Fixed-effects (within) regression | Number of obs | = | 76 | |||||
Group variable: bank | Number of groups | = | 11 | |||||
R-sq: within | = | 0.3208 | Obs | per | group: | min | = | 6 |
between | = | 0.0001 | avg | = | 6.9 | |||
overall | = | 0.1043 | max | = | 7 | |||
F(8,57) | = | 3.37 | ||||||
corr(u_i, Xb) | = | -0.4874 | Prob > | F | = | 0.0032 | ||
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Nghiên cứu tác động của dịch vụ ngân hàng quốc tế đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 23 -
Nghiên cứu tác động của dịch vụ ngân hàng quốc tế đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 24 -
Nghiên cứu tác động của dịch vụ ngân hàng quốc tế đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 25 -
Nghiên cứu tác động của dịch vụ ngân hàng quốc tế đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam - 27
Xem toàn bộ 221 trang tài liệu này.
Coef. | Std. Err. | t P>|t| | [95% Conf. | Interval] | |||
cvnt | -.09563 | .0625797 | -1.53 0.132 | -.2209438 | .0296837 | ||
tsnnt | .3023456 | .1081845 | 2.79 0.007 | .0857097 | .5189814 | ||
vcsh | -.0269137 | .2482634 | -0.11 0.914 | -.5240526 | .4702252 | ||
qmts | -.003978 | .0139474 | -0.29 0.777 | -.0319072 | .0239513 | ||
cv | .1355143 | .1493512 | 0.91 0.368 | -.1635564 | .434585 | ||
vhdcv | .0448697 | .0422291 | 1.06 0.292 | -.0396925 | .129432 | ||
ttkt | .5601288 | 1.285866 | 0.44 0.665 | -2.014774 | 3.135031 | ||
lp | -.0244686 | .1200989 | -0.20 0.839 | -.2649624 | .2160252 | ||
_cons | .8733539 | .2955731 | 2.95 0.005 | .2814789 | 1.465229 | ||
sigma_u | .04148588 | ||||||
sigma_e | .04021022 | ||||||
rho | .5156108 | (fraction | of | variance due | to | u_i) |
Prob | > F | = | 0.0010 | ||
Random-effects GLS regression | Number | of obs | = | 76 | |
Group variable: bank | Number | of groups | = | 11 | |
R-sq: within = 0.2985 | Obs per | group: min | = | 6 | |
between = 0.1782 | avg | = | 6.9 | ||
overall = 0.2224 | max | = | 7 | ||
Random effects u_i ~ Gaussian | Wald ch | i2(8) | = | 23.94 | |
corr(u_i, X) = 0 (assumed) | Prob > | chi2 | = | 0.0023 |
Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
cvnt | -.0978926 | .0458293 | -2.14 0.033 | -.1877165 | -.0080688 | ||
tsnnt | .2441341 | .0787878 | 3.10 0.002 | .0897128 | .3985553 | ||
vcsh | -.0874461 | .218971 | -0.40 0.690 | -.5166214 | .3417291 | ||
qmts | .0062579 | .011392 | 0.55 0.583 | -.0160701 | .0285858 | ||
cv | .1996138 | .1078 | 1.85 0.064 | -.0116703 | .4108979 | ||
vhdcv | .0346993 | .0356912 | 0.97 0.331 | -.0352542 | .1046528 | ||
ttkt | -.0699193 | 1.270445 | -0.06 0.956 | -2.559946 | 2.420107 | ||
lp | .096351 | .0968797 | 0.99 0.320 | -.0935298 | .2862318 | ||
_cons | .6976899 | .2248918 | 3.10 0.002 | .2569102 | 1.13847 | ||
sigma_u | .02638591 | ||||||
sigma_e | .04021022 | ||||||
rho | .30099115 | (fraction | of | variance due | to | u_i) |
KIỂM ĐỊNH HAUSMAN
Coefficients
(b) fe | (B) . | (b-B) Difference | sqrt(diag(V_b-V_B)) S.E. | |
cvnt | -.09563 | -.0978926 | .0022626 | .0426133 |
tsnnt | .3023456 | .2441341 | .0582115 | .0741376 |
vcsh | -.0269137 | -.0874461 | .0605324 | .116989 |
qmts | -.003978 | .0062579 | -.0102358 | .0080469 |
cv | .1355143 | .1996138 | -.0640995 | .103368 |
vhdcv | .0448697 | .0346993 | .0101705 | .0225706 |
ttkt | .5601288 | -.0699193 | .6300481 | .1985466 |
lp | -.0244686 | .096351 | -.1208196 | .0709793 |
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)
= 14.56
Prob>chi2 = 0.0683
(V_b-V_B is not positive definite)
KIỂM ĐỊNH BREUSCH-PAGAN LAGRANGIAN
Breusch and Pagan Lagrangian multiplier test for random effects
hqktt[bank,t] = Xb + u[bank] + e[bank,t]
Estimated results:
Var sd = sqrt(Var)
hqktt .0026879 .0518446
e .0016169 .0402102
u .0006962 .0263859
Test: Var(u) = 0
chi2(1) = 5.67
Prob > chi2 = 0.0173
KIỂM ĐỊNH WOOLDRIDGE
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 10) = 4.695
Prob > F = 0.0555
MÔ HÌNH FGLS VỚI BIẾN PHỤ THUỘC HQKTT
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: heteroskedastic Correlation: no autocorrelation
= | 11 | Number of obs | = | 76 | |
Estimated autocorrelations | = | 0 | Number of groups | = | 11 |
Estimated coefficients | = | 9 | Obs per group: min | = | 6 |
avg | = | 6.909091 | |||
max | = | 7 | |||
Wald chi2(8) | = | 30.29 | |||
Prob > chi2 | = | 0.0002 | |||
Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
cvnt | -.0367651 | .0285121 | -1.29 | 0.197 | -.0926478 | .0191176 |
tsnnt | .0847568 | .0371928 | 2.28 | 0.023 | .0118601 | .1576534 |
vcsh | -.0913024 | .1805952 | -0.51 | 0.613 | -.4452625 | .2626578 |
qmts | .0199237 | .0082772 | 2.41 | 0.016 | .0037007 | .0361468 |
cv | .0685118 | .0787681 | 0.87 | 0.384 | -.0858708 | .2228944 |
vhdcv | .0008527 | .0292233 | 0.03 | 0.977 | -.0564239 | .0581293 |
ttkt | -.6161471 | .7932508 | -0.78 | 0.437 | -2.17089 | .9385959 |
lp | .0901457 | .0589896 | 1.53 | 0.126 | -.0254719 | .2057632 |
_cons | .5903455 | .1625765 | 3.63 | 0.000 | .2717014 | .9089896 |
PHỤ LỤC 15
MÔ HÌNH HỒI QUY VÀ PHƯƠNG PHÁP KIỂM ĐỊNH ĐỐI VỚI CÁC NGÂN HÀNG NHÓM 1 VỚI BIẾN PHỤ THUỘC HQQM
MÔ HÌNH POOLED VỚI BIẾN PHỤ THUỘC HQQM
Source | SS | df | MS |
Model | .10633609 | 8 | .013292011 |
Residual | .188955311 | 67 | .002820229 |
Total | .2952914 | 75 | .003937219 |
Number of obs | = | 76 |
F( 8, 67) | = | 4.71 |
Prob > F | = | 0.0001 |
R-squared | = | 0.3601 |
Adj R-squared | = | 0.2837 |
Root MSE | = | .05311 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
cvnt | -.0276023 | .0411504 | -0.67 | 0.505 | -.109739 | .0545343 |
tsnnt | -.0731784 | .0744631 | -0.98 | 0.329 | -.2218074 | .0754505 |
vcsh | .3245717 | .2419664 | 1.34 | 0.184 | -.1583952 | .8075387 |
qmts | -.0006776 | .0126207 | -0.05 | 0.957 | -.0258686 | .0245134 |
cv | -.3491417 | .1075474 | -3.25 | 0.002 | -.5638072 | -.1344763 |
vhdcv | -.060267 | .035067 | -1.72 | 0.090 | -.130261 | .009727 |
ttkt | -.0767315 | 1.620779 | -0.05 | 0.962 | -3.311819 | 3.158356 |
lp | -.3872294 | .1142492 | -3.39 | 0.001 | -.6152717 | -.1591871 |
_cons | 1.281242 | .2435447 | 5.26 | 0.000 | .7951248 | 1.767359 |
Fixed-effects (within) regression | Number of obs | = | 76 | |||||
Group variable: bank | Number of groups | = | 11 | |||||
R-sq: within | = | 0.2528 | Obs | per | group: | min | = | 6 |
between | = | 0.5275 | avg | = | 6.9 | |||
overall | = | 0.0228 | max | = | 7 | |||
F(8,57) | = | 2.41 | ||||||
corr(u_i, Xb) | = | -0.6895 | Prob > | F | = | 0.0258 | ||
Coef. | Std. Err. | t P>|t| | [95% Conf. | Interval] | |||
cvnt | .0387694 | .0703196 | 0.55 0.584 | -.1020432 | .179582 | ||
tsnnt | -.0877707 | .1215648 | -0.72 0.473 | -.3312 | .1556586 | ||
vcsh | .5209135 | .2789686 | 1.87 0.067 | -.0377114 | 1.079538 | ||
qmts | .0430017 | .0156724 | 2.74 0.008 | .0116181 | .0743852 | ||
cv | -.1267759 | .167823 | -0.76 0.453 | -.4628355 | .2092838 | ||
vhdcv | -.0645584 | .0474519 | -1.36 0.179 | -.1595793 | .0304624 | ||
ttkt | -1.856164 | 1.444902 | -1.28 0.204 | -4.74953 | 1.037202 | ||
lp | -.030438 | .1349527 | -0.23 0.822 | -.300676 | .2398001 | ||
_cons | .3529386 | .3321296 | 1.06 0.292 | -.3121394 | 1.018017 | ||
sigma_u | .07036428 | ||||||
sigma_e | .04518342 | ||||||
rho | .70804565 | (fraction | of | variance due | to | u_i) |
Prob | > F | = | 0.0010 | ||
Random-effects GLS regression | Number | of obs | = | 76 | |
Group variable: bank | Number | of groups | = | 11 | |
R-sq: within = 0.0744 | Obs per | group: min | = | 6 | |
between = 0.7384 | avg | = | 6.9 | ||
overall = 0.3596 | max | = | 7 | ||
Random effects u_i ~ Gaussian | Wald ch | i2(8) | = | 34.38 | |
corr(u_i, X) = 0 (assumed) | Prob > | chi2 | = | 0.0000 |
Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
cvnt | -.0229074 | .0424005 | -0.54 0.589 | -.1060109 | .0601961 | ||
tsnnt | -.082754 | .0760564 | -1.09 0.277 | -.2318218 | .0663138 | ||
vcsh | .3495524 | .2433472 | 1.44 0.151 | -.1273994 | .8265043 | ||
qmts | .0010299 | .0126876 | 0.08 0.935 | -.0238372 | .0258971 | ||
cv | -.3542843 | .1092018 | -3.24 0.001 | -.5683159 | -.1402527 | ||
vhdcv | -.0606122 | .0357906 | -1.69 0.090 | -.1307605 | .0095361 | ||
ttkt | -.1336482 | 1.602445 | -0.08 0.934 | -3.274382 | 3.007085 | ||
lp | -.3777144 | .1135805 | -3.33 0.001 | -.6003281 | -.1551008 | ||
_cons | 1.251849 | .2447428 | 5.11 0.000 | .7721616 | 1.731536 | ||
sigma_u | .00651012 | ||||||
sigma_e | .04518342 | ||||||
rho | .02033747 | (fraction | of | variance due | to | u_i) |
KIỂM ĐỊNH HAUSMAN
Coefficients
(b) fe | (B) . | (b-B) Difference | sqrt(diag(V_b-V_B)) S.E. | |
cvnt | .0387694 | -.0229074 | .0616768 | .0560985 |
tsnnt | -.0877707 | -.082754 | -.0050167 | .0948337 |
vcsh | .5209135 | .3495524 | .1713611 | .1364023 |
qmts | .0430017 | .0010299 | .0419717 | .0092006 |
cv | -.1267759 | -.3542843 | .2275084 | .1274343 |
vhdcv | -.0645584 | -.0606122 | -.0039462 | .0311564 |
ttkt | -1.856164 | -.1336482 | -1.722516 | . |
lp | -.030438 | -.3777144 | .3472765 | .0728814 |
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)
= 9.70
Prob>chi2 = 0.2865
(V_b-V_B is not positive definite)
KIỂM ĐỊNH BREUSCH-PAGAN LAGRANGIAN
Breusch and Pagan Lagrangian multiplier test for random effects
hqqm[bank,t] = Xb + u[bank] + e[bank,t]
Estimated results:
Var sd = sqrt(Var)
hqqm .0039372 .0627473
e .0020415 .0451834
u .0000424 .0065101
Test: Var(u) = 0
chi2(1) = 0.94
Prob > chi2 = 0.3333
KIỂM ĐỊNH WOOLDRIDGE
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 10) = 4.084
Prob > F = 0.0709
PHỤ LỤC 16
MÔ HÌNH HỒI QUY VÀ PHƯƠNG PHÁP KIỂM ĐỊNH ĐỐI VỚI CÁC NGÂN HÀNG NHÓM 2 VỚI BIẾN PHỤ THUỘC HQKT
MÔ HÌNH POOLED VỚI BIẾN PHỤ THUỘC HQKT
Source | SS | df | MS |
Model | .215941225 | 8 | .026992653 |
Residual | .985085803 | 157 | .006274432 |
Total | 1.20102703 | 165 | .007278952 |
Number of obs | = | 166 |
F( 8, 157) | = | 4.30 |
Prob > F | = | 0.0001 |
R-squared | = | 0.1798 |
Adj R-squared | = | 0.1380 |
Root MSE | = | .07921 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
cvnt | .0075779 | .0287573 | 0.26 | 0.793 | -.0492233 | .064379 |
tsnnt | .1018308 | .0789949 | 1.29 | 0.199 | -.0541992 | .2578608 |
vcsh | .401728 | .09948 | 4.04 | 0.000 | .2052363 | .5982197 |
qmts | .0409463 | .011467 | 3.57 | 0.000 | .0182969 | .0635957 |
cv | -.0780945 | .058642 | -1.33 | 0.185 | -.1939235 | .0377344 |
vhdcv | .0077257 | .0188011 | 0.41 | 0.682 | -.0294101 | .0448615 |
ttkt | -1.448569 | 1.645688 | -0.88 | 0.380 | -4.699113 | 1.801975 |
lp | -.0753591 | .1225861 | -0.61 | 0.540 | -.3174898 | .1667716 |
_cons | .2611162 | .219746 | 1.19 | 0.237 | -.1729237 | .6951562 |
Fixed-effects (within) regression | Number | of obs | = | 166 | ||||
Group variable: bank | Number | of groups | = | 27 | ||||
R-sq: within | = | 0.1784 | Obs | per | group: | min | = | 2 |
between | = | 0.0762 | avg | = | 6.1 | |||
overall | = | 0.0963 | max | = | 7 | |||
F(8,131) | = | 3.55 | ||||||
corr(u_i, Xb) | = | -0.3136 | Prob > F | = | 0.0009 | |||
Coef. | Std. Err. | t P>|t| | [95% Conf. | Interval] | |||
cvnt | -.0032652 | .0332665 | -0.10 0.922 | -.0690743 | .0625439 | ||
tsnnt | .1132769 | .1200583 | 0.94 0.347 | -.1242272 | .3507809 | ||
vcsh | .2179748 | .1112491 | 1.96 0.052 | -.0021024 | .438052 | ||
qmts | .0611276 | .0148774 | 4.11 0.000 | .0316964 | .0905587 | ||
cv | -.0287132 | .0702489 | -0.41 0.683 | -.1676822 | .1102558 | ||
vhdcv | -.0056092 | .0178845 | -0.31 0.754 | -.0409891 | .0297707 | ||
ttkt | -2.618872 | 1.468328 | -1.78 0.077 | -5.523576 | .2858311 | ||
lp | .0718645 | .1178646 | 0.61 0.543 | -.1612998 | .3050288 | ||
_cons | -.0083122 | .2642345 | -0.03 0.975 | -.531031 | .5144067 | ||
sigma_u | .06182206 | ||||||
sigma_e | .06437032 | ||||||
rho | .47981474 | (fraction | of | variance due | to | u_i) |
F test that all u_i=0: F(26, 131) = 4.11 Prob > F = 0.0000
Random-effects GLS regression | Number of obs | = | 166 |
Group variable: bank | Number of groups | = | 27 |
R-sq: within = 0.1674 | Obs per group: min | = | 2 |
between = 0.1369 | avg | = | 6.1 |
overall = 0.1414 | max | = | 7 |
Random effects u_i ~ Gaussian | Wald chi2(8) | = | 29.75 |
corr(u_i, X) = 0 (assumed) | Prob > chi2 | = | 0.0002 |
Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
cvnt | -.0008519 | .0296573 | -0.03 0.977 | -.0589791 | .0572753 | ||
tsnnt | .0654087 | .0950758 | 0.69 0.491 | -.1209363 | .2517538 | ||
vcsh | .2630833 | .1021426 | 2.58 0.010 | .0628876 | .4632791 | ||
qmts | .0494749 | .0126666 | 3.91 0.000 | .0246487 | .074301 | ||
cv | -.0677006 | .0613351 | -1.10 0.270 | -.1879152 | .052514 | ||
vhdcv | -.0056723 | .0169017 | -0.34 0.737 | -.038799 | .0274544 | ||
ttkt | -2.021809 | 1.403096 | -1.44 0.150 | -4.771826 | .7282084 | ||
lp | -.0012097 | .109867 | -0.01 0.991 | -.216545 | .2141256 | ||
_cons | .1845554 | .2282526 | 0.81 0.419 | -.2628114 | .6319222 | ||
sigma_u | .05386469 | ||||||
sigma_e | .06437032 | ||||||
rho | .41184216 | (fraction | of | variance due | to | u_i) |
KIỂM TRA ĐA CỘNG TUYẾN
VIF | 1/VIF | |
qmts | 2.98 | 0.335159 |
vcsh | 2.36 | 0.422991 |
vhdcv | 2.20 | 0.455169 |
cv | 2.13 | 0.470041 |
lp | 1.51 | 0.662633 |
ttkt | 1.29 | 0.777204 |
tsnnt | 1.18 | 0.848270 |
cvnt | 1.07 | 0.938586 |
Mean VIF | 1.84 | |
KIỂM ĐỊNH HAUSMAN
Coefficients
(b) fe | (B) . | (b-B) Difference | sqrt(diag(V_b-V_B)) S.E. | |
cvnt | -.0032652 | -.0008519 | -.0024133 | .01507 |
tsnnt | .1132769 | .0654087 | .0478681 | .0733117 |
vcsh | .2179748 | .2630833 | -.0451086 | .0440823 |
qmts | .0611276 | .0494749 | .0116527 | .0078035 |
cv | -.0287132 | -.0677006 | .0389874 | .0342477 |
vhdcv | -.0056092 | -.0056723 | .0000631 | .0058472 |
ttkt | -2.618872 | -2.021809 | -.5970634 | .4327928 |
lp | .0718645 | -.0012097 | .0730742 | .0426768 |
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)
= 5.85
Prob>chi2 = 0.6646
KIỂM ĐỊNH BREUSCH-PAGAN LAGRANGIAN
Breusch and Pagan Lagrangian multiplier test for random effects
hqkt[bank,t] = Xb + u[bank] + e[bank,t]
Estimated results:
Var sd = sqrt(Var)
hqkt .007279 .0853168
e .0041435 .0643703
u .0029014 .0538647
Test: Var(u) = 0
chi2(1) = 32.11
Prob > chi2 = 0.0000
KIỂM ĐỊNH WOOLDRIDGE
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 25) = 9.990
Prob > F = 0.0041
MÔ HÌNH FGLS VỚI BIẾN PHỤ THUỘC HQKT
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: heteroskedastic
Correlation: common AR(1) coefficient for all panels (0.3824)
covariances | = | 27 | Number of obs | = | 166 | |
Estimated | autocorrelations | = | 1 | Number of groups | = | 27 |
Estimated | coefficients | = | 9 | Obs per group: min | = | 2 |
avg | = | 6.148148 | ||||
max | = | 7 | ||||
Wald chi2(8) | = | 54.23 | ||||
Prob > chi2 | = | 0.0000 | ||||
Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
cvnt | .0102921 | .0236386 | 0.44 | 0.663 | -.0360388 | .0566229 |
tsnnt | .1230141 | .0711734 | 1.73 | 0.084 | -.0164832 | .2625114 |
vcsh | .3038906 | .0789031 | 3.85 | 0.000 | .1492435 | .4585378 |
qmts | .0414814 | .0088869 | 4.67 | 0.000 | .0240634 | .0588994 |
cv | -.1511831 | .0475824 | -3.18 | 0.001 | -.2444428 | -.0579233 |
vhdcv | -.0200198 | .0133082 | -1.50 | 0.132 | -.0461033 | .0060638 |
ttkt | -2.440381 | 1.068111 | -2.28 | 0.022 | -4.533841 | -.3469215 |
lp | -.0207302 | .083462 | -0.25 | 0.804 | -.1843128 | .1428524 |
_cons | .3921823 | .1698437 | 2.31 | 0.021 | .0592948 | .7250698 |