Table 5 The baseline models OLS FE FGLS...

Table 5

The baseline models

	OLS	FE	FGLS
DIG	0.000	0.000^**	0.000^*
COV	−0.003	−0.000	−0.000
L.ROA	0.331^***	0.158^***	0.473^***
CAP	0.145^***	0.261^***	0.047^***
SIZ	0.001^***	−0.006^**	0.000^**
AGE	−0.003^***	−0.011	−0.001^**
GDP	−0.000	−0.000	0.000
MSP	−0.000	−0.000	−0.000
BSD	−0.003	−0.003	−0.001
Cons	−0.040^**	0.120^**	−0.017^**
R-square	0.66	0.64
F value	63.32	50.85
F (sig)	0.000	0.000
Hausman test χ²		42.28
Hausman test (sig)		0.000
Wald χ² (9)			315.27
Wald χ² (sig)			0.000
n	285	285	285

	OLS	FE	FGLS
DIG	0.000	0.000^**	0.000^*
COV	−0.003	−0.000	−0.000
L.ROA	0.331^***	0.158^***	0.473^***
CAP	0.145^***	0.261^***	0.047^***
SIZ	0.001^***	−0.006^**	0.000^**
AGE	−0.003^***	−0.011	−0.001^**
GDP	−0.000	−0.000	0.000
MSP	−0.000	−0.000	−0.000
BSD	−0.003	−0.003	−0.001
Cons	−0.040^**	0.120^**	−0.017^**
R-square	0.66	0.64
F value	63.32	50.85
F (sig)	0.000	0.000
Hausman test χ²		42.28
Hausman test (sig)		0.000
Wald χ² (9)			315.27
Wald χ² (sig)			0.000
n	285	285	285

Note(s): ROA: Return on Assets (ROA), DIG: Digital Banking, COV: Covid Criss Dummy, CAP: Capital Adequacy, SIZ: Bank Size, AGE: Bank Age, GDP: Real GDP, MSP: Money Supply, BSD: Banking Sector Development

Where ^*** means a level of significance of %1; ^** means a level of significance of %5; and ^* means a level of significance of %10

Source(s): Author’s computation using Stata 16.1 2021

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