Variable | Largest Reduction | B | C | D | Largest Increase | General | ||||||
Coef. | P > [z] | Coef. | P > [z] | Coef. | P > [z] | Coef. | P > [z] | Coef. | P > [z] | Coef. | P> [z] | |
L1 Alav | −0.0076645 | 0.825 | −0.0573503 | 0.511 | 0.2625204 | 0.000* | 0.5968177 | 0.000* | 0.5375475 | 0.000* | 0.2627613 | 0.000* |
Roe | 0.0000798 | 0.395 | −0.0022367 | 0.651 | 0.0135819 | 0.000* | −0.0055303 | 0.000* | −0.0003604 | 0.056*** | 0.005577 | 0.000* |
Roa | −0.0000508 | 0.595 | 0.0011195 | 0.838 | −0.0884987 | 0.000* | −0.2868983 | 0.000* | 0.0053203 | 0.525 | −0.0041947 | 0.000* |
Div | −0.0000448 | 0.559 | 0.0012417 | 0.446 | −0.0002098 | 0.000* | −0.0007938 | 0.156 | 0.0010921 | 0.044** | −0.0002716 | 0.000* |
Log_tam | −0.0085507 | 0.368 | −0.0808887 | 0.011** | 0.4717553 | 0.000* | 0.0142551 | 0.190 | 0.0504253 | 0.000* | 0.4862411 | 0.000* |
Log_pl |
|
|
|
| −0.45453 | 0.000* |
|
|
|
| −0.4698796 | 0.000* |
Sz | 0.0190651 | 0.319 | 0.0218857 | 0.651 | −0.0040442 | 0.446 | −0.0913983 | 0.000* | −0.023283 | 0.002** | −0.0276325 | 0.002** |
Tang | 0.0529378 | 0.704 | 0.0211781 | 0.293 | 0.0147423 | 0.120 | −0.0177705 | 0.287 | 0.0621049 | 0.000* | −0.000377 | 0.971 |
Sg | 0.0054094 | 0.647 | −0.00983 | 0.110 | −8.24e−06 | 0.700 | −6.35e−06 | 0.942 | 0.0004224 | 0.000* | 0.0000966 | 0.000* |
Mtk | 0.9943422 | 0.000* | 0.9475173 | 0.000* | −0.0001081 | 0.005** | −0.0026935 | 0.000* | 0.0042076 | 0.000* | 0.0000397 | 0.881 |
Cha | 0.0001686 | 0.970 | 0.0206558 | 0.262 | −0.0011205 | 0.870 | −0.0822428 | 0.000* | −0.032543 | 0.000* | −0.0335443 | 0.000* |
Capex | 1.25e−09 | 0.909 | −2.50e−09 | 0.549 | −1.75e−09 | 0.001** | −2.68e−10 | 0.709 | −5.81e−09 | 0.074*** | −7.49e−10 | 0.040** |
Indus. | 0.0635423 | 0.381 | −0.0894027 | 0.946 | − | − | −0.0617608 | 0.050** |
|
| −0.0354129 | 0.635 |
Comer. |
|
|
|
| 0.0652525 | 0.236 |
|
| 0.0053427 | 0.909 | − | − |
Serv. | 0.0663149 | 0.460 | −0.0362687 | 0.929 | 0.0818674 | 0.022** | −0.046649 | 0.094*** | −0.1001022 | 0.001** | −0.0851584 | 0.122 |
_Cons | −0.050186 | 0.624 | 0.4434643 | 0.459 | 0.0421636 | 0.390 | 0.2561346 | 0.000 | 0.000122 | 0.997 | 0.16537 | 0.002 |
Sargan |
| 1.0000 |
| 1.0000 |
| 0.0834 |
| 0.1352 |
| 0.9175 |
| 0.0387 |
Abond 1 order | −0.9815 | 0.3263 | −0.31126 | 0.7556 | −4.8384 | 0.0000 | −6.3687 | 0.0000 | −5.3655 | 0.0000 | −6.3071 | 0.0000 |
Abond 2 order | 0.22268 | 0.8238 | −0.9145 | 0.3605 | −0.99027 | 0.3220 | −1.8869 | 0.0592 | −1.3924 | 0.1638 | −1.9024 | 0.0571 |