A firm-specific Malmquist productivity index model for stochastic data envelopment analysis: an application to commercial banks

Financial Innovation

Table 11 Regression results on the contextual variables (\(\alpha =0.5\))

Contextual variable	Coefficient	Std	95% bootstrap confidence Interval
Contextual variable	Coefficient	Std	Lower	Upper
TCAR	− 0.0018	0.112103	− 0.098123	0.311325
NPLR	− 0.06818	0.013108	− 0.093181	0.043402
TA	1.03E−7	0.004411	0	0.000103
NB	− 0.00038	0.006813	− 0.000013	0.001393