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Absolute Regression Analysis of ROA

The document presents regression analysis results with ROA as the dependent variable, showing significant predictors including CAR, LDR, BOPO, and NPL, with a model R-squared of 0.749. It also includes a second regression analysis with AB_RES as the dependent variable, which shows a lower R-squared of 0.210 and non-significant predictors. The ANOVA results indicate strong significance for the ROA model (p < .001) but not for the AB_RES model (p = .075).

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0% found this document useful (0 votes)
5 views8 pages

Absolute Regression Analysis of ROA

The document presents regression analysis results with ROA as the dependent variable, showing significant predictors including CAR, LDR, BOPO, and NPL, with a model R-squared of 0.749. It also includes a second regression analysis with AB_RES as the dependent variable, which shows a lower R-squared of 0.210 and non-significant predictors. The ANOVA results indicate strong significance for the ROA model (p < .001) but not for the AB_RES model (p = .075).

Uploaded by

velaa a
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Regression

Variables Entered/Removeda

Model Variables Entered Variables RemovedMethod

1 CAR , LDR , BOPO , . Enter


NPLb

a. Dependent Variable: ROA

b. All requested variables entered.

Model Summaryb

Std. Error of the


Model R R Square Adjusted R Square Estimate Durbin-Watson

1 .865a .749 .720 .79841 1.959

a. Predictors: (Constant), CAR , LDR , BOPO , NPL

b. Dependent Variable: ROA

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 66.407 4 16.602 26.043 <.001b


Residual 22.311 35 .637

Total 88.718 39

a. Dependent Variable: ROA

b. Predictors: (Constant), CAR , LDR , BOPO , NPL

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance VIF

1 (Constant) 17.265 1.504 11.478 <.001

BOPO -.126 .020 -.665 -6.208 <.001 .627 1.595

NPL -.052 .014 -.444 -3.783 <.001 .522 1.916

LDR 1.435 .169 .892 8.511 <.001 .654 1.528

CAR .042 .051 .074 .813 .422 .860 1.163

a. Dependent Variable: ROA

Collinearity Diagnosticsa

Variance Proportions

Model Dimension Eigenvalue Condition Index (Constant) BOPO NPL LDR CAR

1 1 4.753 1.000 .00 .00 .00 .01 .00

2 .218 4.671 .00 .00 .00 .69 .01

3 .016 17.077 .02 .11 .01 .07 .78

4 .009 23.334 .18 .03 .89 .18 .02


5 .004 34.617 .79 .86 .10 .06 .19

a. Dependent Variable: ROA

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value 4.4666 8.9682 6.3327 1.30489 40

Std. Predicted Value -1.430 2.020 .000 1.000 40

Standard Error of Predicted .170 .468 .275 .062 40


Value

Adjusted Predicted Value 4.3839 8.8603 6.3237 1.30494 40

Residual -1.41466 1.80185 .00000 .75636 40

Std. Residual -1.772 2.257 .000 .947 40

Stud. Residual -1.903 2.519 .005 1.026 40

Deleted Residual -1.63123 2.24458 .00900 .88977 40

Stud. Deleted Residual -1.980 2.744 .010 1.057 40

Mahal. Distance .800 12.448 3.900 2.310 40

Cook's Distance .000 .312 .037 .068 40

Centered Leverage Value .021 .319 .100 .059 40

a. Dependent Variable: ROA

Charts
NPar Tests

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 40

Normal Parametersa,b Mean .0000000


Std. Deviation .75636209

Most Extreme Differences Absolute .080

Positive .080

Negative -.050

Test Statistic .080

Asymp. Sig. (2-tailed)c .200d

Monte Carlo Sig. (2-tailed)e Sig. .748

99% Confidence Interval Lower Bound .736

Upper Bound .759

a. Test distribution is Normal.

b. Calculated from data.

c. Lilliefors Significance Correction.

d. This is a lower bound of the true significance.

e. Lilliefors' method based on 10000 Monte Carlo samples with starting seed 926214481.

Regression

Variables Entered/Removeda

Model Variables Entered Variables RemovedMethod

1 CAR , LDR , BOPO , . Enter


NPLb

a. Dependent Variable: AB_RES


b. All requested variables entered.

Model Summary

Std. Error of the


Model R R Square Adjusted R Square Estimate

1 .459a .210 .120 .43353644

a. Predictors: (Constant), CAR , LDR , BOPO , NPL

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 1.752 4 .438 2.330 .075b

Residual 6.578 35 .188

Total 8.330 39

a. Dependent Variable: AB_RES

b. Predictors: (Constant), CAR , LDR , BOPO , NPL

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 1.635 .817 2.002 .053

BOPO .012 .011 .205 1.083 .286

NPL -.015 .008 -.405 -1.949 .059


LDR .036 .092 .072 .388 .701

CAR -.039 .028 -.230 -1.420 .164

a. Dependent Variable: AB_RES

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