Earning, Capital Management and Banking Specific Factors in Estimating Loan Loss Provisions
Table 4: Regression
| Variables | Local | Foreign |
| Fixed Effect with Robust | OLS with Robust | |
| Constant | 0.0117 (0.0130) | 0.1219 (0.2721) |
| EBTP | 1.0067(0.0019) *** | 0.9139 (0.2117) *** |
| CAP | 0.0011(0.0005) | 0.0293(0.0308) |
| ROA | -0.0038(0.0019) | -0.0519(0.1328) |
| TL | -0.0019(0.0029) | 0.0298(0.0633) |
| SZ | -0.2590(0.1294) ** | -0.9660 (0.3212) *** |
| LG | -0.0092(0.0048) | -0.0385(0.1023) |
| R2 | 0.9999 | 0.3500 |
| Adj. R2 | 4.77(0.0145) | 0.00 (1.0000) |
| F-statistic | 94327.78(0.0000) | 14.69 (0.0000) |
| BPLM test | 4.77(0.0145) | 0.00(1.0000) |
| Hausman | 15.77(0.0075) | |
| ModifiedWald (Heteroscedasticity) | 45.43(0.0000) | 2.6e+07(0.0000) |
| Wooldridge Test | 7.894(0.0204) | 436.211(0.0000) |