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Sở thích rủi ro, vốn xã hội và rủi ro cho vay tín dụng vi mô – Nghiên cứu thí nghiệm tại vùng đồng bằng sông Cửu Long - 26


Hosmer and Lemeshow Test

Step 1

df

Chi-square

Sig.

a. The cut value is .500

Variables in the Equation


B

S.E.

Wald

df

Sig.

Exp(B)

90% C.I.for EXP(B)

Lower

Upper

Step 1a

game_1

-.282

.142

3.944

1

.047

.755

.597

.953

game_2

-2.236

.473

22.393

1

.000

.107

.049

.232

amount_passed

-1.928

.934

4.259

1

.039

.146

.031

.676

Constant

1.813

.701

6.688

1

.010

6.131



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Sở thích rủi ro, vốn xã hội và rủi ro cho vay tín dụng vi mô – Nghiên cứu thí nghiệm tại vùng đồng bằng sông Cửu Long - 26

a. Variable(s) entered on step 1: game_1, game_2, amount_passed.

Kết quả hồi quy tác động của cả 3 thí nghiệm khi thêm biến Tuổi và biến Giới tính.

Omnibus Tests of Model Coefficients


Chi-square

df

Sig.

Step 1

Step

37.290

5

.000

Block

37.290

5

.000

Model

37.290

5

.000

Model Summary

Step 1

-2 Log likelihood

Cox & Snell R Square

Nagelkerke R Square

129.607a

.191

.312

a. Estimation terminated at iteration number 5 because parameter estimates changed by less than .001.

Hosmer and Lemeshow Test

Step 1

Chi-square

df

Sig.

4.554

8

.804


Classification Tablea


Observed

Predicted

Q1

Percentage Correct

no du chuan

no xau

Step 1

Q1

no du chuan

140

4

97.2

no xau

19

13

40.6

Overall Percentage



86.9

a. The cut value is .500

Variables in the Equation


B

S.E.

Wald

df

Sig.

Exp(B)

90% C.I.for EXP(B)

Lower

Upper

Step 1a

game_1

-.302

.145

4.351

1

.037

.740

.583

.938

game_2

-2.206

.474

21.686

1

.000

.110

.051

.240

amount_passed

-1.840

.974

3.569

1

.059

.159

.032

.788

age

-.008

.018

.165

1

.684

.993

.963

1.023



gender

-.360

.487

.545

1

.460

.698

.313

1.555

Constant

2.310

1.219

3.595

1

.058

10.079



a. Variable(s) entered on step 1: game_1, game_2, amount_passed, age, gender.

Kết quả hồi quy khi thêm biến Tuổi, Tuổi2 và biến Giới tính.

Omnibus Tests of Model Coefficients


Chi-

square


df


Sig.

Step 1

Step

38.065

6

.000

Block

38.065

6

.000

Model

38.065

6

.000

Model Summary

Step 1

-2 Log likelihood

Cox & Snell R Square

Nagelkerke R Square

128.832a

.194

.317

a. Estimation terminated at iteration number 6 because parameter estimates changed by less than .001.

Hosmer and Lemeshow Test

Step 1

Chi-square

df

Sig.


4.569

8

.802

Classification Tablea


Observed

Predicted

Q1

Percentage Correct

no du chuan

no xau

Step 1

Q1

no du chuan

140

4

97.2

no xau

19

13

40.6

Overall Percentage



86.9

a. The cut value is .500


Variables in the Equation


B

S.E.

Wald

df

Sig.

Exp(B)

90% C.I.for EXP(B)

Lower

Upper

Step 1a

game_1

-.308

.146

4.454

1

.035

.735

.578

.934

game_2

-2.172

.476

20.807

1

.000

.114

.052

.249

amount_passed

-1.870

.982

3.624

1

.057

.154

.031

.776

age

-.092

.096

.921

1

.337

.912

.778

1.068

gender

-.343

.488

.493

1

.483

.710

.318

1.584

age_2

.001

.001

.811

1

.368

1.001

.999

1.002

Constant

4.227

2.471

2.926

1

.087

68.542



a. Variable(s) entered on step 1: game_1, game_2, amount_passed, age, gender, age_2.

Kết quả hồi quy khi thêm biến Tuổi, Tuổi2, Giới tính và Trình độ học vấn.

Omnibus Tests of Model Coefficients


Chi-square

df

Sig.

Step 1

Step

39.066

7

.000

Block

39.066

7

.000

Model

39.066

7

.000



Model Summary

Step 1


-2 Log likelihood


Cox & Snell R Square

Nagelke rke R

Square

127.831a

.199

.325

a. Estimation terminated at iteration number 6 because parameter estimates changed by less than

.001.

Hosmer and Lemeshow Test

Step 1

Chi-square

df

Sig.

5.149

8

.742

Classification Tablea


Observed

Predicted

Q1

Percentage Correct

no du chuan

no xau

Step 1

Q1

no du chuan

140

4

97.2

no xau

20

12

37.5

Overall Percentage



86.4

a. The cut value is .500

Variables in the Equation


B

S.E.

Wald

df

Sig.

Exp(B)

90% C.I.for EXP(B)

Lower

Upper

Step 1a

game_1

-.308

.147

4.371

1

.037

.735

.577

.936

game_2

-2.121

.479

19.652

1

.000

.120

.055

.263

amount_passed

-1.854

.972

3.635

1

.057

.157

.032

.775

age

-.123

.102

1.449

1

.229

.884

.747

1.046

gender

-.303

.494

.376

1

.540

.739

.328

1.665

age_2

.001

.001

1.181

1

.277

1.001

.999

1.003

edu

-.222

.227

.961

1

.327

.801

.551

1.163

Constant

5.660

2.910

3.783

1

.052

287.09

4



a. Variable(s) entered on step 1: game_1, game_2, amount_passed, age, gender, age_2, edu.


Kết quả hồi quy khi thêm biến Tuổi, Tuổi2, Giới tính, Trình độ học vấn, Nơi sống, Tỷ lệ có việc làm, Khoản vay và Kỳ hạn vay.

Omnibus Tests of Model Coefficients


Chi-square

df

Sig.

Step 1

Step

45.189

11

.000

Block

45.189

11

.000

Model

45.189

11

.000

Model Summary

Step 1


-2 Log likelihood

Cox & Snell

R Square


Nagelkerke R Square

121.708a

.226

.370

a. Estimation terminated at iteration number 6 because parameter estimates changed by less than .001.

Hosmer and Lemeshow Test


Step 1

Chi-square

df

Sig.

13.887

8

.085


Classification Tablea


Observed

Predicted

Q1

Percentage Correct

no du chuan

no xau

Step 1

Q1

no du chuan

139

5

96.5

no xau

19

13

40.6

Overall Percentage



86.4

a. The cut value is .500

Variables in the Equation


B

S.E.

Wald

df

Sig.

Exp(B)

90% C.I.for EXP(B)

Lower

Upper

Step 1a

game_1

-.337

.150

5.066

1

.024

.714

.558

.913

game_2

-2.104

.495

18.065

1

.000

.122

.054

.275

amount_passed

-1.980

.988

4.013

1

.045

.138

.027

.702

age

-.127

.105

1.455

1

.228

.881

.740

1.047

gender

-.050

.538

.008

1

.927

.952

.393

2.306

age_2

.001

.001

1.057

1

.304

1.001

.999

1.003

edu

-.330

.251

1.724

1

.189

.719

.476

1.087

living_area

-.188

.527

.128

1

.721

.828

.348

1.970

work_member

1.491

1.041

2.049

1

.152

4.440

.801

24.627

loan_size

-.041

.022

3.495

1

.062

.960

.926

.995

loan_term

-.005

.016

.106

1

.744

.995

.969

1.021

Constant

6.168

3.125

3.896

1

.048

477.190



a. Variable(s) entered on step 1: game_1, game_2, amount_passed, age, gender, age_2, edu, living_area, work_member, loan_size, loan_term.


Phụ lục 5: Kết quả phân tích hồi quy mô hình Probit.

Kết quả hồi quy tác động của thí nghiệm sở thích rủi ro đến nợ xấu.


Dependent Variable: DEFAULT

Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 6 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

-0.292656

0.262023

-1.116909

0.2640

GAME_1

-0.174663

0.069943

-2.497224

0.0125


McFadden R-squared

0.040069

Mean dependent var

0.181818

S.D. dependent var

0.386795

S.E. of regression

0.380308

Akaike info criterion

0.933009

Sum squared resid

25.16630

Schwarz criterion

0.969038

Log likelihood

-80.10482

Hannan-Quinn criter.

0.947622

Deviance

160.2096

Restr. deviance

166.8970

Restr. log likelihood

-83.44852

LR statistic

6.687404

Avg. log likelihood

-0.455141

Prob(LR statistic)

0.009710



Obs with Dep=0

144

Total obs

176

Obs with Dep=1

32




Kết quả hồi quy tác động của thí nghiệm sở thích rủi ro khi thêm biến Tuổi, Tuổi2, Giới tính, Trình độ học vấn, Nơi sống, Tỷ lệ có việc làm, Khoản vay và Kỳ hạn vay bằng mô hình Probit.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 38 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

3.241232

1.479419

2.190882

0.0285

GAME_1

-0.203021

0.073095

-2.777493

0.0055

AGE

-0.099831

0.051831

-1.926092

0.0541

AGE^2

0.000889

0.000512

1.736582

0.0825

GENDER

-0.158304

0.242833

-0.651905

0.5145

EDU

-0.231593

0.110806

-2.090078

0.0366

LIVING_AREA

-0.152507

0.237072

-0.643293

0.5200

WORK_MEMBER

0.558856

0.470456

1.187901

0.2349

LOAN_SIZE

-0.022922

0.008011

-2.861250

0.0042

LOAN_TERM

-0.004744

0.008139

-0.582888

0.5600

McFadden R-squared

0.123805

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.373886

Akaike info criterion

0.944514

Sum squared resid


23.20524

Schwarz criterion

1.124655

Log likelihood


-73.11720

Hannan-Quinn criter.

1.017578

Deviance


146.2344

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

20.66263

Avg. log likelihood


-0.415439

Prob(LR statistic)

0.014236




Obs with Dep=0

144

Total obs


176

Obs with Dep=1

32




Kết quả hồi quy tác động của thí nghiệm đóng góp cho cộng đồng đến nợ xấu.


Dependent Variable: DEFAULT

Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176

Included observations: 176

Convergence achieved after 4 iterations


Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

0.078412

0.221804

0.353521

0.7237

GAME_2

-1.336574

0.262724

-5.087372

0.0000

McFadden R-squared

0.158347

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.350748

Akaike info criterion

0.820849

Sum squared resid


21.40625

Schwarz criterion

0.856877

Log likelihood


-70.23473

Hannan-Quinn criter.

0.835462

Deviance


140.4695

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

26.42758

Avg. log likelihood


-0.399061

Prob(LR statistic)

0.000000




Obs with Dep=0

144

Total obs


176

Obs with Dep=1

32





Kết quả hồi quy tác động của thí nghiệm đóng góp cho cộng đồng khi thêm biến Tuổi, Tuổi2, Giới tính, Trình độ học vấn, Nơi sống, Tỷ lệ có việc làm, Khoản vay và Kỳ hạn vay.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 44 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

2.022921

1.505578

1.343618

0.1791

GAME_2

-1.260666

0.277343

-4.545513

0.0000

AGE

-0.065730

0.057526

-1.142625

0.2532

AGE^2

0.000617

0.000557

1.108154

0.2678

GENDER

-0.145865

0.258138

-0.565066

0.5720

EDU

-0.149108

0.113766

-1.310649

0.1900

LIVING_AREA

-0.143761

0.265726

-0.541012

0.5885

WORK_MEMBER

0.701647

0.456464

1.537135

0.1243

LOAN_SIZE

-0.019095

0.008274

-2.307910

0.0210

LOAN_TERM

0.000262

0.008824

0.029743

0.9763

McFadden R-squared

0.207221

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.354060

Akaike info criterion

0.865412

Sum squared resid


20.80952

Schwarz criterion

1.045553

Log likelihood


-66.15626

Hannan-Quinn criter.

0.938476

Deviance


132.3125

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

34.58451

Avg. log likelihood


-0.375888

Prob(LR statistic)

0.000071




Obs with Dep=0

144

Total obs


176

Obs with Dep=1

32





Kết quả hồi quy tác động của thí nghiệm sự tin tưởng đến nợ xấu.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 8 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

-0.405253

0.211742

-1.913902

0.0556

AMOUNT_PASS

-1.295582

0.502077

-2.580445

0.0099

McFadden R-squared

0.050678

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.378049

Akaike info criterion

0.922949

Sum squared resid


24.86823

Schwarz criterion

0.958978

Log likelihood


-79.21954

Hannan-Quinn criter.

0.937562

Deviance


158.4391

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

8.457960

Avg. log likelihood


-0.450111

Prob(LR statistic)

0.003634




Obs with Dep=0

144

Total obs


176

Obs with Dep=1

32




Kết quả hồi quy tác động của thí nghiệm sự tin tưởng khi thêm biến Tuổi, Tuổi2, Giới tính, Trình độ học vấn, Nơi sống, Tỷ lệ có việc làm, Khoản vay và Kỳ hạn vay.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 35 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

3.117044

1.459221

2.136101

0.0327

AMOUNT_PASS

-1.349107

0.510459

-2.642930

0.0082

AGE

-0.108013

0.055058

-1.961798

0.0498

AGE^2

0.000963

0.000548

1.757590

0.0788

GENDER

0.056060

0.256729

0.218362

0.8271

EDU

-0.222948

0.113543

-1.963556

0.0496

LIVING_AREA

-0.046221

0.235406

-0.196344

0.8443

WORK_MEMBER

0.500936

0.445035

1.125611

0.2603

LOAN_SIZE

-0.023411

0.007950

-2.944861

0.0032

LOAN_TERM

-0.001437

0.007918

-0.181474

0.8560

McFadden R-squared

0.124344

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.375099

Akaike info criterion

0.944002

Sum squared resid


23.35607

Schwarz criterion

1.124143

Log likelihood


-73.07217

Hannan-Quinn criter.

1.017066

Deviance


146.1443

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

20.75269

Avg. log likelihood


-0.415183

Prob(LR statistic)

0.013795




Obs with Dep=0

144

Total obs


176


Obs with Dep=1

32


Kết quả hồi quy tác động của cả 3 thí nghiệm đến nợ xấu.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 14 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

0.956594

0.386665

2.473959

0.0134

GAME_1

-0.150284

0.081890

-1.835208

0.0665

GAME_2

-1.286349

0.263499

-4.881803

0.0000

AMOUNT_PASS

-0.975264

0.520961

-1.872047

0.0612

McFadden R-squared

0.214422

Mean dependent var


0.181818

S.D. dependent var

0.386795

S.E. of regression


0.336352

Akaike info criterion

0.790402

Sum squared resid


19.45885

Schwarz criterion

0.862458

Log likelihood


-65.55534

Hannan-Quinn criter.

0.819627

Deviance


131.1107

Restr. deviance

166.8970

Restr. log likelihood


-83.44852

LR statistic

35.78636

Avg. log likelihood


-0.372474

Prob(LR statistic)

0.000000




Obs with Dep=0

144

Total obs


176

Obs with Dep=1

32




Kết quả hồi quy tác động của cả 3 thí nghiệm khi thêm biến Tuổi, Tuổi2, Giới tính, Trình độ học vấn, Nơi sống, Tỷ lệ có việc làm, Khoản vay và Kỳ hạn vay.


Dependent Variable: DEFAULT





Method: ML - Binary Probit (OPG - BHHH / Marquardt steps)

Sample: 1 176





Included observations: 176





Convergence achieved after 50 iterations

Coefficient covariance computed using the Huber-White method

Variable

Coefficient

Std. Error

z-Statistic

Prob.

C

3.737667

1.486729

2.514020

0.0119

GAME_1

-0.183777

0.083232

-2.207994

0.0272

GAME_2

-1.198339

0.280665

-4.269634

0.0000

AMOUNT_PASS

-1.069280

0.531459

-2.011971

0.0442

AGE

-0.082835

0.054507

-1.519709

0.1286

AGE^2

0.000684

0.000533

1.283130

0.1994

GENDER

-0.001200

0.275535

-0.004354

0.9965

EDU

-0.187778

0.116336

-1.614110

0.1065

LIVING_AREA

-0.138077

0.273366

-0.505100

0.6135

WORK_MEMBER

0.839642

0.477343

1.758992

0.0786

LOAN_SIZE

-0.023525

0.008510

-2.764491

0.0057

LOAN_TERM

-0.001642

0.009205

-0.178360

0.8584

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