Dependent Variable: RETURN_ON_AVERAGE_ASSETS |
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Method: Panel Least Squares |
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Date: 03/15/17 Time: 13:12 |
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Sample: 2008 2015 |
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Periods Included: 8 |
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Cross-Sections Included: 6 |
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Total Panel (Balanced) Observations: 48 |
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White Cross-Section Standard Errors & Covariance (d.f. Corrected) | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 5.316621 | 1.166040 | 4.559552 | 0.0001 |
LOGCOSTINCRA | −2.842124 | 0.424332 | −6.697881 | 0.0000 |
LOGTOTCAPITRATIO | 1.897028 | 0.373915 | 5.073422 | 0.0000 |
LOGIMP | −0.406702 | 0.126815 | −3.207048 | 0.0027 |
LOGLOANASSET | −3.958331 | 1.148668 | −3.446019 | 0.0014 |
Effects Specification | ||||
Cross-section fixed (dummy variables) | ||||
R-squared | 0.824155 | Mean dependent var | 2.101438 | |
Adjusted R-squared | 0.782507 | S.D. dependent var | 0.535285 | |
S.E. of regression | 0.249636 | Akaike info criterion | 0.245425 | |
Sum squared resid | 2.368087 | Schwarz criterion | 0.635259 | |
Log likelihood | 4.109791 | Hannan-Quinn criter. | 0.392744 | |
F-statistic | 19.78881 | Durbin-Watson stat | 1.842217 | |
Prob (F-statistic) | 0.000000 |
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