Variable | Largest reduction | B | C | D | Largest increase | General | ||||||
VIF | 1/VIF | VIF | 1/VIF | VIF | 1/VIF | VIF | 1/VIF | VIF | 1/VIF | VIF | 1/VIF | |
Log_tam | 144.17 | 0.006936 | 51.50 | 0.019419 | 5.32 | 0.187801 | 10.05 | 0.099526 | 15.84 | 0.063129 | 7.99 | 0.125205 |
Log_pl | 113.00 | 0.008850 | 43.15 | 0.023174 | 4.24 | 0.235731 | 8.67 | 0.115297 | 14.49 | 0.069021 | 6.96 | 0.143619 |
Market to book | 8.27 | 0.120891 | 7.85 | 0.127357 | 1.00 | 0.995219 | 1.02 | 0.980047 | 1.03 | 0.974968 | 1.01 | 0.994568 |
Roe | 5.66 | 0.176718 | 1.44 | 0.695197 | 1.10 | 0.911290 | 1.19 | 0.841552 | 1.49 | 0.669954 | 3.39 | 0.294855 |
Roa | 5.09 | 0.196411 | 1.22 | 0.818582 | 1.13 | 0.882561 | 1.16 | 0.862879 | 2.05 | 0.487813 | 3.39 | 0.295287 |
Dummy small sized | 2.69 | 0.372261 | 2.60 | 0.385270 | 2.24 | 0.447276 | 2.30 | 0.434308 | 2.25 | 0.443995 | 2.04 | 0.490985 |
Industry | - | - | 1.90 | 0.526962 | - | - | 1.30 | 0.768767 | - | - | - | - |
Service | 2.29 | 0.437145 | 1.87 | 0.534785 | 1.32 | 0.756658 | - | - | 1.38 | 0.726942 | 1.31 | 0.766237 |
Commerce | 1.89 | 0.529405 | - | - | 1.27 | 0.788051 | 1.24 | 0.809177 | 1.41 | 0.711520 | 1.27 | 0.788578 |
Capex | 1.88 | 0.531164 | 1.45 | 0.688882 | 1.02 | 0.976837 | 1.12 | 0.894886 | 1.19 | 0.840630 | 1.04 | 0.963989 |
Tang | 1.83 | 0.547406 | 1.20 | 0.835399 | 1.08 | 0.925879 | 1.04 | 0.963722 | 1.08 | 0.923477 | 1.06 | 0.945705 |
Sales growth | 1.50 | 0.665140 | 1.32 | 0.757769 | 1.25 | 0.798191 | 1.00 | 0.995504 | 1.11 | 0.900677 | 1.06 | 0.944429 |
Change assets | 1.18 | 0.846478 | 1.53 | 0.654404 | 1.32 | 0.759868 | 1.05 | 0.950376 | 1.20 | 0.829877 | 1.10 | 0.911033 |
Dividends | 1.05 | 0.951455 | 1.15 | 0.869499 | 1.01 | 0.994250 | 1.01 | 0.988493 | 1.02 | 0.977756 | 1.00 | 0.998056 |
Mean vif | 22.35 |
| 9.09 |
| 1.79 |
| 2.47 |
| 3.5 |
| 2.51 |
|
Dummy small sized | 2.52 | 0.396257 | 2.53 | 0.395090 | 2.22 | 0.449953 | 2.23 | 0.448069 | 2.24 | 0.446673 | 2.03 | 0.492943 |
Log_tam | 2.31 | 0.432815 | 2.23 | 0.448362 | 2.24 | 0.446975 | 2.21 | 0.452855 | 2.95 | 0.338649 | 2.04 | 0.490801 |
Market to book | 2.04 | 0.489670 | 1.54 | 0.649302 | 1.00 | 0.996135 | 1.02 | 0.982538 | 1.01 | 0.985746 | 1.00 | 0.997694 |
Industry | - | - | - | - | - | - | 1.25 | 0.798865 |
|
| - | - |
Service | 1.95 | 0.512614 | 2.37 | 0.422321 | 1.28 | 0.782194 | - | - | 1.34 | 0.747195 | 1.26 | 0.791132 |
Commerce | 1.81 | 0.552503 | 2.00 | 0.499058 | 1.23 | 0.810914 | 1.22 | 0.817146 | 1.36 | 0.735390 | 1.25 | 0.802739 |
Change assets | 1.15 | 0.868802 | 1.28 | 0.780629 | 1.29 | 0.777184 | 1.03 | 0.971689 | 1.12 | 0.889041 | 1.09 | 0.917105 |
Sales growth | 1.11 | 0.904963 | 1.29 | 0.777110 | 1.25 | 0.803185 | 1.00 | 0.996999 | 1.09 | 0.920752 | 1.06 | 0.944877 |
Roa | 1.02 | 0.978399 | 1.10 | 0.908525 | 1.05 | 0.948696 | 1.05 | 0.949551 | 1.60 | 0.625482 | 1.01 | 0.994555 |
Mean vif | 1.74 |
| 1.79 |
| 1.45 |
| 1.38 |
| 1.59 |
| 1.34 |
|