Dependent Variable: TS | ||||
Method: Pooled EGLS (Cross-section weights) | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.098569 | 0.036055 | 2.733871 | 0.0067 |
AC | 0.001820 | 0.000678 | 2.682368 | 0.0078 |
MSR | −0.011094 | 0.003282 | −3.379943 | 0.0008 |
ASSET | −0.005168 | 0.001805 | −2.863392 | 0.0045 |
ROE | 0.189461 | 0.013986 | 13.54614 | 0.0000 |
LEV | −0.016900 | 0.005000 | −3.379818 | 0.0008 |
Fixed Effects (Cross) (略) | ||||
Weighted Statistics | ||||
R-squared | 0.972700 | Mean dependent var | 0.051928 | |
Adjusted R-squared | 0.958405 | S.D. dependent var | 0.078750 | |
S.E. of regression | 0.015604 | Sum squared resid | 0.066956 | |
F-statistic | 68.04378 | Durbin-Watson stat | 2.743366 | |
Prob (F-statistic) | 0.000000 |