Using S.T. Leverage | |||||||||||||||||||||||
ROA | ROS | MCAP | |||||||||||||||||||||
Variable | C | Std. Error | t- Statistic | Prob | Effect | c | Std. Error | t- Statistic | Prob | Effect | c | Std. Error | t- Statistic | Prob | Effect | ||||||||
C | −0.3 | 0.077 | −3.953 | 0.0001 |
| −2.68 | 0.572 | −4.700 | 0 |
| 12. | 0.7 | 17.7 | 0 |
| ||||||||
FIRM_SIZE | 0.029 | 0.003 | 7.498 | 0 | Insignificant Positive | 0.17 | 0.028 | 6.066 | 0 | significant Positive | 0.30 | 0.0 | 8.5 | 0 | significant Positive | ||||||||
Leverage | −0.4 | 0.029 | −13.89 | 0 | significant Negative | −0.77 | 0.216 | −3.596 | 0.00 | significant Negative | −0. | 0.2 | −1. | 0.12 | Insignificant negative | ||||||||
INDUSTRY | 0.0 | 0.034 | 2.855 | 0.00 | significant Positive | 0.27 | 0.255 | 1.0705 | 0.2 | Insignificant Positive | −0.07 | 0.3 | −0. | 0.822 | Insignificant negative | ||||||||
AVERAGE_VD | −0.3 | 0.102 | −3.409 | 0.00 | significant Negative | −1.35 | 0.756 | −1.793 | 0.07 | Insignificant negative | 2.0 | 0.9 | 2.20 | 0.028 | significant Positive | ||||||||
R-squared | 0.4 | Mean dependent var | 0.0 |
| 0.12 | Mean dependent var | −0.03 |
| 0.2 | Mean dependent var | 19.77 |
| |||||||||||
Adjusted R-squared | 0.4 | S.D. dependent var | 0.1 |
| 0.11 | S.D. dependent var | 0.97 |
| 0.25 | S.D. dependent var | 1.326 |
| |||||||||||
S.E. of regression | 0.1 | Akaike info criterion | −1.31 |
| 0.91 | Akaike info criterion | 2.6 |
| 1.14 | Akaike info criterion | 3.125 |
| |||||||||||
Sum squared resid | 4.8 | Schwarz criterion | −1.2595 |
| 266 | Schwarz criterion | 2.739325 |
| 416. | Schwarz criterion | 3.184 |
| |||||||||||
Log likelihood | 217 | Hannan- Quinn criter. | −1.2 |
| −426 | Hannan- Quinn criter. | 2.704113 |
| −498.1 | Hannan- Quinn criter. | 3.149 |
| |||||||||||
F-statistic | 54 | Durbin- Watson stat | 0.934 |
| 11.0 | Durbin- Watson stat | 1.596898 |
| 28.29 | Durbin- Watson stat | 0.57 |
| |||||||||||
Prob(F-statistic) | 0 |
|
| 0 |
| 0 |
|
|
|
| 0 |
|
|
|
| ||||||||
EPS | Tobin’s Q | ||||||||||||||||||||||
Variable | C | Std. Error | t-Statistic | Prob | Effect | C | Std. Error | t-Statistic | Prob | Effect | |||||||||||||
C | 28.49 | 17.22 | 1.654355 | 0.099 |
| 1.111 | 0.328645 | 3.380528 | 0.0008 |
| |||||||||||||
FIRM_SIZE | −0.949 | 0.854 | −1.1112 | 0.2673 | Insignificant negative | −0.089 | 0.016296 | −5.457785 | 0 | significant negative | |||||||||||||
Leverage | −6.47 | 6.5109 | −0.994682 | 0.3206 | Insignificant negative | 2.394 | 0.124227 | 19.26833 | 0 | significant Positive | |||||||||||||
INDUSTRY | 1.582 | 7.6895 | 0.205788 | 0.8371 | Insignificant Positive | −0.237 | 0.146713 | −1.61777 | 0.1067 | Insignificant negative | |||||||||||||
AVERAGE_VD | −16.2 | 22.771 | −0.711715 | 0.4772 | Insignificant Positive | 1.003 | 0.434479 | 2.308706 | 0.0216 | significant Positive | |||||||||||||
R-squared | 0.0126 | Mean dependent var | −0.70627 |
| 0.544 | Mean dependent var | 0.528979 |
| |||||||||||||||
Adjusted R-squared | 0.0001 | S.D. dependent var | 27.62165 |
| 0.539 | S.D. dependent var | 0.775733 |
| |||||||||||||||
S.E. of regression | 27.61 | Akaike info criterion | 9.490304 |
| 0.527 | Akaike info criterion | 1.572034 |
| |||||||||||||||
Sum squared resid | 2418 | Schwarz criterion | 9.548915 |
| 88.03 | Schwarz criterion | 1.630645 |
| |||||||||||||||
Log likelihood | −1522 | Hannan-Quinn criter. | 9.513704 |
| −248.1 | Hannan-Quinn criter. | 1.595434 |
| |||||||||||||||
F-statistic | 1.014 | Durbin-Watson stat | 1.499682 |
| 94.65 | Durbin-Watson stat | 0.857801 |
| |||||||||||||||
Prob(F-statistic) | 0.400 |
|
|
|
| 0 |
|
|
|
| |||||||||||||