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Nghiên cứu ứng dụng lý thuyết người đại diện trong quản trị ngân hàng thương mại Việt Nam - 21


Kiểm định RAMSEY RESET

Ramsey RESET Test Equation: H2B

Specification: LOG(COI) LOG(X1HDQT) LN_ASSETS C Omitted Variables: Squares of fitted values

Value df Probability


t-statistic

1.528523

58

0.1318

F-statistic

2.336382

(1, 58)

0.1318

Likelihood ratio

2.448520

1

0.1176

F-test summary:




Mean

Sum of Sq. df Squares

Test SSR

0.008468

1

0.008468

Restricted SSR

0.218673

59

0.003706

Unrestricted SSR

0.210206

58

0.003624

Unrestricted SSR

0.210206

58

0.003624

LR test summary:




Value df

Restricted LogL

87.09245

59

Unrestricted LogL

88.31671

58

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Nghiên cứu ứng dụng lý thuyết người đại diện trong quản trị ngân hàng thương mại Việt Nam - 21


Unrestricted Test Equation: Dependent Variable: LOG(COI) Method: Least Squares

Date: 09/29/15 Time: 14:03 Sample: 6 115

Included observations: 62

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(X1HDQT)

0.655903

0.423918 1.547240

0.1272

LN_ASSETS

1.909431

1.234089 1.547239

0.1272

C

158.2130

100.7953 1.569647

0.1219

FITTED^2

-9.036862

5.912154 -1.528523

0.1318

R-squared

0.226392

Mean dependent var

4.523372

Adjusted R-squared

0.186377

S.D. dependent var

0.066742

S.E. of regression

0.060202

Akaike info criterion

-2.719894

Sum squared resid

0.210206

Schwarz criterion

-2.582660

Log likelihood

88.31671

Hannan-Quinn criter.

-2.666012

F-statistic

5.657775

Durbin-Watson stat

1.591157

Prob(F-statistic)

0.001806




Phụ lục 10. Kết quả giả thuyết H2C

Hồi quy gốc

Dependent Variable: COI Method: Least Squares Date: 05/15/15 Time: 15:10 Sample (adjusted): 6 115

Included observations: 54 after adjustments

Variable

Coefficient

Std. Error t-Statistic

Prob.

X1TONG

17.99011

7.722514 2.329566

0.0239

CAPITAL

-0.040537

0.133141 -0.304469

0.7620

LN_ASSETS

1.390673

0.883875 1.573382

0.1219

C

66.65949

17.28473 3.856554

0.0003

R-squared

0.205796

Mean dependent var

92.69241

Adjusted R-squared

0.158144

S.D. dependent var

5.711927

S.E. of regression

5.240849

Akaike info criterion

6.222031

Sum squared resid

1373.325

Schwarz criterion

6.369363

Log likelihood

-163.9948

Hannan-Quinn criter.

6.278851

F-statistic

4.318703

Durbin-Watson stat

1.335499

Prob(F-statistic)

0.008753




Hồi quy log

Dependent Variable: LOG(COI) Method: Least Squares

Date: 05/15/15 Time: 15:11 Sample (adjusted): 6 115

Included observations: 54 after adjustments

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(X1TONG)

0.011861

0.004068 2.915838

0.0053

LOG(CAPITAL)

0.040776

0.031501 1.294423

0.2015

LN_ASSETS

0.039969

0.014354 2.784478

0.0076

C

3.762312

0.313093 12.01660

0.0000

R-squared

0.229251

Mean dependent var

4.527207

Adjusted R-squared

0.183006

S.D. dependent var

0.066953

S.E. of regression

0.060517

Akaike info criterion

-2.700591

Sum squared resid

0.183117

Schwarz criterion

-2.553259

Log likelihood

76.91595

Hannan-Quinn criter.

-2.643771

F-statistic

4.957331

Durbin-Watson stat

1.306289

Prob(F-statistic)

0.004331




Bỏ biến CAPITAL

Dependent Variable: LOG(COI) Method: Least Squares

Date: 05/15/15 Time: 15:12 Sample (adjusted): 6 115

Included observations: 54 after adjustments

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(X1TONG)

0.008969

0.003422 2.621188

0.0115

LN_ASSETS

0.024048

0.007449 3.228311

0.0022

C

4.131793

0.129499 31.90599

0.0000

R-squared

0.203423

Mean dependent var

4.527207

Adjusted R-squared

0.172185

S.D. dependent var

0.066953

S.E. of regression

0.060917

Akaike info criterion

-2.704667

Sum squared resid

0.189253

Schwarz criterion

-2.594167

Log likelihood

76.02600

Hannan-Quinn criter.

-2.662051

F-statistic

6.511975

Durbin-Watson stat

1.377334

Prob(F-statistic)

0.003029




Kiểm định tự tương quan

Breusch-Godfrey Serial Correlation LM Test:

F-statistic

0.836518 Prob. F(2,49)

0.4393

Obs*R-squared

1.782879 Prob. Chi-Square(2)

0.4101


Test Equation:

Dependent Variable: RESID Method: Least Squares Date: 05/15/15 Time: 15:13 Sample: 6 115

Included observations: 54

Presample and interior missing value lagged residuals set to zero.

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(X1TONG)

-0.001372

0.003591 -0.382001

0.7041

LN_ASSETS

-0.002529

0.007975 -0.317073

0.7525

C

0.041439

0.138379 0.299462

0.7659

RESID(-1)

0.268003

0.171840 1.559613

0.1253

RESID(-2)

-0.110590

0.181295 -0.610000

0.5447

R-squared

0.033016

Mean dependent var

5.62E-16

Adjusted R-squared

-0.045921

S.D. dependent var

0.059756

S.E. of regression

0.061113

Akaike info criterion

-2.664166

Sum squared resid

0.183005

Schwarz criterion

-2.480001

Log likelihood

76.93248

Hannan-Quinn criter.

-2.593141

F-statistic

0.418259

Durbin-Watson stat

1.918549

Prob(F-statistic)

0.794664




Kiểm định phương sai thay đổi

Phương pháp Breusch-Pagan-Godfrey

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic

4.251660

Prob. F(2,51)

0.0196

Obs*R-squared

7.716868

Prob. Chi-Square(2)

0.0211

Scaled explained SS

22.18170

Prob. Chi-Square(2)

0.0000

Test Equation:

Dependent Variable: RESID^2 Method: Least Squares

Date: 05/15/15 Time: 15:13 Sample: 6 115

Variable

Coefficient

Std. SS

2.435620

Prob. Chi-Square(2)

0.2959

Test Equation:




Dependent Variable: LRESID2




Method: Least Squares




Date: 05/15/15 Time: 15:14




Sample: 6 115




Included observations: 54




Variable

Coefficient

Std. Error t-Statistic

Prob.

C

-1.245911

4.697163 -0.265248

0.7919

LOG(X1TONG)

-0.142258

0.124111 -1.146217

0.2571

LN_ASSETS

-0.378068

0.270193 -1.399254

0.1678

R-squared

0.046049

Mean dependent var

-7.457553

Adjusted R-squared

0.008640

S.D. dependent var

2.219166

S.E. of regression

2.209559

Akaike info criterion

4.477415

Sum squared resid

248.9896

Schwarz criterion

4.587914

Log likelihood

-117.8902

Hannan-Quinn criter.

4.520031

F-statistic

1.230944

Durbin-Watson stat

1.118674

Prob(F-statistic)

0.300545



Included observations: 54





Phương pháp Harvey










Kiểm định RAMSEY RESET

Ramsey RESET Test Equation: H2C

Specification: LOG(COI) LOG(X1TONG) LN_ASSETS C Omitted Variables: Squares of fitted values

Value df Probability


t-statistic

1.579874

50

0.1204

F-statistic

2.496002

(1, 50)

0.1204

Likelihood ratio

2.630556

1

0.1048

F-test summary:




Mean

Sum of Sq. df Squares

Test SSR

0.008998

1

0.008998

Restricted SSR

0.189253

51

0.003711

Unrestricted SSR

0.180255

50

0.003605

Unrestricted SSR

0.180255

50

0.003605

LR test summary:




Value df

Restricted LogL

76.02600

51

Unrestricted LogL

77.34127

50


Unrestricted Test Equation: Dependent Variable: LOG(COI) Method: Least Squares

Date: 09/29/15 Time: 14:05 Sample: 6 115

Included observations: 54

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(X1TONG)

0.832042

0.520985 1.597056

0.1166

LN_ASSETS

2.231200

1.397062 1.597066

0.1166

C

176.0204

108.7990 1.617849

0.1120

FITTED^2

-10.15688

6.428919 -1.579874

0.1204

R-squared

0.241298

Mean dependent var

4.527207

Adjusted R-squared

0.195775

S.D. dependent var

0.066953

S.E. of regression

0.060042

Akaike info criterion

-2.716343

Sum squared resid

0.180255

Schwarz criterion

-2.569011

Log likelihood

77.34127

Hannan-Quinn criter.

-2.659523

F-statistic

5.300663

Durbin-Watson stat

1.529120

Prob(F-statistic)

0.002987




Phụ lục 11. Kết quả giả thuyết 3

Hồi quy gốc

Dependent Variable: ROA Method: Least Squares Date: 05/15/15 Time: 16:55 Sample: 1 115

Included observations: 105

Variable

Coefficient

Std. Error t-Statistic

Prob.

CGIBOD

0.035517

0.017688 2.007918

0.0473

CAPITAL

0.028708

0.013796 2.080902

0.0400

LN_ASSETS

-0.041468

0.089590 -0.462868

0.6445

C

1.036981

1.627033 0.637344

0.5253

R-squared

0.150999

Mean dependent var

1.124381

Adjusted R-squared

0.125781

S.D. dependent var

0.689227

S.E. of regression

0.644425

Akaike info criterion

1.996435

Sum squared resid

41.94369

Schwarz criterion

2.097538

Log likelihood

-100.8128

Hannan-Quinn criter.

2.037404

F-statistic

5.987784

Durbin-Watson stat

1.768884

Prob(F-statistic)

0.000849




MHB 2011 2012, Việt Nam Thương Tín 2012, Bắc Á 2010 2011

Hồi quy log

Dependent Variable: LOG(ROA) Method: Least Squares

Date: 05/15/15 Time: 16:56 Sample: 1 115

Included observations: 105

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(CGIBOD)

0.333263

0.183655 1.814615

0.0726

LOG(CAPITAL)

0.483369

0.249758 1.935346

0.0557

LN_ASSETS

0.016224

0.112238 0.144547

0.8854

C

-2.360260

2.323411 -1.015860

0.3121

R-squared

0.128186

Mean dependent var

-0.091351

Adjusted R-squared

0.102291

S.D. dependent var

0.758680

S.E. of regression

0.718830

Akaike info criterion

2.214967

Sum squared resid

52.18840

Schwarz criterion

2.316071

Log likelihood

-112.2858

Hannan-Quinn criter.

2.255936

F-statistic

4.950142

Durbin-Watson stat

1.553674

Prob(F-statistic)

0.003012




Bỏ biến ASSET

Dependent Variable: LOG(ROA) Method: Least Squares

Date: 05/15/15 Time: 16:57 Sample: 1 115

Included observations: 105

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(CGIBOD)

0.344358

0.166044 2.073899

0.0406

LOG(CAPITAL)

0.454483

0.149100 3.048181

0.0029

C

-2.033243

0.526594 -3.861124

0.0002

R-squared

0.128006

Mean dependent var

-0.091351

Adjusted R-squared

0.110908

S.D. dependent var

0.758680

S.E. of regression

0.715372

Akaike info criterion

2.196127

Sum squared resid

52.19920

Schwarz criterion

2.271954

Log likelihood

-112.2967

Hannan-Quinn criter.

2.226853

F-statistic

7.486631

Durbin-Watson stat

1.543039

Prob(F-statistic)

0.000925




Kiểm định tự tương quan

Breusch-Godfrey Serial Correlation LM Test:

F-statistic

2.008129 Prob. F(2,100)

0.1396

Obs*R-squared

4.054243 Prob. Chi-Square(2)

0.1317


Test Equation:

Dependent Variable: RESID Method: Least Squares Date: 05/15/15 Time: 16:57 Sample: 1 115

Included observations: 105

Presample and interior missing value lagged residuals set to zero.

Variable

Coefficient

Std. Error t-Statistic

Prob.

LOG(CGIBOD)

-0.031757

0.165402 -0.191997

0.8481

LOG(CAPITAL)

-0.041876

0.149989 -0.279195

0.7807

C

0.172483

0.531772 0.324355

0.7463

RESID(-1)

0.215697

0.105203 2.050302

0.0430

RESID(-2)

-0.006992

0.103251 -0.067718

0.9461

R-squared

0.038612

Mean dependent var

5.60E-17

Adjusted R-squared

0.000156

S.D. dependent var

0.708460

S.E. of regression

0.708404

Akaike info criterion

2.194845

Sum squared resid

50.18369

Schwarz criterion

2.321224

Log likelihood

-110.2294

Hannan-Quinn criter.

2.246056

F-statistic

1.004065

Durbin-Watson stat

1.923057

Prob(F-statistic)

0.409161




Kiểm định phương sai thay đổi

Phương pháp Breusch-Pagan-Godfrey

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic

3.533556

Prob. F(2,102)

0.0328

Obs*R-squared

6.803579

Prob. Chi-Square(2)

0.0333

Scaled explained SS

23.55425

Prob. Chi-Square(2)

0.0000

Test Equation:

Dependent Variable: RESID^2 Method: Least Squares

Date: 05/15/15 Time: 16:58 Sample: 1 115

Included observations: 105

Variable

Coefficient

Std. SS

3.895885

Prob. Chi-Square(2)

0.1426

Test Equation:

Dependent Variable: LRESID2 Method: Least Squares

Date: 05/15/15 Time: 16:58 Sample: 1 115

Included observations: 105

Variable

Coefficient

Std. Error t-Statistic

Prob.

C

0.898115

1.623348 0.553249

0.5813

LOG(CGIBOD)

-0.631569

0.511869 -1.233849

0.2201

LOG(CAPITAL)

-0.657666

0.459635 -1.430842

0.1555

R-squared

0.037310

Mean dependent var

-2.252362

Adjusted R-squared

0.018434

S.D. dependent var

2.225913

S.E. of regression

2.205301

Akaike info criterion

4.447760

Sum squared resid

496.0620

Schwarz criterion

4.523588

Log likelihood

-230.5074

Hannan-Quinn criter.

4.478487

F-statistic

1.976561

Durbin-Watson stat

1.970436

Prob(F-statistic)

0.143816



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