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. 2020 Sep 8;13:1477–1487. doi: 10.2147/RMHP.S261136

Table 9.

Regression Models: Effect of OHSMS on Subsequent Financial Performance

Dependent Variables
ROA ROE EPS ROA ROE EPS
Time Lag t-1 t-2
Independent variable
 OHSMSt−1 0.0194 0.0275** −0.0605
 OHSMSt−2 −0.0318 −0.0193 −0.0296**
Control variable
 Size 0.0315 0,0194* 0.2691*** 0.0194 0.0258 0.4740***
 Constant 0.1052 0.0957 −0.1335*** 0.0498 0.0057 −0.2887***
 Adjusted R2 0.3817 0.0012 0.5679 0.3919 0.0003 0.5957
F-statistics 4.1328*** 1.6739 8.0195*** 4.6072*** 1.0683 8.734***
 Durbin–Watson 1.6475 1.9726 1.5903 1.8140 1.3847 1.9522
 Hausman test 38.4104*** 2.8505 35.2367*** 38.3893*** 2.7424 39.9602***
 Observations 1125 1125 1125 1125 1125 1125

Notes: ***p < 0.01; **p < 0.05; *p < 0.10; The 95% CI: t-1 model, ROA as independent variable (0.0017,0.0372), ROE as independent variable (0.0095,0.0456), EPS as independent variable (−0.1508,0.0297); t-2 model, ROA as independent variable (−0.1076,0.0440), ROE as independent variable (−0.0234,-0.0152), EPS as independent variable (−0.0718,0.0125).

Abbreviations: ROA, return on assets; ROI, return on equity; EPS, earnings per share; LNTA, natural logarithm of total assets; CI, confidence interval.