Dữ liệu: Dữ liệu 50 doanh nghiệp niêm yết .
xlsx
1. Tóm tắt dữ liệu
Variable X X.1 X.2 X.3 X.4 X.5
Length:5 Class :c Mode :c
...1
0 haracter haracter
3rd
Min. : 1st Qu.: Median : Mean : Max. :4
t Qu.:104
538 14281 41435 77445 77945
729
Min. : 1st Qu.: Median : Mean : 3rd Qu.: Max. :1
DE
0.1538 0.8004 1.4816 3.8083 5.5367 7.3194
Min. :- 1st Qu.: Median : Mean : 3rd Qu.: Max. :
ROE 0.00975 0.01227 0.02875 0.02930 0.04264 0.07139
2 3 5 5 7 9
1st Median : Mean : 3rd Max. :2
Min. :4.
TotalAss Qu.:2.04 7.334e+ 3.661e+ Qu.:4.69 .856e+0
496e+06
ets 4e+07 07 08 0e+08 9
Revenu Min. :- 1st Qu.: Median : Mean : 3rd Qu.: Max. :
eGrowth 19.6055 -0.5624 -0.0917 0.6964 0.2818 28.9075
1st Median : Mean : 3rd Max. :2
Min. :1.
Debt Qu.:1.07 3.718e+ 3.155e+ Qu.:3.46 .700e+0
190e+06
1e+07 07 08 6e+08 9
1st Qu.: Median : Mean : 3rd Qu.: Max. :2
Min. :
Equity 1237636 2673039 5051498 6023999 2339600
1223378
7 8 2 7 9
3rd
Min. :- 1st Qu.: Median : Mean : Max. :8
Qu.:263
NI2025 476430 210810 808214 1663780 701726
7915
Min. : - 1st Qu.: Median : Mean : 3rd Qu.: Max. :1
NI2024 304642 244018 936792 1973897 2123178 4103691
1st 3rd
Min. :6. Median : Mean : Max. :9
Qu.:7.30 Qu.:8.66
LogTA 653 7.865 7.955 .456
9 9
2. Kết quả mô hình hồi quy
term estimate std.error statistic p.value
(Intercep - 146,841. - 0.00000
t) 875,943. 5.96522 0351633
term estimate std.error statistic p.value
7942 587 97 2
- - 0.01328
3,467.54
DE 8,938.68 2.57781 8224675
0
71 81 7
0.80979
122,065. 504,177. 0.24210
ROE 7088959
0710 759 72
4
0.00000
123,613. 19,859.9 6.22428
LogTA 0144955
8098 36 03
7
0.63612
Revenu 786.121 1,650.25 0.47636
0831457
eGrowth 8 8 28
7
3. Kiểm tra đa cộng tuyến (VIF)
Variable VIF
2.74779
DE
2
1.21546
ROE
6
2.80454
LogTA
5
Revenu 1.06902
eGrowth 3
4. Kiểm tra phân phối phần dư
Shapiro-Wilk normality testdata: residuals(model)W = 0.85152, p-value = 1.701e-05
4.1. Phân phối phần dư
5. Kiểm tra phương sai thay đổi (Breusch-Pagan test)
studentized Breusch-Pagan testdata: modelBP = 6.1084, df = 4, p-value = 0.1912
6. Bảng hệ số hồi quy
term estimate std.error statistic p.value
- - 0.00000
(Intercep 146,841.
875,943. 5.96522 0351633
t) 587
7942 97 2
- - 0.01328
3,467.54
DE 8,938.68 2.57781 8224675
0
71 81 7
0.80979
122,065. 504,177. 0.24210
ROE 7088959
0710 759 72
4
0.00000
123,613. 19,859.9 6.22428
LogTA 0144955
8098 36 03
7
0.63612
Revenu 786.121 1,650.25 0.47636
0831457
eGrowth 8 8 28
7