Таблица 16. Оценка адекватности регрессионной модели (STATA)
White's test for
|
Ho: homoskedasticity
|
against
|
Ha: heteroskedasticity
|
chi2(26) =
|
27,00
|
|
Prob> chi2 =
|
0,4093
|
|
Source
|
chi2
|
df
|
p
|
Heteroskedasticity
|
27,00
|
26
|
0.4093
|
Skewness
|
15,44
|
12
|
0,2182
|
Kurtosis
|
0,77
|
1
|
0,3809
|
Total
|
43,21
|
39
|
0,2962
|
|
|
|
|
Таблица 17. Результаты регрессионного анализа изменения показателя финансовой устойчивости
Merger related changes in capasset
|
Coefficient
|
Stand.Error
|
capasset t-1
|
-0,165
|
|
|
|
(0,12)
|
relatcapasset
|
-0,085
|
|
|
|
(0,063)
|
relsize
|
-0,002
|
|
|
|
(0,007)
|
inf
|
-0,364
|
|
|
|
(0,44)
|
cb
|
(dropped)
|
|
|
|
|
regul_strength
|
0,265
|
|
|
|
(0,38)
|
di
|
-0,799
|
|
|
|
(1,94)
|
bank_concentration
|
0,013
|
|
|
|
(0,009)
|
inf_relat
|
0,054
|
|
|
|
(0,11)
|
cb_regul
|
-0,618
|
|
|
|
(0,38)
|
cb_di
|
2,666
|
|
|
|
(2,48)
|
half gdpgrowth_t_c
|
0,459
|
|
|
|
(0,13)
|
half gdpgrowth_acq_c
|
-0,599
|
|
|
|
(0,21)
|
Constant
|
-0,090
|
|
|
|
(1,46)
|
Observations
|
27
|
|
|
|
|
Adj. R-squared
|
0,607
|
|
|
|
|
F- Stat
|
4,36
|
|
Таблица 18. Результаты регрессионного анализа изменения показателя рентабельности
Merger related changes in ROA
|
Coefficient
|
Stand.Error
|
ROA t-1
|
0,205
|
|
|
|
(0,42)
|
relatroa
|
0,041
|
|
|
|
(0,08)
|
relsize
|
0,001
|
|
|
|
(0,003)
|
inf
|
-0,468
|
|
|
|
(0,20)
|
cb
|
(dropped)
|
|
|
|
|
regul_strength
|
-0,260
|
|
|
|
(0,16)
|
di
|
0,817
|
|
|
|
(0,84)
|
bank_concentration
|
-0,003
|
|
|
|
(0,003)
|
inf_relatroa
|
-0,139
|
|
|
|
(0,22)
|
cb_regul
|
-0,171
|
|
|
|
(0,16)
|
cb_di
|
-0,296
|
|
|
|
(1,08)
|
half gdpgrowth_t_c
|
1,540
|
|
|
|
(1,03)
|
half gdpgrowth_acq_c
|
-0,035
|
|
|
|
(0,09)
|
Constant
|
0,328
|
|
|
|
(0,64)
|
Observations
|
27
|
|
|
|
|
Adj. R-squared
|
0,191
|
|
|
|
|
F-Stat
|
1,51
|
| |
Скачать 0.77 Mb.