ROA | Coef. | St.Err. | t-value | p-value | [95% Conf | Interval] | Sig |
INAQ | 0.025 | 0.004 | 6.13 | 0 | 0.017 | 0.033 | *** |
TAT | 0.055 | 0.033 | 1.65 | 0.102 | −0.011 | 0.121 |
|
Size | 0.047 | 0.023 | 2.05 | 0.043 | 0.001 | 0.093 | ** |
LE | −0.161 | 0.076 | −2.13 | 0.036 | −0.312 | −0.011 | ** |
Share | −0.001 | 0.001 | −1.88 | 0.063 | −0.003 | 0 | * |
Growth | 0.025 | 0.022 | 1.14 | 0.258 | −0.019 | 0.069 |
|
LnB | 0.019 | 0.02 | 0.91 | 0.367 | −0.022 | 0.059 |
|
2017b | 0 | . | . | . | . | . |
|
2018 | −0.004 | 0.003 | −1.08 | 0.282 | −0.01 | 0.003 |
|
2019 | −0.01 | 0.005 | −1.76 | 0.082 | −0.02 | 0.001 | * |
2020 | −0.011 | 0.006 | −1.74 | 0.084 | −0.024 | 0.002 | * |
2021 | −0.016 | 0.01 | −1.63 | 0.107 | −0.035 | 0.003 |
|
Constant | −1.035 | 0.485 | −2.13 | 0.035 | −1.997 | −0.073 | ** |
Mean dependent var | 0.052 | SD dependent var | 0.047 | ||||
R-squared | 0.323 | Number of obs | 500 | ||||
F-test | 8.167 | Prob > F | 0.000 | ||||
Akaike crit. (AIC) | −2294.554 | Bayesian crit. (BIC) | −2248.193 |