn criter.

3.344003

F-statistic

54.44296

Durbin-Watson stat

1.543368

Prob(F-statistic)

0.000000

Coefficient

Std. Error

t-Statistic

Prob.

C

-1.723482

3.982960

-0.432714

0.6659

LNVCSH

1.004515

0.224339

4.477671

0.0000

LNTLNX

0.292104

0.334122

0.874246

0.3834

LNHSDBTG

3.014518

0.698147

4.317883

0.0000

LNHSTKNG

3.856520

0.639857

6.027162

0.0000

LNL

0.338802

0.143896

2.354491

0.0199

LNCAR

0.086963

0.529927

0.164104

0.8699

LNTLCV

0.369501

0.165340

2.234791

0.0269

LNCSCPHD

-0.151820

0.200170

-0.758455

0.4494

Effects Specification

Cross-section fixed (dummy variables)

R-squared

0.518611

Mean dependent var

-2.509004

Adjusted R-squared

0.494170

S.D. dependent var

1.436246

S.E. of regression

1.117903

Akaike info criterion

3.244826

Sum squared resid

183.7068

Schwarz criterion

3.921192

Log likelihood

-262.7688

Hannan-Quinn criter.

3.518916

F-statistic

23.83575

Durbin-Watson stat

1.989932

Prob(F-statistic)

0.000000

Effects Test

Statistic

d.f.

Prob.

Cross-section F

2.112831

(30,147)

0.0018

Cross-section Chi-square

66.682159

30

0.0001

Cross-section fixed effects test equation:

Dependent Variable: LNROE

Method: Panel Least Squares

Date: 10/14/19 Time: 16:11

Sample: 2013 2018

Periods included: 6

Cross-sections included: 31

Total panel (balanced) observations: 186

Variable Coefficient

Std. Error

t-Statistic

Prob.

C -5.420611

2.860974

-1.894673

0.0598

LNVCSH 0.938989

0.214192

4.383859

0.0000

LNTLNX -0.221915

0.338909

-0.654793

0.5135

LNHSDBTG 1.932582

0.573563

3.369432

0.0009

LNHSTKNG 3.024905

0.546473

5.535319

0.0000

LNL 0.285129

0.143876

1.981773

0.0491

LNCAR 1.167328

0.534833

2.182603

0.0300

LNTLCV 0.324982

0.153660

2.114945

0.0358

LNCSCPHD -0.161672

0.150206

-1.076338

0.2832

R-squared 0.711041

Mean dependent var

-2.509004

Adjusted R-squared 0.679902

S.D. dependent var

1.436246

S.E. of regression 1.218778

Akaike info criterion

3.280752

Sum squared resid 262.9193

Schwarz criterion

3.436836

Log likelihood -296.1099

Hannan-Quinn criter.

3.344003

F-statistic 54.44296

Durbin-Watson stat

1.543368

Prob(F-statistic) 0.000000

Coefficient

Std. Error

t-Statistic

Prob.

C

-3.188494

1.258516

-2.533535

0.0122

LNVCSH

0.271588

0.136637

1.987143

0.0462

LNTLNX

-0.273433

0.150132

-1.821290

0.0712

LNCSCPHD

0.275866

0.067027

4.115738

0.0001

LNTLTKTS

0.751660

0.146910

5.116459

0.0000

LNCAR

0.063852

0.235261

0.271410

0.7864

LNL

0.046545

0.068846

0.676083

0.4999

LNHSDBTG

0.730316

0.253553

2.880332

0.0045

LNHSTKNG

0.618441

0.251672

2.457327

0.0150

LNTLDNCV

0.312301

0.503595

0.620143

0.5360

LNTLCV

-0.109106

0.075951

-1.436531

0.1526

R-squared

0.642008

Mean dependent var

-3.787356

Adjusted R-squared

0.621552

S.D. dependent var

0.870690

S.E. of regression

0.535633

Akaike info criterion

1.646582

Sum squared resid

50.20789

Schwarz criterion

1.837352

Log likelihood

-142.1321

Hannan-Quinn criter.

1.723889

F-statistic

31.38380

Durbin-Watson stat

1.422150

Prob(F-statistic)

0.000000

Coefficient

Std. Error

t-Statistic

Prob.

C

-4.175832

1.620424

-2.576999

0.0110

LNVCSH

0.340317

0.126794

2.684018

0.0045

LNTLNX

-0.259563

0.137069

-1.893670

0.0507

LNCSCPHD

-0.177942

0.082726

-2.150993

0.0331

LNTLTKTS

0.963649

0.140421

6.862577

0.0000

LNCAR

0.130037

0.215716

0.602814

0.5476

LNL

-0.079323

0.062795

-1.263195

0.2085

LNHSDBTG

0.904059

0.287512

3.144428

0.0020

LNHSTKNG

0.876449

0.275271

3.183954

0.0018

LNTLDNCV

0.166206

0.443389

0.374853

0.7083

LNTLCV

0.159778

0.077296

2.067094

0.0405

Effects Specification

Cross-section fixed (dummy variables)

R-squared

0.787007

Mean dependent var

-3.787356

Adjusted R-squared

0.728250

S.D. dependent var

0.870690

S.E. of regression

0.453888

Akaike info criterion

1.449913

Sum squared resid

29.87202

Schwarz criterion

2.160965

Log likelihood

-93.84190

Hannan-Quinn criter.

1.738058

F-statistic

81.75165

Durbin-Watson stat

2.093639

Prob(F-statistic)

0.000000

Effects Test

Statistic

d.f.

Prob.

Cross-section F

3.290372

(30,145)

0.0000

Cross-section Chi-square

96.580492

30

0.0000

Cross-section fixed effects test equation:

Dependent Variable: LNNIM

Method: Panel Least Squares

Date: 10/14/19 Time: 16:24

Sample: 2013 2018

Periods included: 6

Cross-sections included: 31

Total panel (balanced) observations: 186

Variable Coefficient

Std. Error

t-Statistic

Prob.

C -3.188494

1.258516

-2.533535

0.0122

LNVCSH 0.271588

0.136637

1.987143

0.0462

LNTLNX -0.273433

0.150132

-1.821290

0.0712

LNCSCPHD 0.275866

0.067027

4.115738

0.0001

LNTLTKTS 0.751660

0.146910

5.116459

0.0000

LNCAR 0.063852

0.235261

0.271410

0.7864

LNL 0.046545

0.068846

0.676083

0.4999

LNHSDBTG 0.730316

0.253553

2.880332

0.0045

LNHSTKNG 0.618441

0.251672

2.457327

0.0150

LNTLDNCV 0.312301

0.503595

0.620143

0.5360

LNTLCV -0.109106

0.075951

-1.436531

0.1526

R-squared 0.642008

Mean dependent var

-3.787356

Adjusted R-squared 0.621552

S.D. dependent var

0.870690

S.E. of regression 0.535633

Akaike info criterion

1.646582

Sum squared resid 50.20789

Schwarz criterion

1.837352

Log likelihood -142.1321

Hannan-Quinn criter.

1.723889

F-statistic 31.38380

Durbin-Watson stat

1.422150

Prob(F-statistic) 0.000000

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