Table 6.7. Collinearity Diagnostics of U.S. VIF ROE VIF Leverage VIF VIF BI VIF VIF VIF Insider VIF VIF FS (log) EDS NEDS (log) (log) BI BS BS BS EDS EDS EDS EDS EDS 1.283 1.178 1.390 1.383 1.343 1.392 1.375 1.406 1.405 BI BI BI BI BI BI BI 1.021 1.022 1.516 1.503 1.403 1.516 1.545 1.545 1.546 NEDS NEDS NEDS 1.521 1.518 1.528 1.020 1.021 1.020 1.014 1.025 1.023 Insider Insider Insider Insider SBS SBS SBS NEDS NEDS 1.516 1.454 1.569 1.567 1.526 1.531 1.174 1.512 1.517 Insider Insider Insider Insider 1.271 1.270 1.268 1.270 1.122 1.387 1.464 1.584 1.561 FS (log) FS (log) FS (log) FS (log) FS (log) FS (log) 1.697 1.742 1.727 1.333 1.613 1.567 1.143 1.274 1.262 ROE ROE ROE ROE ROE ROE ROE FS (log) FS (log) 1.057 1.056 1.056 1.052 1.055 1.046 (log) (log) (log) (log) (log) (log) 1.056 1.053 1.700 (log) ROE Leverage Leverage Leverage Leverage Leverage Leverage Leverage Leverage 1.092 1.093 1.090 1.091 1.074 1.070 (log) (log) (log) (log) (log) (log) 1.064 1.741 1.021 (log) (log) (log)
Table 6.7. Collinearity Diagnostics of U.S. EDS VIF BI VIF VIF NEDS VIF Insider VIF VIF FS (log) VIF ROE (log) VIF Leverage (log) VIF BI 1.283 EDS 1.178 EDS 1.390 EDS 1.383 EDS 1.343 EDS 1.392 BS 1.375 BS 1.406 BS 1.405 1.021 1.022 BI 1.516 BI 1.503 BI 1.403 BI 1.516 BI 1.545 BI 1.545 BI 1.546 NEDS 1.521 NEDS 1.518 NEDS 1.528 1.020 1.021 1.020 1.014 1.025 1.023 Insider 1.516 Insider 1.454 Insider 1.569 Insider 1.567 NEDS 1.526 NEDS 1.531 SBS 1.174 SBS 1.512 SBS 1.517 1.271 1.270 1.268 1.270 1.122 Insider 1.387 Insider 1.464 Insider 1.584 Insider 1.561 FS (log) 1.697 FS (log) 1.742 FS (log) 1.727 FS (log) 1.333 FS (log) 1.613 FS (log) 1.567 1.143 1.274 1.262 ROE (log) 1.057 ROE (log) 1.056 ROE (log) 1.056 ROE (log) 1.052 ROE (log) 1.055 ROE (log) 1.046 ROE (log) 1.056 FS (log) 1.053 FS (log) 1.700 Leverage (log) 1.092 Leverage (log) 1.093 Leverage (log) 1.090 Leverage (log) 1.091 Leverage (log) 1.074 Leverage (log) 1.070 Leverage (log) 1.064 Leverage (log) 1.741 ROE (log) 1.021