Table 9 Regression results for AE under... | Emerald Publishing

Table 9

Regression results for AE under CCR-Based DEA and NDEA approach

Variable	CCR-based DEA				Network DEA
	Tobit regression		Bayesian Tobit regression		Tobit regression		Bayesian Tobit regression
	Coefficient	p > \|t\|	Posterior mean	Cred. Interval	Coefficient	p > \|t\|	Posterior mean	Cred. Interval
Bank size	−0.005	0.858	−0.006	[−0.076, 0.062]	0.009	0.926	0.003	[−0.205, 0.221]
Share of loans	−0.122	0.410	−0.117	[−0.467, 0.248]	−0.330	0.481	−0.271	[−1.378, 0.845]
Profitability	−0.830	0.706	−0.862	[−6.188, 4.650]	3.985	0.573	3.708	[−10.658, 19.117]
Cost management ability	−0.004	0.553	−0.004	[−0.018, 0.104]	−0.007	0.728	−0.008	[−0.050, 0.036]
Credit risk	−0.186	0.349	−0.194	[−0.685, 0.298]	0.576	0.368	0.548	[−0.766, 1.903]

Variable	CCR-based DEA				Network DEA
	Tobit regression		Bayesian Tobit regression		Tobit regression		Bayesian Tobit regression
	Coefficient	p > \|t\|	Posterior mean	Cred. Interval	Coefficient	p > \|t\|	Posterior mean	Cred. Interval
Bank size	−0.005	0.858	−0.006	[−0.076, 0.062]	0.009	0.926	0.003	[−0.205, 0.221]
Share of loans	−0.122	0.410	−0.117	[−0.467, 0.248]	−0.330	0.481	−0.271	[−1.378, 0.845]
Profitability	−0.830	0.706	−0.862	[−6.188, 4.650]	3.985	0.573	3.708	[−10.658, 19.117]
Cost management ability	−0.004	0.553	−0.004	[−0.018, 0.104]	−0.007	0.728	−0.008	[−0.050, 0.036]
Credit risk	−0.186	0.349	−0.194	[−0.685, 0.298]	0.576	0.368	0.548	[−0.766, 1.903]

Note(s): Tobit Regression is conducted under 95% Confidence Interval

CI = Credential Interval

Source(s): Authors’ calculation based on Stata 17