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Nghiên cứu ứng dụng lý thuyết người đại diện trong quản trị ngân hàng thương mại Việt Nam - 22


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


t-statistic

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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Nghiên cứu ứng dụng lý thuyết người đại diện trong quản trị ngân hàng thương mại Việt Nam - 22


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

Date: 09/29/15 Time: 14:06 Sample: 1 115

Included observations: 105

Variable

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

Variable

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

Variable

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:

F-statistic

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.

Variable

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


t-statistic

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

Included observations: 73


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



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