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  • Model 1 ROA

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    Van Joshua Nunez
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    This document summarizes the results of an ordinary least squares (OLS) regression model with return on assets (ROA) as the dependent variable. The independent variables are a constant and ESGCombinedScore. The regression shows that ESGCombinedScore has a negative coefficient that is statistically significant at the 5% level, while controlling for the constant. Various regression statistics like R-squared, F-statistic, and information criteria are also reported.

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    Model-1-ROA

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    This document summarizes the results of an ordinary least squares (OLS) regression model with return on assets (ROA) as the dependent variable. The independent variables are a constant and ESGCombinedScore. The regression shows that ESGCombinedScore has a negative coefficient that is statistically significant at the 5% level, while controlling for the constant. Various regression statistics like R-squared, F-statistic, and information criteria are also reported.

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    12 views1 page

    Model 1 ROA

    Uploaded by

    Van Joshua Nunez
    This document summarizes the results of an ordinary least squares (OLS) regression model with return on assets (ROA) as the dependent variable. The independent variables are a constant and ESGCombinedScore. The regression shows that ESGCombinedScore has a negative coefficient that is statistically significant at the 5% level, while controlling for the constant. Various regression statistics like R-squared, F-statistic, and information criteria are also reported.

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    of 1

    {\rtf1\par

    \qc
    Model 1: OLS, using observations 1-600\par
    Dependent variable: ROA\par
    \par
    {\trowd \trqc \trgaph30\trleft-30\trrh262\cellx1900\cellx3300\cellx4700\cellx6100\
    cellx7500\cellx8000
    \intbl \qc {\i }\cell \qc {\i Coefficient}\cell \qc {\i Std. Error}\cell \qc {\i
    t-ratio}\cell \qc {\i p-value}\cell \ql \cell \intbl \row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx1900\cellx3300\cellx4700\cellx6100\
    cellx7500\cellx8000
    \intbl\ql const\cell \qc 0.0825947\cell \qc 0.0121070\cell \qc 6.822\cell \qc
    <0.0001\cell \ql ***\cell \intbl \row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx1900\cellx3300\cellx4700\cellx6100\
    cellx7500\cellx8000
    \intbl\ql ESGCombinedScore\cell \qc \u8722?0.000497905\cell \qc 0.000215306\cell \
    qc \u8722?2.313\cell \qc 0.0211\cell \ql **\cell \intbl \row
    }

    \par
    {\trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql Mean dependent var\cell\qr 0.056100\cell \qc \cell\ql S.D. dependent
    var\cell\qr 0.096227\cell\intbl\row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql Sum squared resid\cell\qr 5.497327\cell \qc \cell\ql S.E. of regression\
    cell\qr 0.095879\cell\intbl\row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql R-squared\cell\qr 0.008864\cell \qc \cell\ql Adjusted R-squared\cell\qr
    0.007206\cell\intbl\row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql F(1, 598)\cell\qr 5.347857\cell \qc \cell\ql P-value(F)\cell\qr
    0.021086\cell\intbl\row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql Log-likelihood\cell\qr 556.4372\cell \qc \cell\ql Akaike criterion\cell\
    qr \u8722?1108.874\cell\intbl\row
    \trowd \trqc \trgaph30\trleft-30\trrh262\cellx2500\cellx3800\cellx4200\cellx6700\
    cellx8000
    \intbl\ql Schwarz criterion\cell\qr \u8722?1100.081\cell \qc \cell\ql Hannan-Quinn\
    cell\qr \u8722?1105.451\cell\intbl\row
    }

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