PHỤ LỤC 17
MÔ HÌNH HỒI QUY VÀ PHƯƠNG PHÁP KIỂM ĐỊNH ĐỐI VỚI CÁC NGÂN HÀNG NHÓM 2 VỚI BIẾN PHỤ THUỘC HQKTT
MÔ HÌNH POOLED VỚI BIẾN PHỤ THUỘC HQKTT
Source | SS | df | MS |
Model | .120896092 | 8 | .015112012 |
Residual | .718153365 | 157 | .004574225 |
Total | .839049457 | 165 | .005085148 |
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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 - 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 - 26
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Number of obs | = | 166 |
F( 8, 157) | = | 3.30 |
Prob > F | = | 0.0016 |
R-squared | = | 0.1441 |
Adj R-squared | = | 0.1005 |
Root MSE | = | .06763 |
hqktt
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
cvnt | -.00178 | .0245539 | -0.07 | 0.942 | -.0502786 | .0467185 |
tsnnt | .0761245 | .0674483 | 1.13 | 0.261 | -.0570987 | .2093476 |
vcsh | .26818 | .084939 | 3.16 | 0.002 | .1004094 | .4359506 |
qmts | .0170754 | .0097908 | 1.74 | 0.083 | -.0022634 | .0364141 |
cv | -.0840328 | .0500703 | -1.68 | 0.095 | -.1829311 | .0148654 |
vhdcv | .0117523 | .016053 | 0.73 | 0.465 | -.0199554 | .0434599 |
ttkt | -1.550119 | 1.405138 | -1.10 | 0.272 | -4.325532 | 1.225294 |
lp | -.120405 | .1046677 | -1.15 | 0.252 | -.3271435 | .0863335 |
_cons | .7290852 | .1876258 | 3.89 | 0.000 | .3584888 | 1.099682 |
Fixed-effects (within) regression | Number | of obs | = | 166 | ||||
Group variable: bank | Number | of groups | = | 27 | ||||
R-sq: within | = | 0.1510 | Obs | per | group: | min | = | 2 |
between | = | 0.0074 | avg | = | 6.1 | |||
overall | = | 0.0426 | max | = | 7 | |||
F(8,131) | = | 2.91 | ||||||
corr(u_i, Xb) | = | -0.3855 | Prob > F | = | 0.0051 |
hqktt
Coef. | Std. Err. | t P>|t| | [95% Conf. | Interval] | |||
cvnt | -.0004984 | .0287838 | -0.02 0.986 | -.0574396 | .0564428 | ||
tsnnt | .0912243 | .1038802 | 0.88 0.381 | -.1142756 | .2967241 | ||
vcsh | .1419431 | .096258 | 1.47 0.143 | -.0484782 | .3323645 | ||
qmts | .0423004 | .0128727 | 3.29 0.001 | .0168352 | .0677656 | ||
cv | -.0240399 | .0607827 | -0.40 0.693 | -.1442825 | .0962027 | ||
vhdcv | .0061754 | .0154746 | 0.40 0.690 | -.024437 | .0367877 | ||
ttkt | -2.939926 | 1.270468 | -2.31 0.022 | -5.453214 | -.4266375 | ||
lp | .0427291 | .1019821 | 0.42 0.676 | -.1590159 | .244474 | ||
_cons | .3553797 | .2286283 | 1.55 0.123 | -.0969017 | .807661 | ||
sigma_u | .05399571 | ||||||
sigma_e | .05569628 | ||||||
rho | .48450057 | (fraction | of | variance due | to | u_i) |
F test that all u_i=0: F(26, 131) = 3.87 Prob > F = 0.0000
Random-effects GLS regression | Number of obs | = | 166 | |||||
Group variable: bank | Number of groups | = | 27 | |||||
R-sq: within | = | 0.1327 | Obs | per | group: | min | = | 2 |
between | = | 0.0715 | avg | = | 6.1 | |||
overall | = | 0.1020 | max | = | 7 | |||
Random effects | u_i ~ Gaussian | Wald | chi2(8) | = | 21.52 | |||
corr(u_i, X) | = 0 (assumed) | Prob | > chi2 | = | 0.0059 |
hqktt
Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
cvnt | -.0027622 | .0255385 | -0.11 0.914 | -.0528167 | .0472922 | ||
tsnnt | .0348507 | .0811598 | 0.43 0.668 | -.1242195 | .193921 | ||
vcsh | .1783482 | .0881107 | 2.02 0.043 | .0056544 | .3510421 | ||
qmts | .0282488 | .0108694 | 2.60 0.009 | .0069452 | .0495524 | ||
cv | -.0661893 | .0527421 | -1.25 0.209 | -.1695618 | .0371833 | ||
vhdcv | .0038971 | .0146417 | 0.27 0.790 | -.0248001 | .0325943 | ||
ttkt | -2.200606 | 1.217085 | -1.81 0.071 | -4.58605 | .1848375 | ||
lp | -.0413342 | .0950796 | -0.43 0.664 | -.2276868 | .1450184 | ||
_cons | .5904594 | .1962403 | 3.01 0.003 | .2058355 | .9750833 | ||
sigma_u | .04338156 | ||||||
sigma_e | .05569628 | ||||||
rho | .3775976 | (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 | -.0004984 | -.0027622 | .0022638 | .0132775 |
tsnnt | .0912243 | .0348507 | .0563735 | .0648397 |
vcsh | .1419431 | .1783482 | -.0364051 | .038757 |
qmts | .0423004 | .0282488 | .0140516 | .0068965 |
cv | -.0240399 | -.0661893 | .0421494 | .0302127 |
vhdcv | .0061754 | .0038971 | .0022783 | .0050083 |
ttkt | -2.939926 | -2.200606 | -.7393196 | .3644053 |
lp | .0427291 | -.0413342 | .0840633 | .0368811 |
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)
= 8.10
Prob>chi2 = 0.4242
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 .0050851 .0713102
e .0031021 .0556963
u .001882 .0433816
Test: Var(u) = 0
chi2(1) = 28.30
Prob > chi2 = 0.0000
KIỂM ĐỊNH WOOLDRIDGE
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 25) = 10.179
Prob > F = 0.0038
MÔ HÌNH FGLS VỚI BIẾN PHỤ THUỘC HQKTT
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: heteroskedastic
Correlation: common AR(1) coefficient for all panels (0.4173)
= | 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) | = | 27.34 | |||
Prob > chi2 | = | 0.0006 |
hqktt
Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
cvnt | -.0016853 | .0201198 | -0.08 | 0.933 | -.0411195 | .0377489 |
tsnnt | .0776117 | .0607484 | 1.28 | 0.201 | -.0414531 | .1966764 |
vcsh | .1759197 | .0658513 | 2.67 | 0.008 | .0468534 | .304986 |
qmts | .0138718 | .0085421 | 1.62 | 0.104 | -.0028703 | .030614 |
cv | -.0963768 | .0394909 | -2.44 | 0.015 | -.1737776 | -.018976 |
vhdcv | .002055 | .0095541 | 0.22 | 0.830 | -.0166707 | .0207808 |
ttkt | -2.085647 | .9351658 | -2.23 | 0.026 | -3.918538 | -.2527554 |
lp | -.0537214 | .0720377 | -0.75 | 0.456 | -.1949128 | .0874699 |
_cons | .8495037 | .1570778 | 5.41 | 0.000 | .5416368 | 1.157371 |
PHỤ LỤC 18
MÔ HÌNH HỒI QUY VÀ PHƯƠNG PHÁP KIỂM ĐỊNH ĐỐI VỚI CÁC NGÂN HÀNG NHÓM 2 VỚI BIẾN PHỤ THUỘC HQQM
MÔ HÌNH POOLED VỚI BIẾN PHỤ THUỘC HQQM
Source | SS | df | MS |
Model | .045709353 | 8 | .005713669 |
Residual | .245648482 | 157 | .00156464 |
Total | .291357835 | 165 | .001765805 |
Number of obs | = | 166 |
F( 8, 157) | = | 3.65 |
Prob > F | = | 0.0006 |
R-squared | = | 0.1569 |
Adj R-squared | = | 0.1139 |
Root MSE | = | .03956 |
hqqm
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
cvnt | .010094 | .0143605 | 0.70 | 0.483 | -.0182706 | .0384587 |
tsnnt | .0355709 | .0394475 | 0.90 | 0.369 | -.0423453 | .1134872 |
vcsh | .1509605 | .049677 | 3.04 | 0.003 | .052839 | .2490821 |
qmts | .0253941 | .0057262 | 4.43 | 0.000 | .0140837 | .0367045 |
cv | .0059055 | .0292839 | 0.20 | 0.840 | -.0519357 | .0637467 |
vhdcv | -.0018776 | .0093887 | -0.20 | 0.842 | -.020422 | .0166668 |
ttkt | .1377362 | .8218024 | 0.17 | 0.867 | -1.485479 | 1.760951 |
lp | .0304117 | .0612155 | 0.50 | 0.620 | -.0905004 | .1513238 |
_cons | .4965681 | .109734 | 4.53 | 0.000 | .2798228 | .7133134 |
Fixed-effects (within) regression | Number | of obs | = | 166 | ||||
Group variable: bank | Number | of groups | = | 27 | ||||
R-sq: within | = | 0.0871 | Obs | per | group: | min | = | 2 |
between | = | 0.2399 | avg | = | 6.1 | |||
overall | = | 0.1362 | max | = | 7 | |||
F(8,131) | = | 1.56 | ||||||
corr(u_i, Xb) | = | 0.0178 | Prob > F | = | 0.1420 |
hqqm
Coef. | Std. Err. | t P>|t| | [95% Conf. | Interval] | |||
cvnt | -.0059199 | .0186753 | -0.32 0.752 | -.0428641 | .0310244 | ||
tsnnt | .0300795 | .0673989 | 0.45 0.656 | -.1032517 | .1634106 | ||
vcsh | .0914793 | .0624535 | 1.46 0.145 | -.0320686 | .2150273 | ||
qmts | .0225017 | .008352 | 2.69 0.008 | .0059795 | .0390239 | ||
cv | -.0011626 | .0394366 | -0.03 0.977 | -.0791777 | .0768525 | ||
vhdcv | -.0107464 | .0100401 | -1.07 0.286 | -.0306082 | .0091153 | ||
ttkt | .258377 | .824297 | 0.31 0.754 | -1.372279 | 1.889033 | ||
lp | .0259915 | .0661674 | 0.39 0.695 | -.1049034 | .1568864 | ||
_cons | .5704304 | .1483372 | 3.85 0.000 | .276984 | .8638768 | ||
sigma_u | .02368048 | ||||||
sigma_e | .03613652 | ||||||
rho | .30041858 | (fraction | of | variance due | to | u_i) |
F test that all u_i=0: F(26, 131) = 2.20 Prob > F = 0.0020
Random-effects GLS regression | Number of obs | = | 166 | |||||
Group variable: bank | Number of groups | = | 27 | |||||
R-sq: within | = | 0.0827 | Obs | per | group: | min | = | 2 |
between | = | 0.2927 | avg | = | 6.1 | |||
overall | = | 0.1522 | max | = | 7 | |||
Random effects | u_i ~ Gaussian | Wald | chi2(8) | = | 21.32 | |||
corr(u_i, X) | = 0 (assumed) | Prob | > chi2 | = | 0.0064 |
hqqm
Coef. | Std. Err. | z P>|z| | [95% Conf. | Interval] | |||
cvnt | .0038658 | .015371 | 0.25 0.801 | -.0262608 | .0339924 | ||
tsnnt | .037697 | .0464264 | 0.81 0.417 | -.0532971 | .1286911 | ||
vcsh | .116519 | .0534304 | 2.18 0.029 | .0117975 | .2212406 | ||
qmts | .0235767 | .006405 | 3.68 0.000 | .011023 | .0361303 | ||
cv | -.0016857 | .0315117 | -0.05 0.957 | -.0634474 | .060076 | ||
vhdcv | -.0063504 | .0091702 | -0.69 0.489 | -.0243236 | .0116228 | ||
ttkt | .18228 | .7702863 | 0.24 0.813 | -1.327453 | 1.692013 | ||
lp | .0263917 | .0592802 | 0.45 0.656 | -.0897953 | .1425787 | ||
_cons | .5425528 | .1173575 | 4.62 0.000 | .3125364 | .7725692 | ||
sigma_u | .01834618 | ||||||
sigma_e | .03613652 | ||||||
rho | .2049295 | (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 | -.0059199 | .0038658 | -.0097857 | .0106066 |
tsnnt | .0300795 | .037697 | -.0076176 | .048859 |
vcsh | .0914793 | .116519 | -.0250397 | .0323364 |
qmts | .0225017 | .0235767 | -.001075 | .0053601 |
cv | -.0011626 | -.0016857 | .0005231 | .0237121 |
vhdcv | -.0107464 | -.0063504 | -.004396 | .004088 |
ttkt | .258377 | .18228 | .076097 | .2934699 |
lp | .0259915 | .0263917 | -.0004002 | .0293936 |
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)
= 3.86
Prob>chi2 = 0.8692
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 .0017658 .0420215
e .0013058 .0361365
u .0003366 .0183462
Test: Var(u) = 0
chi2(1) = 8.03
Prob > chi2 = 0.0046
KIỂM ĐỊNH WOOLDRIDGE
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 25) = 1.806
Prob > F = 0.1910
MÔ HÌNH FGLS VỚI BIẾN PHỤ THUỘC HQQM
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares Panels: heteroskedastic Correlation: no autocorrelation
= | 27 | Number of obs | = | 166 | |
Estimated autocorrelations | = | 0 | Number of groups | = | 27 |
Estimated coefficients | = | 9 | Obs per group: min | = | 2 |
avg | = | 6.148148 | |||
max | = | 7 | |||
Wald chi2(8) | = | 103.31 | |||
Prob > chi2 | = | 0.0000 |
hqqm
Coef. | Std. Err. | z | P>|z| | [95% Conf. | Interval] | |
cvnt | .0050155 | .0094298 | 0.53 | 0.595 | -.0134665 | .0234976 |
tsnnt | .0124882 | .0261436 | 0.48 | 0.633 | -.0387524 | .0637288 |
vcsh | .0803187 | .0356561 | 2.25 | 0.024 | .010434 | .1502033 |
qmts | .0137401 | .0036888 | 3.72 | 0.000 | .0065101 | .02097 |
cv | -.0326891 | .0180833 | -1.81 | 0.071 | -.0681317 | .0027535 |
vhdcv | -.007626 | .0053583 | -1.42 | 0.155 | -.0181282 | .0028761 |
ttkt | .1790037 | .3573899 | 0.50 | 0.616 | -.5214677 | .879475 |
lp | -.0359849 | .0327955 | -1.10 | 0.273 | -.1002629 | .0282932 |
_cons | .7489874 | .0763581 | 9.81 | 0.000 | .5993283 | .8986465 |