Regression results for CE 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 | 0.113* | 0.006 | 0.110 | [0.018, 0.208] | 0.064 | 0.384 | 0.067 | [−0.098, 0.226] |
| Share of loans | 0.541* | 0.009 | 0.568 | [0.094, 1.022] | 0.544 | 0.134 | 0.549 | [−0.231, 1.380] |
| Profitability | 2.827 | 0.334 | 3.273 | [−3.211, 10.522] | 6.752 | 0.216 | 6.729 | [−4.446, 18.356] |
| Cost management ability | −0.013 | 0.128 | −0.012 | [−0.030, 0.007] | −0.017 | 0.257 | −0.016 | [−0.048, 0.016] |
| Credit risk | −0.135 | 0.606 | −0.107 | [−0.699, 0.531] | 0.467 | 0.340 | 0.473 | [−0.580, 1.556] |
| Variable | CCR-based DEA | Network DEA | ||||||
|---|---|---|---|---|---|---|---|---|
| Tobit regression | Bayesian Tobit regression | Tobit regression | Bayesian Tobit regression | |||||
| Coefficient | Posterior mean | Cred. Interval | Coefficient | Posterior mean | Cred. Interval | |||
| Bank size | 0.113* | 0.006 | 0.110 | [0.018, 0.208] | 0.064 | 0.384 | 0.067 | [−0.098, 0.226] |
| Share of loans | 0.541* | 0.009 | 0.568 | [0.094, 1.022] | 0.544 | 0.134 | 0.549 | [−0.231, 1.380] |
| Profitability | 2.827 | 0.334 | 3.273 | [−3.211, 10.522] | 6.752 | 0.216 | 6.729 | [−4.446, 18.356] |
| Cost management ability | −0.013 | 0.128 | −0.012 | [−0.030, 0.007] | −0.017 | 0.257 | −0.016 | [−0.048, 0.016] |
| Credit risk | −0.135 | 0.606 | −0.107 | [−0.699, 0.531] | 0.467 | 0.340 | 0.473 | [−0.580, 1.556] |
Note(s): Tobit Regression is conducted under 95% Confidence Interval
* Means 10% level of significance
CI = Credential Interval
Source(s): Authors’ calculation based on Stata 17
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