Econometrics 2

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Regression analysis :

Regression analysis is a reliable method of identifying which variables have impact
on a topic of interest. The process of performing a regression allows you to confidently
determine which factors matter most, which factors can be ignored, and how these
factors influence each other.

Linear Regression ; Linear regression attempts to model the relationship


between two variables by fitting a linear equation to observed data. One variable is
considered to be an explanatory variable, and the other is considered to be a
dependent variable. For example, a modeler might want to relate the weights of
individuals to their heights using a linear regression model.

1 Here we are doing the linear between dependent variable CAR &
Independent variable ROA
SUMMARY OUTPUT

Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

ANOVA
 
Regression
Residual

Intercept

ROA

INTERPRETION

2 Here we are doing the linear between dependent variable CAR & Independent va
SUMMARY
OUTPUT

Regression
Statistics  
Multiple R 0.146338484
R Square 0.021414952
Adjusted R Square 0.016842124
Standard Error 3.362051831
Observations 216

ANOVA
Signific
  df SS MS F F
Regression 1 52.93477939 52.93477939 4.683087784 0.03156
Residual 214 2418.925998 11.30339251    
Total 215 2471.860777      
Standard
  Coefficients Error t Stat P-value Lower
Intercept 9.224479979 0.313122276 29.45967341 3.02713E-77 8.60728
ROE 0.040978779 0.018936201 2.164044312 0.031568272 0.00365

INTERPRETATION

3 here we are doing the liner between dependent variable CAR & INDEPENDENT VARIblLE NPA

SUMMARY
OUTPUT

Regression
Statistics  
Multiple R 0.175178794
R Square 0.03068761
Adjusted R Square 0.026158113
Standard Error 3.346085227
Observations 216

ANOVA
  df SS MS F Signific
Regression 1 75.85549907 75.85549907 6.775058865 0.009
Residual 214 2396.005278 11.19628635    
Total 215 2471.860777      

Standard
  Coefficients Error t Stat P-value Lowe
Intercept 10.2842068 0.323181276 31.82179031 4.36006E-83 9.647
NPA -0.268950337 0.103327413 -2.602894325 0.009890582 -0.472

INTERPRETATION :

MUTIPLE REGRESSION ANALYSIS : Multiple regression is a statistical technique th


between a single dependent variable and several independent variables. The obje
the independent variables whose values are known to predict the value of the single de
3 Here we are doing the linear between dependent variable CAR & Independent v
SUMMARY
OUTPUT  

Regression
Statistics  
Multiple R 0.180966942
R Square 0.032749034
Adjusted R Square 0.01906152
Standard Error 3.358254913
Observations 216

ANOVA
  df SS MS F Significan
Regression 3 80.95105278 26.98368426 2.392621103 0.06952
Residual 212 2390.909725 11.27787606    
Total 215 2471.860777      

Standard
  Coefficients Error t Stat P-value Lower 9
Intercept 10.08528966 0.713672862 14.13153027 2.18396E-32 8.67848
ROA 0.076952421 0.121604217 0.632810464 0.527539394 -0.16275
ROE 0.001339611 0.031504334 0.042521486 0.966123005 -0.06076
-
NPA 0.231333512 0.166481286 -1.389546648 0.166124165 -0.55950

INTERPRETATION

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