Professional Documents
Culture Documents
Coefficient
Std. Error
t-Statistic
Prob.
C
BIS
COST
DATEID
DEP_FUNDING
E_A
GDPG
INTERBANK
LA_DL
LA_DS
LINTEREST
LOS_DEP
LOSRES
NINTERST
NPL
SINTEREST
-0.316887
0.013248
-0.015778
4.37E-07
0.004939
0.051599
-3.48E-05
7.71E-06
-0.014043
0.002843
0.126022
-0.002011
-0.027719
-0.000387
-0.015330
-0.014975
0.253392
0.002040
0.001073
3.46E-07
0.001210
0.003411
8.32E-05
1.91E-05
0.001678
0.000838
0.023396
0.000516
0.011691
0.000957
0.007635
0.034202
-1.250581
6.495644
-14.70485
1.262020
4.081614
15.12546
-0.417561
0.403771
-8.369219
3.391620
5.386376
-3.896917
-2.370975
-0.404323
-2.007753
-0.437849
0.2112
0.0000
0.0000
0.2070
0.0000
0.0000
0.6763
0.6864
0.0000
0.0007
0.0000
0.0001
0.0178
0.6860
0.0448
0.6615
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.238184
0.234364
0.020574
1.266425
7422.174
62.36369
0.000000
0.003546
0.023512
-4.924317
-4.892355
-4.912822
1.192776
Statistic
Cross-section F
Cross-section Chi-square
4.270316
1267.336583
d.f.
Prob.
(327,2665)
327
0.0000
0.0000
Coefficient
Std. Error
t-Statistic
Prob.
C
BIS
COST
DATEID
DEP_FUNDING
E_A
GDPG
INTERBANK
LA_DL
LA_DS
LINTEREST
LOS_DEP
LOSRES
NINTERST
NPL
SINTEREST
-0.316887
0.013248
-0.015778
4.37E-07
0.004939
0.051599
-3.48E-05
7.71E-06
-0.014043
0.002843
0.126022
-0.002011
-0.027719
-0.000387
-0.015330
-0.014975
0.253392
0.002040
0.001073
3.46E-07
0.001210
0.003411
8.32E-05
1.91E-05
0.001678
0.000838
0.023396
0.000516
0.011691
0.000957
0.007635
0.034202
-1.250581
6.495644
-14.70485
1.262020
4.081614
15.12546
-0.417561
0.403771
-8.369219
3.391620
5.386376
-3.896917
-2.370975
-0.404323
-2.007753
-0.437849
0.2112
0.0000
0.0000
0.2070
0.0000
0.0000
0.6763
0.6864
0.0000
0.0007
0.0000
0.0001
0.0178
0.6860
0.0448
0.6615
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.238184
0.234364
0.020574
1.266425
7422.174
62.36369
0.000000
0.003546
0.023512
-4.924317
-4.892355
-4.912822
1.192776
Chi-Sq. d.f.
Prob.
128.118122
15
0.0000
Random
Var(Diff.)
Prob.
0.011125
-0.014865
0.000000
0.005017
0.043187
-0.000071
0.000006
-0.012585
0.003903
0.081321
-0.001897
-0.037659
-0.000802
-0.013465
0.081945
0.000002
0.000000
0.000000
0.000002
0.000021
0.000000
0.000000
0.000001
0.000000
0.008466
0.000000
0.000013
0.000000
0.000007
0.007689
0.2073
0.0001
0.6928
0.0195
0.0000
0.0008
0.7773
0.0000
0.9109
0.0075
0.1754
0.0083
0.0093
0.9225
0.0000
Test Summary
Cross-section random
Fixed
0.009407
-0.013240
0.000000
0.008383
0.017994
-0.000110
0.000011
-0.007403
0.003864
-0.164893
-0.001540
-0.047029
-0.001956
-0.013205
0.507614
Coefficient
Std. Error
t-Statistic
Prob.
C
BIS
COST
DATEID
DEP_FUNDING
E_A
GDPG
INTERBANK
LA_DL
LA_DS
LINTEREST
LOS_DEP
LOSRES
NINTERST
-0.266699
0.009407
-0.013240
3.65E-07
0.008383
0.017994
-0.000110
1.11E-05
-0.007403
0.003864
-0.164893
-0.001540
-0.047029
-0.001956
0.240137
0.002577
0.001106
3.27E-07
0.002073
0.006069
7.28E-05
2.60E-05
0.002117
0.000872
0.098217
0.000595
0.011459
0.001049
-1.110609
3.650708
-11.96761
1.116628
4.043050
2.964905
-1.505300
0.428706
-3.496608
4.430782
-1.678869
-2.588150
-4.104106
-1.864298
0.2668
0.0003
0.0000
0.2643
0.0001
0.0031
0.1324
0.6682
0.0005
0.0000
0.0933
0.0097
0.0000
0.0624
NPL
SINTEREST
-0.013205
0.507614
0.007822
0.100065
-1.688123
5.072848
0.0915
0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.500112
0.435962
0.017658
0.831001
8055.842
7.795896
0.000000
0.003546
0.023512
-5.128219
-4.443014
-4.881786
1.699219