TP | Coef. | Std. Err. | t-value | p-value | [95% Conf. Interval] | |
FAM | −0.00065 | 0.00030 | −2.15 | 0.032** | −0.00124 | −0.00006 |
FOR | −0.00045 | 0.00017 | −2.63 | 0.008*** | −0.00078 | −0.00011 |
GOV | −0.00036 | 0.00022 | −1.65 | 0.100* | −0.00079 | 0.00007 |
INS | −0.00005 | 0.00016 | −0.32 | 0.749 | 0.00038 | 0.00027 |
SIZE | 0.00057 | 0.00193 | 0.30 | 0.766 | −0.00321 | 0.00436 |
ROA | 0.42357 | 0.03933 | 10.77 | 0.000*** | 0.34644 | 0.50070 |
LEV | −0.04667 | 0.01104 | −4.23 | 0.000*** | −0.06832 | −0.02504 |
Year dummy | Yes | Yes | Yes | Yes | Yes | |
Sector dummy | Yes | Yes | Yes | Yes | Yes | |
Constant | −0.33139 | 0.05840 | −5.67 | 0.000*** | −0.44592 | −0.21686 |
Mean dependent var | −0.258 | SD dependent var | 0.158 | |||
R-squared | 0.203 | Number of obs. | 1923 | |||
F-test | 18.094 | Prob > F | 0.000 | |||
Akaike crit. (AIC) | −2041.443 | Bayesian crit. (BIC) | −1924.649 |