Kiểm định RAMSEY RESET
Ramsey RESET Test Equation: H3
Specification: LOG(ROA) LOG(CGIBOD) LOG(CAPITAL) C
Omitted Variables: Squares of fitted values
Value df Probability
1.029777 | 101 | 0.3056 | |
F-statistic | 1.060441 | (1, 101) | 0.3056 |
Likelihood ratio | 1.096691 | 1 | 0.2950 |
F-test summary: | Mean | ||
Sum of Sq. df Squares | |||
Test SSR | 0.542366 | 1 | 0.542366 |
Restricted SSR | 52.19920 | 102 | 0.511757 |
Unrestricted SSR | 51.65683 | 101 | 0.511454 |
Unrestricted SSR | 51.65683 | 101 | 0.511454 |
LR test summary: | |||
Value df | |||
Restricted LogL | -112.2967 | 102 | |
Unrestricted LogL | -111.7483 | 101 | |
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Unrestricted Test Equation: Dependent Variable: LOG(ROA) Method: Least Squares
Date: 09/29/15 Time: 14:06 Sample: 1 115
Included observations: 105
Coefficient | Std. Error t-Statistic | Prob. | |
LOG(CGIBOD) | 0.518413 | 0.236903 2.188299 | 0.0310 |
LOG(CAPITAL) | 0.460849 | 0.149184 3.089135 | 0.0026 |
C | -2.543895 | 0.723215 -3.517483 | 0.0007 |
FITTED^2 | 0.628608 | 0.610431 1.029777 | 0.3056 |
R-squared | 0.137066 | Mean dependent var | -0.091351 |
Adjusted R-squared | 0.111434 | S.D. dependent var | 0.758680 |
S.E. of regression | 0.715160 | Akaike info criterion | 2.204730 |
Sum squared resid | 51.65683 | Schwarz criterion | 2.305833 |
Log likelihood | -111.7483 | Hannan-Quinn criter. | 2.245699 |
F-statistic | 5.347525 | Durbin-Watson stat | 1.558660 |
Prob(F-statistic) | 0.001850 |
Phụ lục 12. Kết quả giả thuyết 4
Hồi quy gốc
Dependent Variable: COI Method: Least Squares Date: 05/19/15 Time: 08:51 Sample: 1 77
Included observations: 73
Coefficient | Std. Error t-Statistic | Prob. | |
CGIBOD | -0.191348 | 0.154485 -1.238618 | 0.2197 |
CAPITAL | -0.315508 | 0.142922 -2.207557 | 0.0306 |
LN_ASSETS | 0.480486 | 0.846068 0.567904 | 0.5719 |
C | 89.89898 | 15.49680 5.801131 | 0.0000 |
R-squared | 0.186087 | Mean dependent var | 92.28959 |
Adjusted R-squared | 0.150699 | S.D. dependent var | 5.522829 |
S.E. of regression | 5.089702 | Akaike info criterion | 6.145552 |
Sum squared resid | 1787.449 | Schwarz criterion | 6.271056 |
Log likelihood | -220.3126 | Hannan-Quinn criter. | 6.195567 |
F-statistic | 5.258548 | Durbin-Watson stat | 1.598730 |
Prob(F-statistic) | 0.002515 |
Hồi quy Log, bỏ biến CAPITAL
Dependent Variable: COI Method: Least Squares Date: 05/19/15 Time: 08:52 Sample: 1 77
Included observations: 73
Coefficient | Std. Error t-Statistic | Prob. | |
CGIBOD | -0.288600 | 0.152112 -1.897288 | 0.0619 |
LN_ASSETS | 1.814173 | 0.608484 2.981466 | 0.0039 |
C | 64.12153 | 10.46634 6.126452 | 0.0000 |
R-squared | 0.128602 | Mean dependent var | 92.28959 |
Adjusted R-squared | 0.103705 | S.D. dependent var | 5.522829 |
S.E. of regression | 5.228620 | Akaike info criterion | 6.186399 |
Sum squared resid | 1913.693 | Schwarz criterion | 6.280528 |
Log likelihood | -222.8036 | Hannan-Quinn criter. | 6.223911 |
F-statistic | 5.165353 | Durbin-Watson stat | 1.319229 |
Prob(F-statistic) | 0.008083 |
Kiểm định tự tương quan
Breusch-Godfrey Serial Correlation LM Test:
4.677107 Prob. F(2,68) | 0.0125 | |
Obs*R-squared | 8.827672 Prob. Chi-Square(2) | 0.0121 |
Test Equation:
Dependent Variable: RESID Method: Least Squares Date: 05/19/15 Time: 08:52 Sample: 1 77
Included observations: 73
Presample and interior missing value lagged residuals set to zero.
Coefficient | Std. SS | 20.34014 | Prob. Chi-Square(2) | 0.0000 |
Test Equation: | ||||
Dependent Variable: RESID^2 | ||||
Method: Least Squares | ||||
Date: 05/19/15 Time: 08:53 | ||||
Sample: 1 77 | ||||
Included observations: 73 | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 316.2584 | 110.9700 | 2.849947 | 0.0057 |
CGIBOD | 3.041638 | 1.612773 | 1.885968 | 0.0634 |
LN_ASSETS | -18.73409 | 6.451481 | -2.903844 | 0.0049 |
R-squared | 0.123830 | Mean dependent var | 26.21497 | |
Adjusted R-squared | 0.098797 | S.D. dependent var | 58.39643 | |
S.E. of regression | 55.43673 | Akaike info criterion | 10.90859 | |
Sum squared resid | 215126.2 | Schwarz criterion | 11.00272 | |
Log likelihood | -395.1635 | Hannan-Quinn criter. | 10.94610 | |
F-statistic | 4.946604 | Durbin-Watson stat | 1.701614 | |
Prob(F-statistic) | 0.009786 |
Kiểm định RAMSEY RESET
Ramsey RESET Test Equation: H4
Specification: COI CGIBOD LN_ASSETS C Omitted Variables: Squares of fitted values
Value df Probability
0.434160 | 69 | 0.6655 | |
F-statistic | 0.188495 | (1, 69) | 0.6655 |
Likelihood ratio | 0.199150 | 1 | 0.6554 |
F-test summary: | Mean | ||
Sum of Sq. df Squares | |||
Test SSR | 5.213598 | 1 | 5.213598 |
Restricted SSR | 1913.693 | 70 | 27.33847 |
Unrestricted SSR | 1908.479 | 69 | 27.65912 |
Unrestricted SSR | 1908.479 | 69 | 27.65912 |
LR test summary: | |||
Value df | |||
Restricted LogL | -222.8036 | 70 | |
Unrestricted LogL | -222.7040 | 69 | |
Unrestricted Test Equation: Dependent Variable: COI Method: Least Squares Date: 09/29/15 Time: 14:19 Sample: 1 77
Variable | Coefficient | Std. Error t-Statistic | Prob. |
CGIBOD | -3.156987 | 6.608527 -0.477714 | 0.6344 |
LN_ASSETS | 19.79559 | 41.42112 0.477911 | 0.6342 |
C | 241.3007 | 408.2325 0.591086 | 0.5564 |
FITTED^2 | -0.053544 | 0.123328 -0.434160 | 0.6655 |
R-squared | 0.130976 | Mean dependent var | 92.28959 |
Adjusted R-squared | 0.093193 | S.D. dependent var | 5.522829 |
S.E. of regression | 5.259194 | Akaike info criterion | 6.211069 |
Sum squared resid | 1908.479 | Schwarz criterion | 6.336573 |
Log likelihood | -222.7040 | Hannan-Quinn criter. | 6.261084 |
F-statistic | 3.466479 | Durbin-Watson stat | 1.330890 |
Prob(F-statistic) | 0.020763 |