Dependent Variable: TS | ||||
Method: Pooled EGLS (Cross-section weights) | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.467116 | 0.137866 | 3.388198 | 0.0014 |
AC | 0.025506 | 0.006201 | 4.113468 | 0.0001 |
MSR | 0.044144 | 0.021827 | 2.022408 | 0.0484 |
ASSET | −0.039461 | 0.008361 | −4.719673 | 0.0000 |
ROE | 0.144892 | 0.028834 | 5.024970 | 0.0000 |
LEV | −0.011513 | 0.019087 | −0.603186 | 0.5491 |
Fixed Effects (Cross) (略) | ||||
Weighted Statistics | ||||
R-squared | 0.934798 | Mean dependent var | 0.058094 | |
Adjusted R-squared | 0.893887 | S.D. dependent var | 0.058687 | |
S.E. of regression | 0.016391 | Sum squared resid | 0.013703 | |
F-statistic | 22.84952 | Durbin-Watson stat | 3.108235 | |
Prob (F-statistic) | 0.000000 |