Dependent Variable: TS | ||||
Method: Pooled EGLS (Cross-section weights) | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.269554 | 0.100684 | 2.677218 | 0.0095 |
AC | −0.004216 | 0.002233 | −1.888193 | 0.0636 |
MSR | 0.001476 | 0.022875 | 0.064513 | 0.9488 |
ASSER | −0.008704 | 0.004993 | −1.743080 | 0.0862 |
ROE | 0.078752 | 0.015653 | 5.031140 | 0.0000 |
LEV | 0.000845 | 0.011836 | 0.071418 | 0.9433 |
Fixed Effects (Cross) (略) | ||||
Weighted Statistics | ||||
R-squared | 0.895259 | Mean dependent var | 0.027519 | |
Adjusted R-squared | 0.832082 | S.D. dependent var | 0.025150 | |
S.E. of regression | 0.009134 | Sum squared resid | 0.005256 | |
F-statistic | 14.17064 | Durbin-Watson stat | 2.982456 | |
Prob (F-statistic) | 0.000000 |