Table 6.

Regression output

 Fixed effectRandom effect
(Using GNPA as independent variable)
Intercept1.524935 (8.024486)*1.584845 (18.27956)*
GNPA−0.000234 (−3.803759)*−0.000254 (−12.73214)*
Adjusted R square0.8884130.899422
F Statistics54.07767*179.8504*
Durbin–Watson1.5125121.497600
Hausman Testχ2 = 0.125511 
(Using PSNPA as independent variable)
Intercept0.900621 (5.024828)1.405413 (12.69238)*
PSNPA−7.79005 (−0.356712)−0.000782 (−8.215064)*
Adjusted R square0.7949770.675601
F Statistics26.85008*42.65244*
Durbin–Watson1.2096250.914260
Hausman Testχ2 = 12.827974* 
(Using NPSNPA as independent variable)
Intercept1.478602 (9.369595)1.582807 (19.56442)
NPANPA−0.000272 (−4.345598)*−0.000316 (−13.66701)*
Adjusted R square0.9021440.909378
F Statistics62.46093*201.6965*
Durbin–Watson1.6103861.578038
Hausman Testχ2 = 0.591490 

Notes:

Levels of significance at 1, 5 and 10% are indicated by the symbols *, ** and ***, respectively. Values for the T-statistic are in parenthesis. PS NPAs = Priority sector NPAs, NPS NPAs = Non-priority sector NPAs

Source: Authors’ calculation and compilation based on data collected from RBI Database
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