Variables | ROA as dependent variable | ROE as dependent variable |
---|---|---|
Coefficients | Coefficients | |
Lag (ROA/ROE) | − 0.04 | 0.837*** |
IT (moderator) | − 0.289* | 0.174 |
CR | 1.08* | − 0.163 |
Leverage | 1.133 | 0.003 |
Bank Size | − 2.208 | 1.338 |
Prob > chi2 |  |  |
No of obs | 200 | Â |
No of instruments | 26 | Â |
No of banks | 40 | Â |
Sargan test (p-value) | 0.2 | 0.211 |
Arellano–Bond test AR (2) (p-value | 0.422 | 0.124 |