DESCRIPTIVES VARIABLES=ROE DER INDEKS TOBINSQ

/STATISTICS=MEAN STDDEV MIN MAX.

Descriptives

Notes

Output Created 19-JAN-2019 18:06:48

Comments
Active Dataset DataSet0
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling
All non-missing data are
Cases Used
used.
DESCRIPTIVES
VARIABLES=ROE DER
Syntax INDEKS TOBINSQ
/STATISTICS=MEAN
STDDEV MIN MAX.
Processor Time 00:00:00.02
Resources
Elapsed Time 00:00:00.02

[DataSet0]

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

ROE 66 .0250 1.3580 .257727 .3086731

DER 66 .0220 2.6550 .691455 .5940109
INDEKS 66 .1390 .6940 .333348 .0990547
TOBINSQ 66 .2870 22.8660 3.548561 4.5339269
Valid N (listwise) 66

COMPUTE LNROE=LN(ROE).
EXECUTE.
COMPUTE LNDER=LN(DER).
EXECUTE.
COMPUTE LNINDEKS=LN(INDEKS).
EXECUTE.
COMPUTE LNTOBINSQ=LN(TOBINSQ).
EXECUTE.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT TOBINSQ
/METHOD=ENTER ROE DER INDEKS.

REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT TOBINSQ
/METHOD=ENTER ROE DER INDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression

Notes

Output Created 19-JAN-2019 18:11:32

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
 N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT TOBINSQ
Syntax
/METHOD=ENTER ROE
DER INDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:05.34
Elapsed Time 00:00:04.87
Resources Memory Required 2196 bytes
Additional Memory Required
896 bytes
for Residual Plots
Variables Created or
RES_1 Unstandardized Residual
Modified

[DataSet0]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed
 INDEKS, DER,
1 . Enter
ROEb

a. Dependent Variable: TOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate

1 .911a .830 .822 1.9154334

a. Predictors: (Constant), INDEKS, DER, ROE

b. Dependent Variable: TOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 1108.701 3 369.567 100.730 .000b

1 Residual 227.471 62 3.669

Total 1336.172 65

a. Dependent Variable: TOBINSQ

b. Predictors: (Constant), INDEKS, DER, ROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

(Constant) -.870 .853 -1.021 .311

ROE 13.516 1.055 .920 12.811 .000

1
DER -.348 .541 -.046 -.642 .523

INDEKS 3.527 2.465 .077 1.431 .157

a. Dependent Variable: TOBINSQ

 Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value .017740 18.271423 3.548561 4.1300050 66

Std. Predicted Value -.855 3.565 .000 1.000 66
Standard Error of Predicted
.255 .974 .442 .165 66
Value
Adjusted Predicted Value .003153 18.336746 3.561502 4.1430103 66
Residual -5.0567412 6.8814507 0E-7 1.8707090 66
Std. Residual -2.640 3.593 .000 .977 66
Stud. Residual -2.967 3.658 -.003 1.030 66
Deleted Residual -6.3875732 7.1339502 -.0129410 2.0897810 66
Stud. Deleted Residual -3.177 4.097 .007 1.096 66
Mahal. Distance .170 15.815 2.955 3.548 66
Cook's Distance .000 .615 .032 .111 66
Centered Leverage Value .003 .243 .045 .055 66

a. Dependent Variable: TOBINSQ

Charts
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LNTOBINSQ
/METHOD=ENTER LNROE LNDER LNINDEKS
/SCATTERPLOT=(*SRESID ,*ZPRED)
/RESIDUALS HISTOGRAM(ZRESID) NORMPROB(ZRESID)
/SAVE RESID.

Regression
 Notes

Output Created 19-JAN-2019 18:13:52

Comments
Active Dataset DataSet0
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Missing Value Handling Statistics are based on cases
Cases Used with no missing values for
any variable used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS
R ANOVA
/CRITERIA=PIN(.05)
POUT(.10)
/NOORIGIN
/DEPENDENT LNTOBINSQ
Syntax
/METHOD=ENTER LNROE
LNDER LNINDEKS
/SCATTERPLOT=(*SRESID
,*ZPRED)
/RESIDUALS
HISTOGRAM(ZRESID)
NORMPROB(ZRESID)
/SAVE RESID.
Processor Time 00:00:01.39
Elapsed Time 00:00:01.51
Resources Memory Required 2220 bytes
Additional Memory Required
896 bytes
for Residual Plots
Variables Created or
RES_2 Unstandardized Residual
Modified
[DataSet0]

Variables Entered/Removeda

Model Variables Variables Method

Entered Removed

LNINDEKS,
1 LNDER, . Enter
b
LNROE

a. Dependent Variable: LNTOBINSQ

b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Std. Error of the

Square Estimate

1 .896a .803 .793 .44137

a. Predictors: (Constant), LNINDEKS, LNDER, LNROE

b. Dependent Variable: LNTOBINSQ

ANOVAa

Model Sum of Squares df Mean Square F Sig.

Regression 49.138 3 16.379 84.078 .000b

1 Residual 12.078 62 .195

Total 61.216 65

a. Dependent Variable: LNTOBINSQ

b. Predictors: (Constant), LNINDEKS, LNDER, LNROE

Coefficientsa

Model Unstandardized Coefficients Standardized t Sig.

Coefficients

B Std. Error Beta

 (Constant) 2.910 .223 13.077 .000

LNROE 1.045 .071 .873 14.763 .000

1
LNDER -.103 .053 -.111 -1.926 .059

LNINDEKS .369 .181 .118 2.036 .046

a. Dependent Variable: LNTOBINSQ

Residuals Statisticsa

Minimum Maximum Mean Std. Deviation N

Predicted Value -1.4040 2.8702 .7482 .86946 66

Std. Predicted Value -2.475 2.441 .000 1.000 66
Standard Error of Predicted
.057 .188 .103 .034 66
Value
Adjusted Predicted Value -1.5195 2.8498 .7458 .87207 66
Residual -1.31032 1.03587 .00000 .43107 66
Std. Residual -2.969 2.347 .000 .977 66
Stud. Residual -3.027 2.444 .003 1.003 66
Deleted Residual -1.36196 1.12347 .00243 .45471 66
Stud. Deleted Residual -3.252 2.550 .003 1.027 66
Mahal. Distance .104 10.819 2.955 2.678 66
Cook's Distance .000 .153 .014 .026 66
Centered Leverage Value .002 .166 .045 .041 66

a. Dependent Variable: LNTOBINSQ

Charts
NPAR TESTS
/K-S(NORMAL)=RES_1
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 19-JAN-2019 18:14:50

Comments
Input Active Dataset DataSet0
 Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Statistics for each test are
Missing Value Handling
based on all cases with valid
Cases Used
data for the variable(s) used
in that test.
NPAR TESTS
Syntax /K-S(NORMAL)=RES_1
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet0]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 66
Mean 0E-7
Normal Parametersa,b
Std. Deviation 1.87070895
Absolute .200
Most Extreme Differences Positive .200
Negative -.164
Kolmogorov-Smirnov Z 1.625
Asymp. Sig. (2-tailed) .010

a. Test distribution is Normal.

b. Calculated from data.
NPAR TESTS
/K-S(NORMAL)=RES_2
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 19-JAN-2019 18:15:34

Comments
Active Dataset DataSet0
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
User-defined missing values
Definition of Missing
are treated as missing.
Statistics for each test are
Missing Value Handling
based on all cases with valid
Cases Used
data for the variable(s) used
in that test.
NPAR TESTS
Syntax /K-S(NORMAL)=RES_2
/MISSING ANALYSIS.
Processor Time 00:00:00.02

Resources Elapsed Time 00:00:00.05

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet0]
 One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 66
Mean 0E-7
Normal Parametersa,b
Std. Deviation .43106752
Absolute .067
Most Extreme Differences Positive .067
Negative -.053
Kolmogorov-Smirnov Z .548
Asymp. Sig. (2-tailed) .925

a. Test distribution is Normal.

b. Calculated from data.

COMPUTE LNTOBINSQ=LN(TOBINSQ).
EXECUTE.
NPAR TESTS
/K-S(NORMAL)=RES_2
/MISSING ANALYSIS.

NPar Tests

Notes

Output Created 19-JAN-2019 18:50:40

Comments
Active Dataset DataSet0
Filter <none>
Weight <none>
Input
Split File <none>
N of Rows in Working Data
66
File
Missing Value Handling Definition of Missing User-defined missing values
are treated as missing.
 Statistics for each test are
based on all cases with valid
Cases Used
data for the variable(s) used
in that test.
NPAR TESTS
Syntax /K-S(NORMAL)=RES_2
/MISSING ANALYSIS.
Processor Time 00:00:00.03

Resources Elapsed Time 00:00:00.03

a
Number of Cases Allowed 196608

a. Based on availability of workspace memory.

[DataSet0]

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual

N 66
Mean 0E-7
Normal Parametersa,b
Std. Deviation .43106752
Absolute .067
Most Extreme Differences Positive .067
Negative -.053
Kolmogorov-Smirnov Z .548
Asymp. Sig. (2-tailed) .925

a. Test distribution is Normal.

b. Calculated from data.