Bỏ biến ASSET
Dependent Variable: LOG(ROA) Method: Least Squares
Date: 05/15/15 Time: 14:55 Sample (adjusted): 6 115
Included observations: 54 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1TONG) | -0.072887 | 0.030914 -2.357738 | 0.0223 |
LOG(CAPITAL) | 0.325474 | 0.157019 2.072829 | 0.0433 |
C | -0.988515 | 0.391007 -2.528123 | 0.0146 |
R-squared | 0.168721 | Mean dependent var | 0.057470 |
Adjusted R-squared | 0.136121 | S.D. dependent var | 0.629525 |
S.E. of regression | 0.585112 | Akaike info criterion | 1.819927 |
Sum squared resid | 17.46018 | Schwarz criterion | 1.930426 |
Log likelihood | -46.13803 | Hannan-Quinn criter. | 1.862542 |
F-statistic | 5.175605 | Durbin-Watson stat | 1.380902 |
Prob(F-statistic) | 0.008986 |
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Kiểm định tự tương quan
Breusch-Godfrey Serial Correlation LM Test:
Obs*R-squared 0.000000 Prob. Chi-Square(2) 1.0000
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 05/15/15 Time: 14:56 Sample: 6 115
Included observations: 54
Presample and interior missing value lagged residuals set to zero.
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1TONG) | 0.005410 | 0.034415 0.157202 | 0.8757 |
LOG(CAPITAL) | 0.013651 | 0.182196 0.074924 | 0.9406 |
C | -0.009490 | 0.425694 -0.022292 | 0.9823 |
RESID(-1) | 0.044936 | 0.194836 0.230635 | 0.8186 |
RESID(-2) | -0.116986 | 0.190437 -0.614306 | 0.5419 |
R-squared | -0.019208 | Mean dependent var | -5.45E-17 |
Adjusted R-squared | -0.102409 | S.D. dependent var | 0.573966 |
S.E. of regression | 0.602640 | Akaike info criterion | 1.913027 |
Sum squared resid | 17.79555 | Schwarz criterion | 2.097192 |
Log likelihood | -46.65173 | Hannan-Quinn criter. | 1.984052 |
Durbin-Watson stat | 1.486621 |
Kiểm định phương sai thay đổi
Heteroskedasticity Test: Breusch-Pagan-Godfrey
0.797191 | Prob. F(2,51) | 0.4561 | |
Obs*R-squared | 1.636992 | Prob. Chi-Square(2) | 0.4411 |
Scaled explained SS | 3.377823 | Prob. Chi-Square(2) | 0.1847 |
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 05/15/15 Time: 14:56 Sample: 6 115
Included observations: 54
Coefficient | Std. Error t-Statistic | Prob. | |
C | 0.631761 | 0.470936 1.341501 | 0.1857 |
LOG(X1TONG) | 0.045023 | 0.037233 1.209211 | 0.2322 |
LOG(CAPITAL) | -0.057646 | 0.189117 -0.304817 | 0.7617 |
R-squared | 0.030315 | Mean dependent var | 0.323337 |
Adjusted R-squared | -0.007712 | S.D. dependent var | 0.702017 |
S.E. of regression | 0.704719 | Akaike info criterion | 2.191917 |
Sum squared resid | 25.32806 | Schwarz criterion | 2.302416 |
Log likelihood | -56.18176 | Hannan-Quinn criter. | 2.234532 |
F-statistic | 0.797191 | Durbin-Watson stat | 1.383628 |
Prob(F-statistic) | 0.456127 |
Kiểm định RAMSEY RESET
Ramsey RESET Test Equation: H1C
Specification: LOG(ROA) LOG(X1TONG) LOG(CAPITAL) C
Omitted Variables: Squares of fitted values
Value df Probability
0.801501 | 50 | 0.4266 | |
F-statistic | 0.642404 | (1, 50) | 0.4266 |
Likelihood ratio | 0.689377 | 1 | 0.4064 |
F-test summary: | Mean | ||
Sum of Sq. df Squares | |||
Test SSR | 0.221484 | 1 | 0.221484 |
Restricted SSR | 17.46018 | 51 | 0.342356 |
Unrestricted SSR | 17.23869 | 50 | 0.344774 |
Unrestricted SSR | 17.23869 | 50 | 0.344774 |
LR test summary: | |||
Value df | |||
Restricted LogL | -46.13803 | 51 | |
Unrestricted LogL | -45.79334 | 50 | |
Unrestricted Test Equation: Dependent Variable: LOG(ROA) Method: Least Squares
Date: 09/29/15 Time: 14:02 Sample: 6 115
Included observations: 54
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1TONG) | -0.089829 | 0.037540 -2.392915 | 0.0205 |
LOG(CAPITAL) | 0.422808 | 0.198939 2.125316 | 0.0385 |
C | -1.233446 | 0.497345 -2.480061 | 0.0165 |
FITTED^2 | -0.714512 | 0.891468 -0.801501 | 0.4266 |
R-squared | 0.179265 | Mean dependent var | 0.057470 |
Adjusted R-squared | 0.130021 | S.D. dependent var | 0.629525 |
S.E. of regression | 0.587174 | Akaike info criterion | 1.844198 |
Sum squared resid | 17.23869 | Schwarz criterion | 1.991530 |
Log likelihood | -45.79334 | Hannan-Quinn criter. | 1.901018 |
F-statistic | 3.640345 | Durbin-Watson stat | 1.363899 |
Prob(F-statistic) | 0.018787 |
Phụ lục 8. Kết quả giả thiết H2A
Hồi quy gốc
Dependent Variable: COI Method: Least Squares Date: 05/25/15 Time: 11:29 Sample (adjusted): 6 115
Included observations: 54 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
X1DH | 25.25786 | 21.90519 1.153053 | 0.2544 |
CAPITAL | -0.127094 | 0.130858 -0.971236 | 0.3361 |
LN_ASSETS | 0.880833 | 0.880081 1.000855 | 0.3217 |
C | 78.12707 | 16.95826 4.607021 | 0.0000 |
R-squared | 0.142399 | Mean dependent var | 92.69241 |
Adjusted R-squared | 0.090943 | S.D. dependent var | 5.711927 |
S.E. of regression | 5.446007 | Akaike info criterion | 6.298830 |
Sum squared resid | 1482.950 | Schwarz criterion | 6.446162 |
Log likelihood | -166.0684 | Hannan-Quinn criter. | 6.355650 |
F-statistic | 2.767392 | Durbin-Watson stat | 1.395168 |
Prob(F-statistic) | 0.051333 |
Hồi quy log
Dependent Variable: LOG(COI) Method: Least Squares
Date: 05/25/15 Time: 11:30 Sample (adjusted): 6 115
Included observations: 54 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1DH) | 0.007161 | 0.004424 1.618813 | 0.1118 |
LOG(CAPITAL) | 0.011772 | 0.030756 0.382746 | 0.7035 |
LN_ASSETS | 0.025409 | 0.013798 1.841524 | 0.0715 |
C | 4.090105 | 0.296570 13.79138 | 0.0000 |
R-squared | 0.143103 | Mean dependent var | 4.527207 |
Adjusted R-squared | 0.091689 | S.D. dependent var | 0.066953 |
S.E. of regression | 0.063810 | Akaike info criterion | -2.594635 |
Sum squared resid | 0.203584 | Schwarz criterion | -2.447303 |
Log likelihood | 74.05514 | Hannan-Quinn criter. | -2.537815 |
F-statistic | 2.783346 | Durbin-Watson stat | 1.321124 |
Prob(F-statistic) | 0.050389 |
Bỏ biến CAPITAL
Dependent Variable: LOG(COI) Method: Least Squares
Date: 05/25/15 Time: 11:30 Sample (adjusted): 6 115
Included observations: 54 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1DH) | 0.006432 | 0.003959 1.624719 | 0.1104 |
LN_ASSETS | 0.021020 | 0.007610 2.762056 | 0.0080 |
C | 4.191706 | 0.131132 31.96549 | 0.0000 |
R-squared | 0.140592 | Mean dependent var | 4.527207 |
Adjusted R-squared | 0.106890 | S.D. dependent var | 0.066953 |
S.E. of regression | 0.063274 | Akaike info criterion | -2.628746 |
Sum squared resid | 0.204181 | Schwarz criterion | -2.518247 |
Log likelihood | 73.97615 | Hannan-Quinn criter. | -2.586131 |
F-statistic | 4.171584 | Durbin-Watson stat | 1.341382 |
Prob(F-statistic) | 0.020994 |
Phụ lục 9. Kết quả giả thuyết H2B
Hồi quy gốc
Dependent Variable: COI Method: Least Squares Date: 05/15/15 Time: 15:03 Sample (adjusted): 6 115
Included observations: 62 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
X1HDQT | 21.86557 | 8.712495 2.509680 | 0.0149 |
CAPITAL | -0.039847 | 0.127676 -0.312097 | 0.7561 |
LN_ASSETS | 1.417325 | 0.861724 1.644756 | 0.1054 |
C | 65.87452 | 16.77428 3.927114 | 0.0002 |
R-squared | 0.187390 | Mean dependent var | 92.33806 |
Adjusted R-squared | 0.145359 | S.D. dependent var | 5.728993 |
S.E. of regression | 5.296271 | Akaike info criterion | 6.234224 |
Sum squared resid | 1626.928 | Schwarz criterion | 6.371458 |
Log likelihood | -189.2609 | Hannan-Quinn criter. | 6.288106 |
F-statistic | 4.458331 | Durbin-Watson stat | 1.319409 |
Prob(F-statistic) | 0.006930 |
Hồi quy log
Dependent Variable: LOG(COI) Method: Least Squares
Date: 05/15/15 Time: 15:04 Sample (adjusted): 6 115
Included observations: 62 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1HDQT) | 0.009562 | 0.003156 3.030054 | 0.0036 |
LOG(CAPITAL) | 0.030012 | 0.028499 1.053090 | 0.2967 |
LN_ASSETS | 0.034558 | 0.012973 2.663723 | 0.0100 |
C | 3.877519 | 0.282708 13.71562 | 0.0000 |
R-squared | 0.210328 | Mean dependent var | 4.523372 |
Adjusted R-squared | 0.169483 | S.D. dependent var | 0.066742 |
S.E. of regression | 0.060823 | Akaike info criterion | -2.699342 |
Sum squared resid | 0.214571 | Schwarz criterion | -2.562107 |
Log likelihood | 87.67960 | Hannan-Quinn criter. | -2.645460 |
F-statistic | 5.149398 | Durbin-Watson stat | 1.330872 |
Prob(F-statistic) | 0.003174 |
Bỏ biến CAPITAL
Dependent Variable: LOG(COI) Method: Least Squares
Date: 05/15/15 Time: 15:05 Sample (adjusted): 6 115
Included observations: 62 after adjustments
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1HDQT) | 0.007948 | 0.002761 2.878517 | 0.0056 |
LN_ASSETS | 0.023129 | 0.007115 3.250771 | 0.0019 |
C | 4.145218 | 0.123825 33.47635 | 0.0000 |
R-squared | 0.195229 | Mean dependent var | 4.523372 |
Adjusted R-squared | 0.167948 | S.D. dependent var | 0.066742 |
S.E. of regression | 0.060880 | Akaike info criterion | -2.712660 |
Sum squared resid | 0.218673 | Schwarz criterion | -2.609734 |
Log likelihood | 87.09245 | Hannan-Quinn criter. | -2.672249 |
F-statistic | 7.156376 | Durbin-Watson stat | 1.391011 |
Prob(F-statistic) | 0.001649 |
Kiểm định tự tương quan
Breusch-Godfrey Serial Correlation LM Test:
1.039285 Prob. F(2,57) | 0.3603 | |
Obs*R-squared | 2.181355 Prob. Chi-Square(2) | 0.3360 |
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 05/15/15 Time: 15:06 Sample: 6 115
Included observations: 62
Presample and interior missing value lagged residuals set to zero.
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(X1HDQT) | -0.000921 | 0.002847 -0.323506 | 0.7475 |
LN_ASSETS | -0.001980 | 0.007468 -0.265184 | 0.7918 |
C | 0.032394 | 0.129884 0.249404 | 0.8039 |
RESID(-1) | 0.235210 | 0.150991 1.557776 | 0.1248 |
RESID(-2) | -0.095862 | 0.163274 -0.587123 | 0.5594 |
R-squared | 0.035183 | Mean dependent var | 7.05E-17 |
Adjusted R-squared | -0.032523 | S.D. dependent var | 0.059873 |
S.E. of regression | 0.060839 | Akaike info criterion | -2.683961 |
Sum squared resid | 0.210980 | Schwarz criterion | -2.512418 |
Log likelihood | 88.20278 | Hannan-Quinn criter. | -2.616609 |
F-statistic | 0.519642 | Durbin-Watson stat | 1.855641 |
Prob(F-statistic) | 0.721605 |
Kiểm định phương sai thay đổi
Phương pháp Breusch-Pagan-Godfrey
Heteroskedasticity Test: Breusch-Pagan-Godfrey
4.993543 | Prob. F(2,59) | 0.0099 | |
Obs*R-squared | 8.975583 | Prob. Chi-Square(2) | 0.0112 |
Scaled explained SS | 20.43292 | Prob. Chi-Square(2) | 0.0000 |
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares
Date: 05/15/15 Time: 15:06 Sample: 6 115
Included observations: 62
Coefficient | Std. SS | 2.689491 | Prob. Chi-Square(2) | 0.2606 |
Test Equation:
Dependent Variable: LRESID2 Method: Least Squares
Date: 05/15/15 Time: 15:06 Sample: 6 115
Included observations: 62
Coefficient | Std. Error t-Statistic | Prob. | |
C | 0.113745 | 4.596090 0.024748 | 0.9803 |
LOG(X1HDQT) | -0.035296 | 0.102487 -0.344394 | 0.7318 |
LN_ASSETS | -0.423070 | 0.264084 -1.602028 | 0.1145 |
R-squared | 0.042195 | Mean dependent var | -7.280027 |
Adjusted R-squared | 0.009727 | S.D. dependent var | 2.270773 |
S.E. of regression | 2.259702 | Akaike info criterion | 4.515520 |
Sum squared resid | 301.2688 | Schwarz criterion | 4.618446 |
Log likelihood | -136.9811 | Hannan-Quinn criter. | 4.555931 |
F-statistic | 1.299594 | Durbin-Watson stat | 1.796581 |
Prob(F-statistic) | 0.280332 |