| 2016年 | 2015年 | 2014年 | ||||||
Variable | Coefficient Variance | Prob | Centered VIF | Coefficient Variance | Prob | Centered VIF | Coefficient Variance | Prob | Centered VIF |
C | 5.846049 | 0.3084 | NA | −71.30842 | 0.0000 | NA | −170.3475 | 0.0000 | NA |
EPS | 16.72268 | 0.0000 | 2.047581 | 4.659145 | 0.0000 | 1.656977 | 3.201285 | 0.0000 | 1.827929 |
NAPS^(1/3) | 17.03572 | 0.0000 | 3.104023 | 36.06214 | 0.0000 | 2.209053 | 63.78476 | 0.0000 | 3.849548 |
INVTRTRRAT | −0.000177 | 0.0000 | 1.029354 |
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LN(CR) |
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| −170.3475 | 0.0234 | 1.436897 |
LN(MIPS) |
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| 3.201285 | 0.0104 | 1.668485 |
LN(SIZE) |
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| 0.950872 | 0.0090 | 1.894704 |
OPITPRF^(1/5) | −0.638690 | 0.0000 | 1.092458 |
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STTO^(1/5) | 1.895577 | 0.0000 | 1.395426 | 7.296199 | 0.0000 | 1.341155 | 13.37009 | 0.0000 | 1.149704 |
PE^(1/5) | −0.671528 | 0.0190 | 1.031091 | −0.562012 | 0.0000 | 1.077055 | 0.404176 | 0.0239 | 1.041395 |
LN(PB) | 12.10422 | 0.0000 | 2.690604 | 17.48946 | 0.0000 | 1.843736 | 31.20742 | 0.0000 | 2.518478 |
LN(PS) |
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R2 | 0.799805 |
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| 0.760490 |
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| 0.777930 |
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Adjusted R2 | 0.799219 |
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| 0.759988 |
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| 0.777087 |
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D-W stat | 1.948403 |
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| 1.744647 |
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| 1.813776 |
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