ID

CR

DCSH

LNSIZE

NPL

Intercept

R²

Adj.R²

logAF

−0.0712 (2.76)^***

0.1721 (2.53)^***

0.098 (1.05)

3.39E−11

(11.95)^***

4.689E−10

(2.10)^***

12.849

(15.05)^***

0.3111

0.3061

White inspection

Chi-Square

25.17^***

CSR F inspection of heteroscedasticity correction

0.39

P value

0.5093

Normal assumption inspection

the Cook’s D & DFITS

Yes

Distribution independent inspection

Durbin-Watson D

1.983