Heteroskedasticity Test: White

F-statistic 13.92334 Prob. F(44,116) 0.0000

Obs*R-squared 135.3682 Prob. Chi-Square(44) 0.0000
Scaled explained SS 181.1751 Prob. Chi-Square(44) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/26/17 Time: 16:48
Sample: 1 161
Included observations: 161

Variable Coefficient Std. Error t-Statistic Prob.

C -0.002249 0.000515 -4.371122 0.0000

CAR^2 -0.008651 0.002270 -3.810428 0.0002
CAR*LDR -0.002407 0.001435 -1.677129 0.0962
CAR*AU -0.002054 0.001106 -1.857258 0.0658
CAR*RL -0.002769 0.000703 -3.941010 0.0001
CAR*NPL 0.008910 0.006760 1.317993 0.1901
CAR*TA -1.92E-10 1.68E-10 -1.142469 0.2556
CAR*LEV 0.000928 0.002291 0.405193 0.6861
CAR*BOPO 0.001466 0.000638 2.296239 0.0235
CAR 0.006129 0.001935 3.168230 0.0020
LDR^2 -0.002269 0.000397 -5.720741 0.0000
LDR*AU -0.001181 0.000604 -1.957327 0.0527
LDR*RL 0.000199 0.000258 0.772462 0.4414
LDR*NPL -0.012442 0.003796 -3.277628 0.0014
LDR*TA 1.48E-10 6.72E-11 2.196802 0.0300
LDR*LEV 0.002849 0.001209 2.356137 0.0201
LDR*BOPO -0.001167 0.000367 -3.181143 0.0019
LDR 0.004540 0.000760 5.972023 0.0000
AU^2 -0.002095 0.000652 -3.210904 0.0017
AU*RL -0.000384 0.000211 -1.816134 0.0719
AU*NPL 0.005472 0.003511 1.558778 0.1218
AU*TA 3.62E-11 4.42E-11 0.818776 0.4146
AU*LEV -0.001645 0.001227 -1.340696 0.1826
AU*BOPO -0.001695 0.000612 -2.770577 0.0065
AU 0.003074 0.000720 4.265891 0.0000
RL^2 -2.10E-05 0.000131 -0.159955 0.8732
RL*NPL 0.001016 0.001881 0.540390 0.5900
RL*TA -4.71E-12 2.54E-11 -0.185833 0.8529
RL*LEV -0.000193 0.000812 -0.237749 0.8125
RL*BOPO 0.000451 0.000116 3.880273 0.0002
RL 1.08E-05 0.000398 0.027204 0.9783
NPL^2 0.004886 0.010865 0.449719 0.6538
NPL*TA 1.24E-09 6.20E-10 1.995183 0.0484
NPL*LEV 0.003962 0.007098 0.558173 0.5778
NPL*BOPO -0.010499 0.002136 -4.915426 0.0000
NPL 0.010141 0.003330 3.045789 0.0029
TA^2 6.42E-18 3.24E-18 1.983265 0.0497
TA*LEV -1.95E-10 1.50E-10 -1.296282 0.1975
TA*BOPO 1.38E-11 3.28E-11 0.421722 0.6740
TA -1.72E-10 7.31E-11 -2.359052 0.0200
LEV^2 0.002514 0.002405 1.045420 0.2980
LEV*BOPO 0.004932 0.000817 6.039600 0.0000
LEV -0.006035 0.001634 -3.693019 0.0003
BOPO^2 0.000129 0.000147 0.876719 0.3825
BOPO 0.000334 0.000431 0.775163 0.4398

R-squared 0.840796 Mean dependent var 4.89E-06

Adjusted R-squared 0.780409 S.D. dependent var 8.51E-06
S.E. of regression 3.99E-06 Akaike info criterion -21.79633
Sum squared resid 1.84E-09 Schwarz criterion -20.93507
Log likelihood 1799.605 Hannan-Quinn criter. -21.44662
F-statistic 13.92334 Durbin-Watson stat 1.865836
Heteroskedasticity Test: White

F-statistic 11.77665 Prob. F(8,152) 0.0000

Obs*R-squared 61.60646 Prob. Chi-Square(8) 0.0000
Scaled explained SS 82.45329 Prob. Chi-Square(8) 0.0000

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 10/26/17 Time: 17:12
Sample: 1 161
Included observations: 161

Variable Coefficient Std. Error t-Statistic Prob.

C -1.29E-05 9.01E-06 -1.433492 0.1538

CAR^2 7.02E-05 8.67E-05 0.809037 0.4198
LDR^2 -1.21E-05 1.00E-05 -1.203653 0.2306
AU^2 0.000129 0.000147 0.873478 0.3838
RL^2 -1.31E-05 3.50E-06 -3.731672 0.0003
NPL^2 -0.002122 0.000716 -2.964028 0.0035
BOPO^2 4.60E-05 5.90E-06 7.791032 0.0000
TA^2 -2.87E-19 1.26E-19 -2.268981 0.0247
LEV^2 0.000809 0.000321 2.521461 0.0127

R-squared 0.382649 Mean dependent var 4.89E-06

Adjusted R-squared 0.350157 S.D. dependent var 8.51E-06
S.E. of regression 6.86E-06 Akaike info criterion -20.88828
Sum squared resid 7.15E-09 Schwarz criterion -20.71603
Log likelihood 1690.507 Hannan-Quinn criter. -20.81834
F-statistic 11.77665 Durbin-Watson stat 1.415314
Prob(F-statistic) 0.000000
Dependent Variable: ROA
Method: Least Squares
Date: 10/26/17 Time: 17:13
Sample (adjusted): 1 161
Included observations: 161 after adjustments
White heteroskedasticity-consistent standard errors & covariance

Variable Coefficient Std. Error t-Statistic Prob.

C 0.069139 0.006652 10.39308 0.0000

CAR -0.021046 0.009256 -2.273725 0.0244
LDR -0.012714 0.004179 -3.042745 0.0028
AU -0.028483 0.005778 -4.929537 0.0000
RL 0.000822 0.002119 0.388214 0.6984
NPL -0.156109 0.034929 -4.469288 0.0000
TA -1.86E-09 4.00E-10 -4.648090 0.0000
BOPO -0.018940 0.008095 -2.339799 0.0206
LEV 0.015159 0.011357 1.334779 0.1839

R-squared 0.585303 Mean dependent var 0.027703

Adjusted R-squared 0.563477 S.D. dependent var 0.003446
S.E. of regression 0.002277 Akaike info criterion -9.277974
Sum squared resid 0.000788 Schwarz criterion -9.105721
Log likelihood 755.8769 Hannan-Quinn criter. -9.208032
F-statistic 26.81663 Durbin-Watson stat 0.863998
Prob(F-statistic) 0.000000 Wald F-statistic 31.78921
Prob(Wald F-statistic) 0.000000