Fixed effects (FE) regression model with robust standard errors, Model 3
| Variable dependent: social_score | Beta coefficients | Robust standard errors |
|---|---|---|
| bookvaluepershare_lag1 | −0.0247 | 0.0474 |
| csr_committee | 7.4556* | 3.4224 |
| csr_sustainability_reporting | 14.3928* | 6.2646 |
| internal_audit_department_reporting | 9.1329* | 4.2874 |
| nations_ec_perf | −0.0227 | 0.1490 |
| constant | 49.0901 | 7.3522 |
| No of observations | 92 | |
| R2 – within | 0.332 | |
| F statistic | 4.13** | |
| VIFs – mean | 4.08 | |
| Heterosch, p value | 0.9761 | |
| Hausman test | 22.70*** |
| Variable dependent: social_score | Beta coefficients | Robust standard errors |
|---|---|---|
| bookvaluepershare_lag1 | −0.0247 | 0.0474 |
| csr_committee | 7.4556* | 3.4224 |
| csr_sustainability_reporting | 14.3928* | 6.2646 |
| internal_audit_department_reporting | 9.1329* | 4.2874 |
| nations_ec_perf | −0.0227 | 0.1490 |
| constant | 49.0901 | 7.3522 |
| No of observations | 92 | |
| 0.332 | ||
| 4.13** | ||
| VIFs – mean | 4.08 | |
| Heterosch, | 0.9761 | |
| Hausman test | 22.70*** |
Notes:
^p < 0.1; *p < 0.05; **p < 0.01; ***p < 0.001
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