APPENDIX 7
REGRESSION ANALYSIS OF CONVENTIONAL BANKS FOR THE PERIOD OF 2003 – 2008
LINEAR REGRESSION ANALYSIS
Variables Entered/Removedb /Model / Variables Entered / Variables Removed / Method /
1 / SIZEBNK, EQLOAN, LLPNR, LOANTA, OVERHTA, LATA, CFTA, CFSTA, EQTA, LEVa / . / Enter /
a. All requested variables entered.
b. Dependent Variable: ROE
Model Summary
Model / R / R Square / Adjusted R Square / Std. Error of the Estimate
1 / .807a / .651 / .467 / 9.31789
a. Predictors: (Constant), SIZEBNK, EQLOAN, LLPNR, LOANTA, OVERHTA, LATA, CFTA, CFSTA, EQTA, LEV
ANOVAb
Model / Sum of Squares / df / Mean Square / F / Sig.
1 / Regression / 3075.938 / 10 / 307.594 / 3.543 / .009a
Residual / 1649.638 / 19 / 86.823
Total / 4725.575 / 29
a. Predictors: (Constant), SIZEBNK, EQLOAN, LLPNR, LOANTA, OVERHTA, LATA, CFTA, CFSTA, EQTA, LEV
b. Dependent Variable: ROE
Coefficientsa /
Model / Unstandardized Coefficients / Standardized Coefficients / t / Sig. /
B / Std. Error / Beta /
1 / (Constant) / -2992.809 / 763.188 / -3.921 / .001 /
CFSTA / 3.438 / 1.091 / 3.132 / 3.152 / .005 /
CFTA / -.581 / .433 / -.721 / -1.344 / .195 /
EQTA / 23.946 / 8.147 / 3.063 / 2.939 / .008 /
EQLOAN / -.616 / 2.391 / -.236 / -.257 / .800 /
LOANTA / -.589 / .995 / -.570 / -.592 / .561 /
LATA / 23.463 / 5.993 / 3.204 / 3.915 / .001 /
OVERHTA / .275 / .145 / .631 / 1.899 / .073 /
LEV / 2.697 / 1.219 / 2.783 / 2.212 / .039 /
LLPNR / -4.072 / .957 / -1.166 / -4.256 / .000 /
SIZEBNK / 60.231 / 18.046 / 1.926 / 3.338 / .003 /
a. Dependent Variable: ROE