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PHỤ LỤC 1: THỐNG KÊ MÔ TẢ VÀ MA TRẬN HỆ SỐ TƯƠNG QUAN

Variable

Obs	Mean	Std. Dev.	Min	Max

zscore	216	24.54225	11.59947	1.949984	62.19548
banksize	216	18.06595	1.227456	14.69872	20.72988
llp	216	.0206197	.00853452	.0005517	0.247542
loanta	216	.5037979	.1519413	.0046616	.8516832
cir	216	.859185	.190839	.013187	1.218748
roe	216	.0837954	.0867394	-.08200214	.2846455
npl	216	.0324069	.0116753	0.00351	.1128462
gdp	216	.0591846	.004797	.0524737	.0668
inf	216	.090399	.0692676	.0063061	.2311632

zscore	banksize	llp	loanta	cir	roe	npl	gdp	inf
zscore	1.0000
banksize	-0.2458	1.0000
llp	0.0111	0.0716	1.0000
loanta	0.2662	0.2149	0.0317	1.0000
cir	0.1289	-0.0730	0.0354	-0.0320	1.0000
roe	-0.0151	0.3066	-0.0035	0.1766	-0.2332	1.0000
npl	-0.0624	-0.1044	-0.0120	0.0208	0.2057	-0.1553	1.0000
gdp	-0.0687	0.1922	0.0838	0.0533	0.0073	-0.0362	-0.1839	1.0000
inf	0.0483	-0.3291	-0.0921	-0.1533	-0.0673	0.0822	-0.0185	-0.2286	1.0000

VIF	1/VIF
banksize	1.33	0.750691
roe	1.25	0.801947
inf	1.23	0.814705
gdp	1.12	0.890429
npl	1.11	0.903331
cir	1.10	0.912241
loanta	1.08	0.923829
llp	1.02	0.984787
Mean VIF	1.15

Number of obs				=	216
Group variable: id			Number of groups				=	24
R-sq: within	=	0.4413	Obs	per	group:	min	=	9
between	=	0.0002				avg	=	9.0
overall	=	0.1276				max	=	9
			F(7,185)		=			20.87
corr(u_i, Xb)	=	-0.1158	Prob > F		=			0.0000

Coef.	Std. Err.		t P>\|t\|		[95% Conf.	Interval]
size	.0344532	.0464373		0.74 0.459		-.0571615	.1260679
eqta	2.769679	.2956981		9.37 0.000		2.186305	3.353053
ltd	.2197508	.0921098		2.39 0.018		.0380301	.4014715
roe	.5075539	.2274639		2.23 0.027		.0587971	.9563107
gdp	-2.425598	3.34603		-0.72 0.469		-9.02688	4.175684
inf	-.8579331	.3085808		-2.78 0.006		-1.466723	-.2491432
cre	.0375023	.0241674		1.55 0.122		-.0101768	.0851814
_cons	2.191053	.8565131		2.56 0.011		.5012644	3.880842
sigma_u	.39417623
sigma_e	.22707848
rho	.7508227	(fraction	of	variance due	to	u_i)