Instrumental variables (2SLS) Regression

Source

SS

df

MS

Number of obs=

68

Model

7.92314348

8

0.990392935

F(8, 59)=

10.41

Residual

5.61510799

59

0.095171322

Prob > F=

0.000

Total

13.5382515

67

0.202063455

R-squared=

0.5852

Adj R-squared=

0.5290

Root MSE=

0.3085

ROA_FP

Coef.

Std. Err.

t

p > |t|

[95% Conf.

Interval]

CDLTY_CG

0.0773686

0.13136435

0.59

0.559

−0.1860494

0.3407865

AQ_CG

0.2622609

0.1357035

1.93

0.058

−0.0092811

0.533803

BS_CG

0.0590171

0.0266435

2.22

0.031

0.0057035

0.1123307

INSH_CG

0.2012691

0.0433278

4.65

0.000

0.1145705

0.2879677

IND_CG

0.022203

0.0048627

4.57

0.000

0.0124726

0.0319333

LEVRG

−0.0129635

0.020104

−0.64

0.522

−0.0531915

0.0272645

TMSH_CG

0.0029621

0.0056082

0.53

0.599

−0.0082598

0.014184

LISH_CG

0.0167414

0.0067361

2.49

0.016

0.0032626

0.0302203

_cons

−0.8887051

2.095129

−0.42

0.673

−5.081049

3.303639

Mean dependent var

1.337

SD dependent var

0.450

R-squared

0.585

Number of obs

68

F-test

10.406

Prob > F

0.000

*** p < 0.01, ** p < 0.05, * p < 0.1.

No endogenous variable