KẾT QUẢ KIỂM ĐỊNH REDUNDANT FIXED EFFECTS TEST CỦA ROA
Redundant Fixed Effects Tests Equation: Untitled
Test cross-section fixed effects
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 |
Có thể bạn quan tâm!
- Hoàn Thiện Chỉ Tiêu Phân Tích Rủi Ro Lãi Suất
- Hennie V.g & Sonja Brajo V.b (1996), “Analyzing And Managing Banking Risk: A Framework For Assessing Corporate Governance And Financial Risk Management”, World Bank Publications,14949,
- 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 - 23
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KẾT QUẢ KIỂM ĐỊNH MÔ HÌNH DẠNG POOL OLS CỦA ROE
Dependent Variable: LNROE Method: Panel Least Squares Date: 10/14/19 Time: 16:07 Sample: 2013 2018
Periods included: 6
Cross-sections included: 31
Total panel (balanced) observations: 186
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 |
KẾT QUẢ KIỂM ĐỊNH MÔ HÌNH DẠNG FEM CỦA ROE
Dependent Variable: LNROE Method: Panel Least Squares Date: 10/14/19 Time: 16:10 Sample: 2013 2018
Periods included: 6
Cross-sections included: 31
Total panel (balanced) observations: 186
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 |
KẾT QUẢ KIỂM ĐỊNH REDUNDANT FIXED EFFECTS TEST CỦA ROE
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 |
KẾT QUẢ KIỂM ĐỊNH DẠNG POOL OLS CỦA NIM
Dependent Variable: LNNIM Method: Panel Least Squares Date: 10/14/19 Time: 16:22 Sample: 2013 2018
Periods included: 6
Cross-sections included: 31
Total panel (balanced) observations: 186
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 |
KẾT QUẢ KIỂM ĐỊNH MÔ HÌNH DẠNG FEM CỦA NIM
Dependent Variable: LNNIM Method: Panel Least Squares Date: 10/14/19 Time: 16:23 Sample: 2013 2018
Periods included: 6
Cross-sections included: 31
Total panel (balanced) observations: 186
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 |
KẾT QUẢ KIỂM ĐỊNH REDUNDANT FIXED EFFECTS TEST CỦA NIM
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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