OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:collateral_dummy 923072.3 769003.6 1.200348 0.23602
period::after:collateral_dummy -25488.5 851248.0 -0.029942 0.97624
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 40,481,932.6 Adj. R2: 0.052816
Within R2: 6.64e-5 reg_banks
Modelos con efectos fijos de banco e interacción entre si presentan colateral o no y tiempo (durante y después de la ley)
- SALDO CAPITAL
- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:collateral_dummy 7.40864 3.62158 2.04569 0.046406 *
period::after:collateral_dummy 10.61360 5.01840 2.11494 0.039766 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 35.3 Adj. R2: 0.210036
Within R2: 0.01624 - DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:collateral_dummy -0.505893 0.524204 -0.965069 0.33945
period::after:collateral_dummy 2.962857 1.892442 1.565626 0.12415
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 20.6 Adj. R2: 0.081578
Within R2: 0.004062- EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:collateral_dummy 2.61034 1.02593 2.54437 0.0142929 *
period::after:collateral_dummy 3.75293 1.32343 2.83576 0.0067223 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 26.0 Adj. R2: 0.011249
Within R2: 0.003789- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 3,355,707
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:collateral_dummy 1.54428 0.632189 2.44275 0.0183893 *
period::after:collateral_dummy 5.61157 1.864537 3.00963 0.0041965 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.37247 Adj. R2: 0.30656
Within R2: 0.088213Modelos con efectos fijos de banco e interacción entre tiempo (durante y después de la ley) y calificación del deudor
- SALDO CAPITAL
OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:CALIFICACION_ID::A 1567564.0 781972.8 2.004627 0.050783 .
period::during:CALIFICACION_ID::B -2091766.3 2116662.7 -0.988238 0.328097
period::during:CALIFICACION_ID::C 2695062.9 4030720.5 0.668631 0.507002
period::during:CALIFICACION_ID::D 18138808.0 13219523.2 1.372123 0.176539
period::during:CALIFICACION_ID::E -3026134.6 1138670.6 -2.657603 0.010720 *
period::after:CALIFICACION_ID::A -182555.6 922864.0 -0.197814 0.844044
period::after:CALIFICACION_ID::B 487959.7 2633750.3 0.185272 0.853813
period::after:CALIFICACION_ID::C 3997368.3 3082586.8 1.296758 0.201045
period::after:CALIFICACION_ID::D 14129540.8 13507280.2 1.046069 0.300880
period::after:CALIFICACION_ID::E 93869.2 961665.9 0.097611 0.922656
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 40,476,719.8 Adj. R2: 0.053058
Within R2: 3.239e-4- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:CALIFICACION_ID::A 6.440119 3.22140 1.999171 5.1390e-02 .
period::during:CALIFICACION_ID::B 6.630132 4.04647 1.638496 1.0800e-01
period::during:CALIFICACION_ID::C -6.080554 3.99687 -1.521328 1.3488e-01
period::during:CALIFICACION_ID::D 2.942257 6.18968 0.475349 6.3674e-01
period::during:CALIFICACION_ID::E 25.112476 7.64476 3.284925 1.9321e-03 **
period::after:CALIFICACION_ID::A 5.920486 3.11787 1.898885 6.3728e-02 .
period::after:CALIFICACION_ID::B 14.405214 5.07702 2.837335 6.6942e-03 **
period::after:CALIFICACION_ID::C -0.299206 5.87378 -0.050939 9.5959e-01
period::after:CALIFICACION_ID::D 4.694000 9.00662 0.521172 6.0469e-01
period::after:CALIFICACION_ID::E 36.534611 5.79334 6.306313 9.2411e-08 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 34.9 Adj. R2: 0.22426
Within R2: 0.033956- DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:CALIFICACION_ID::A -4.23856 1.98948 -2.13048 3.8395e-02 *
period::during:CALIFICACION_ID::B 15.53491 2.89420 5.36759 2.4032e-06 ***
period::during:CALIFICACION_ID::C 10.01254 6.82792 1.46641 1.4920e-01
period::during:CALIFICACION_ID::D 24.89628 6.75600 3.68506 5.9052e-04 ***
period::during:CALIFICACION_ID::E 21.19587 7.10610 2.98277 4.5178e-03 **
period::after:CALIFICACION_ID::A -4.20645 1.87318 -2.24563 2.9470e-02 *
period::after:CALIFICACION_ID::B 14.53636 2.81395 5.16581 4.7917e-06 ***
period::after:CALIFICACION_ID::C 14.72651 6.38490 2.30646 2.5542e-02 *
period::after:CALIFICACION_ID::D 16.13881 3.07797 5.24333 3.6781e-06 ***
period::after:CALIFICACION_ID::E 33.85899 6.56103 5.16062 4.8772e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 19.4 Adj. R2: 0.180243
Within R2: 0.111056- EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:CALIFICACION_ID::A 1.155276 0.665020 1.737205 8.8901e-02 .
period::during:CALIFICACION_ID::B 11.841898 3.200542 3.699967 5.6434e-04 ***
period::during:CALIFICACION_ID::C 1.498912 2.449049 0.612038 5.4346e-01
period::during:CALIFICACION_ID::D -0.403055 0.969761 -0.415624 6.7958e-01
period::during:CALIFICACION_ID::E 4.479456 2.001925 2.237574 3.0028e-02 *
period::after:CALIFICACION_ID::A 1.638248 0.647047 2.531882 1.4747e-02 *
period::after:CALIFICACION_ID::B 10.544256 3.116608 3.383248 1.4526e-03 **
period::after:CALIFICACION_ID::C 5.594451 3.380987 1.654680 1.0465e-01
period::after:CALIFICACION_ID::D 2.264374 1.567561 1.444520 1.5523e-01
period::after:CALIFICACION_ID::E 7.797018 0.982150 7.938726 3.1448e-10 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 25.9 Adj. R2: 0.018047
Within R2: 0.010641- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 3,355,707
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:CALIFICACION_ID::A 1.454541 0.656750 2.214757 3.1661e-02 *
period::during:CALIFICACION_ID::B 2.369484 0.952983 2.486385 1.6515e-02 *
period::during:CALIFICACION_ID::C 1.239278 1.605661 0.771818 4.4409e-01
period::during:CALIFICACION_ID::D 0.955031 1.310859 0.728553 4.6989e-01
period::during:CALIFICACION_ID::E 1.298248 0.704597 1.842540 7.1709e-02 .
period::after:CALIFICACION_ID::A 6.062422 2.008838 3.017875 4.1022e-03 **
period::after:CALIFICACION_ID::B 5.571642 2.331680 2.389540 2.0933e-02 *
period::after:CALIFICACION_ID::C 6.497372 3.096041 2.098607 4.1252e-02 *
period::after:CALIFICACION_ID::D 6.433063 1.472638 4.368393 6.8524e-05 ***
period::after:CALIFICACION_ID::E 2.604319 1.525531 1.707155 9.4392e-02 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.35396 Adj. R2: 0.310035
Within R2: 0.092785Modelos con efectos fijos de banco e interacción entre tiempo (durante y después de la ley) y si el deudor sacó crédito en el mismo banco o no
- SALDO CAPITAL
OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:borrowed_before_same_bank 7146754 860154.4 8.30869 8.8515e-11
period::after:borrowed_before_same_bank 5132428 659640.7 7.78064 5.4233e-10
period::during:borrowed_before_same_bank ***
period::after:borrowed_before_same_bank ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 40,421,358.3 Adj. R2: 0.055648
Within R2: 0.003057- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:borrowed_before_same_bank 10.2759 1.94622 5.27991 3.2457e-06
period::after:borrowed_before_same_bank 12.8722 4.51634 2.85013 6.4693e-03
period::during:borrowed_before_same_bank ***
period::after:borrowed_before_same_bank **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 35.3 Adj. R2: 0.21019
Within R2: 0.016433- DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value
period::during:borrowed_before_same_bank -1.25247 0.259607 -4.82449
period::after:borrowed_before_same_bank 3.92671 3.148056 1.24734
Pr(>|t|)
period::during:borrowed_before_same_bank 1.5188e-05 ***
period::after:borrowed_before_same_bank 2.1845e-01
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 20.6 Adj. R2: 0.081558
Within R2: 0.00404 - EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:borrowed_before_same_bank -0.626636 0.489585 -1.27993 0.206850
period::after:borrowed_before_same_bank 1.103244 0.461085 2.39271 0.020773
period::during:borrowed_before_same_bank
period::after:borrowed_before_same_bank *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 26.0 Adj. R2: 0.007716
Within R2: 2.287e-4- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 3,355,707
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:borrowed_before_same_bank -1.15337 0.741918 -1.55458 0.12675
period::after:borrowed_before_same_bank 2.31284 1.437301 1.60915 0.11428
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.6776 Adj. R2: 0.247971
Within R2: 0.011176Modelos con efectos fijos de banco e interacción entre tiempo (durante y después de la ley) y el tipo de deudor (nuevo en el banco, primer crédito, viejo deudor)
- SALDO CAPITAL
OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error
period::during:borrower_type::First-time Borrower -4918515.1 1394877.8
period::during:borrower_type::New-at-Bank 246549.7 1203610.7
period::during:borrower_type::Returning Borrower 6217831.9 731359.7
period::after:borrower_type::First-time Borrower -4775507.7 1154650.0
period::after:borrower_type::New-at-Bank -1615089.2 1145970.4
period::after:borrower_type::Returning Borrower 4066174.7 724806.5
t value Pr(>|t|)
period::during:borrower_type::First-time Borrower -3.526126 9.5285e-04 ***
period::during:borrower_type::New-at-Bank 0.204842 8.3858e-01
period::during:borrower_type::Returning Borrower 8.501743 4.5894e-11 ***
period::after:borrower_type::First-time Borrower -4.135892 1.4487e-04 ***
period::after:borrower_type::New-at-Bank -1.409364 1.6531e-01
period::after:borrower_type::Returning Borrower 5.610014 1.0425e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 40,388,891.9 Adj. R2: 0.057164
Within R2: 0.004657- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value
period::during:borrower_type::First-time Borrower 1.31004 4.72079 0.277504
period::during:borrower_type::New-at-Bank 8.45525 3.94570 2.142901
period::during:borrower_type::Returning Borrower 11.91796 2.96311 4.022115
period::after:borrower_type::First-time Borrower 4.52177 4.78705 0.944585
period::after:borrower_type::New-at-Bank 11.26166 4.47173 2.518409
period::after:borrower_type::Returning Borrower 14.77516 5.61160 2.632968
Pr(>|t|)
period::during:borrower_type::First-time Borrower 0.78260997
period::during:borrower_type::New-at-Bank 0.03732939 *
period::during:borrower_type::Returning Borrower 0.00020781 ***
period::after:borrower_type::First-time Borrower 0.34970134
period::after:borrower_type::New-at-Bank 0.01525181 *
period::after:borrower_type::Returning Borrower 0.01141905 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 35.1 Adj. R2: 0.215475
Within R2: 0.023016- DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error
period::during:borrower_type::First-time Borrower 0.848864 0.928936
period::during:borrower_type::New-at-Bank -1.798105 0.975114
period::during:borrower_type::Returning Borrower -0.962734 0.218600
period::after:borrower_type::First-time Borrower 2.833743 1.106222
period::after:borrower_type::New-at-Bank 0.154612 0.378041
period::after:borrower_type::Returning Borrower 4.281977 3.174807
t value Pr(>|t|)
period::during:borrower_type::First-time Borrower 0.913803 3.6548e-01
period::during:borrower_type::New-at-Bank -1.843995 7.1493e-02 .
period::during:borrower_type::Returning Borrower -4.404086 6.1007e-05 ***
period::after:borrower_type::First-time Borrower 2.561641 1.3686e-02 *
period::after:borrower_type::New-at-Bank 0.408981 6.8441e-01
period::after:borrower_type::Returning Borrower 1.348736 1.8388e-01
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 20.5 Adj. R2: 0.083286
Within R2: 0.005915- EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value
period::during:borrower_type::First-time Borrower 4.697155 1.729019 2.71666
period::during:borrower_type::New-at-Bank 2.983498 1.163406 2.56445
period::during:borrower_type::Returning Borrower 0.634035 0.544195 1.16509
period::after:borrower_type::First-time Borrower 5.055285 2.194585 2.30353
period::after:borrower_type::New-at-Bank 4.418502 1.425301 3.10005
period::after:borrower_type::Returning Borrower 2.547931 0.794848 3.20556
Pr(>|t|)
period::during:borrower_type::First-time Borrower 0.0092007 **
period::during:borrower_type::New-at-Bank 0.0135891 *
period::during:borrower_type::Returning Borrower 0.2498621
period::after:borrower_type::First-time Borrower 0.0257195 *
period::after:borrower_type::New-at-Bank 0.0032653 **
period::after:borrower_type::Returning Borrower 0.0024248 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 25.9 Adj. R2: 0.012427
Within R2: 0.004976- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 3,355,707
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value
period::during:borrower_type::First-time Borrower 2.725334 0.701188 3.886740
period::during:borrower_type::New-at-Bank 1.987512 0.554314 3.585534
period::during:borrower_type::Returning Borrower 0.330101 0.688217 0.479646
period::after:borrower_type::First-time Borrower 7.168173 1.917287 3.738707
period::after:borrower_type::New-at-Bank 6.610682 1.802265 3.667986
period::after:borrower_type::Returning Borrower 4.054290 1.830176 2.215246
Pr(>|t|)
period::during:borrower_type::First-time Borrower 0.00031756 ***
period::during:borrower_type::New-at-Bank 0.00079771 ***
period::during:borrower_type::Returning Borrower 0.63370361
period::after:borrower_type::First-time Borrower 0.00050140 ***
period::after:borrower_type::New-at-Bank 0.00062196 ***
period::after:borrower_type::Returning Borrower 0.03162537 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.32302 Adj. R2: 0.31583
Within R2: 0.100403Modelos con efectos fijos de banco e interacción entre tiempo (durante y después de la ley) y si el deudor es nuevo o viejo
- SALDO CAPITAL
OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:new_borrower -5875266 1311008 -4.48149 4.7368e-05 ***
period::after:new_borrower -5729256 1015558 -5.64149 9.3494e-07 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 40,433,978.8 Adj. R2: 0.055059
Within R2: 0.002434- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:new_borrower -2.968483 3.54194 -0.838095 0.40622
period::after:new_borrower -0.175422 3.36318 -0.052160 0.95862
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 35.5 Adj. R2: 0.197271
Within R2: 3.44e-4 - DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:new_borrower 0.367097 1.331467 0.275709 0.7839803
period::after:new_borrower 2.275939 0.786680 2.893094 0.0057646 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 20.6 Adj. R2: 0.078738
Within R2: 9.814e-4- EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 3,435,397
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:new_borrower 3.81268 1.48815 2.56202 0.013672 *
period::after:new_borrower 4.03690 1.94777 2.07258 0.043721 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 26.0 Adj. R2: 0.010226
Within R2: 0.002758- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 3,355,707
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value
period::during:borrower_type::First-time Borrower 2.725334 0.701188 3.886740
period::during:borrower_type::New-at-Bank 1.987512 0.554314 3.585534
period::during:borrower_type::Returning Borrower 0.330101 0.688217 0.479646
period::after:borrower_type::First-time Borrower 7.168173 1.917287 3.738707
period::after:borrower_type::New-at-Bank 6.610682 1.802265 3.667986
period::after:borrower_type::Returning Borrower 4.054290 1.830176 2.215246
Pr(>|t|)
period::during:borrower_type::First-time Borrower 0.00031756 ***
period::during:borrower_type::New-at-Bank 0.00079771 ***
period::during:borrower_type::Returning Borrower 0.63370361
period::after:borrower_type::First-time Borrower 0.00050140 ***
period::after:borrower_type::New-at-Bank 0.00062196 ***
period::after:borrower_type::Returning Borrower 0.03162537 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.32302 Adj. R2: 0.31583
Within R2: 0.100403Modelos con efectos fijos de banco e interacción entre tiempo (durante y después de la ley) y si el deudor tiene reporte negativo o no
- SALDO CAPITAL
OLS estimation, Dep. Var.: SALDO_CAPITAL
Observations: 2,134,153
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:negative_report 620151.0 1849245.6 0.335354 0.73885
period::after:negative_report 223653.6 948125.9 0.235890 0.81454
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 46,365,222.9 Adj. R2: 0.053287
Within R2: 2.299e-6- MESES CRÉDITO
OLS estimation, Dep. Var.: PLAZO_MESES_DEL_CREDITO
Observations: 2,134,153
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:negative_report 2.24695 1.20358 1.86689 0.068161 .
period::after:negative_report 9.40496 3.94930 2.38142 0.021348 *
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 36.8 Adj. R2: 0.219772
Within R2: 0.00144 - DÍAS DE MORA
OLS estimation, Dep. Var.: DIAS_DE_MORA
Observations: 2,134,153
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:negative_report 3.46067 1.70920 2.02473 0.048598 *
period::after:negative_report 8.82144 4.89804 1.80101 0.078119 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 22.2 Adj. R2: 0.058888
Within R2: 0.003606- EDAD CRÉDITO
OLS estimation, Dep. Var.: loan_age
Observations: 2,134,153
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:negative_report 0.371357 0.340779 1.08973 2.8139e-01
period::after:negative_report 3.265663 0.640683 5.09716 6.0521e-06 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 26.1 Adj. R2: 0.015798
Within R2: 3.405e-4- TASA
OLS estimation, Dep. Var.: TASA_PROMEDIO_DEL_CREDITO
Observations: 2,089,297
Fixed-effects: bank: 48
Standard-errors: Clustered (bank)
Estimate Std. Error t value Pr(>|t|)
period::during:negative_report 0.947321 0.745372 1.27094 0.210005
period::after:negative_report 2.876234 1.432028 2.00850 0.050355 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
RMSE: 7.81046 Adj. R2: 0.225077
Within R2: 0.003106