B GIÁO D I H C KINH T O TP H CHÍ MINH T TH V N XÃ H I VÀ KH P C N TÍN D NG CHÍNH TH C C A CÁC H T NAM CHUYÊN NGÀNH: KINH T PHÁT TRI N MÃ S : 60310105 LU NG D N KHOA H C TS NGUY N HOÀNG B O TP H CHÍ MINH ii L Tơi xin g i l i c n Khoa Kinh T TP HCM, quý th y c i h c Kinh T ki n th c, t u ki n thu n l i nh t su t trình h c t p th c hi n lu V i lịng kính tr ng bi Hồng B c bày t l i c i th y Nguy n n khích, ch d n t n tình cho tơi su t th i gian th c hi n nghiên c u Tôi xin g i l i c nghiên c n th y Ph tài p s li u h tr cho nh Tôi xin g i l i tri ân sâu s ib tơi r t nhi u su t q trình h c t p, làm vi c hoàn thành lu u th c hi ng viên, h tr iii L N nghiên c u hoàn toàn th c hi n Các s li u, k t qu vi t trung th c c cơng b b t k cơng trình khác Tác gi T Th iv M CL C TRANG PH BÌA i L ii L iii M C L C iv DANH M C HÌNH vi DANH M C B NG vii DANH M C T VI T T T viii TÓM T T 1.1 1.2 1.3 1.4 1.5 1.6 2.1 Lý thuy t v v n xã h i 2.1.1 2.1.2 mv n xã h i (social capital) ng v n xã h i nghiên c u 2.2 Tín d ng th c kh p c n tín d ng 16 2.2.1 Phân bi t t ch c tín d ng th c 16 2.2.2 Kh p c n tín d ng 17 2.3 V n xã h i kh p c n tín d ng 17 2.3.1 Cách th c v n xã h i n ti p c n tín d ng 17 2.3.2 Các nghiên c u v v n xã h i kh 2.4 Các nhân t khác n kh p c n tín d ng 19 p c n tín d ng 23 2.4.1 m kho n vay 23 2.4.2 m cá nhân h 23 U 27 3.1 Ngu n s li u cho nghiên c u 27 v 3.2 Gi thi t nghiên c u 28 3.3 Khung phân tích c a nghiên c u 30 3.4 ng bi n mô hình 30 3.4.1 Bi n ph thu c 30 3.4.2 Bi c l p 31 3.4.3 Bi n ki m soát 33 3.5 Mơ hình nghiên c u 38 N XÃ H I VÀ TH 4.1 V n xã h i 4.2 Th NG TÍN D NG NƠNG THƠN VN 41 nơng thơn Vi t Nam 41 ng tín d ng nơng thơn Vi t Nam 43 T QU NGHIÊN C U 47 5.1 Th ng kê mô t 47 5.1.1 V n xã h i kh p c n tín d ng th c 47 5.1.2 m kho n vay 49 5.1.3 50 5.1.4 5.2 Phân tích 5.2.1 Ki nhân h 5.2.2 K t qu 5.3 Phân tích n mh 52 ng c a v n xã h n kh p c n tín d ng th c 53 nh v m i quan h gi a v n xã h mv m cá i kh p c n tín d ng th c 53 ng mơ hình h i quy binary logistic 54 ng c a v n xã h n giá tr v n vay 63 5.3.1 Ki nh th ng kê v m i quan h gi a v n xã h mv c m cá nhân h i kh p c n tín d ng th c 63 5.3.2 K t qu ng mơ hình h i quy b i 65 5.4 Th o lu n k t qu 68 71 6.1 71 6.2 Hàm ý sách 72 6.3 75 6.4 76 TÀI LI U THAM KH O 77 PH L C 83 vi DANH M C HÌNH Hình 1.1 Tín d ng khu v Hình 3.1 Quy trình ki 1994 2011 nh gi thuy t 28 Hình 3.2 Mơ hình phân tích 29 Hình 4.1 Th Hình ng tín d ng nông thôn Vi t Nam 43 ng biên c a nhân t n xác su t ti p c n tín d ng th c 62 vii DANH M C B NG B ng 2.1 Tóm t t cách th ng v n xã h i 13 B ng 2.2 Tóm t t nghiên c u th c nghi m v v n xã h i ti p c n tín d ng 20 B ng 2.3 Tóm t t y u t n kh p c n tín d ng 23 B ng 3.1 Tóm t t mô t bi n 35 B ng 5.1 Kh p c n tín d ng th c 46 B ng 5.2 V n xã h i c a h B ng 5.3 V n xã h i v i kh 47 p c n tín d ng 48 B ng m kho n vay 49 B ng 50 B ng p c n tín d ng 50 B ng mh 51 B ng mh B ng 5.9 Ki nh Pearson Chi-square 53 n p c n tín d ng 51 B ng 5.10 K t qu ng mơ hình h i quy binary logistic v 55 B ng 5.11 K t qu ng mơ hình h i quy binary logistic v t 58 B ng B ng 5.13 K t qu ng xác su t ti p c n tín d ng th c 60 ng mơ hình h i quy b i 65 viii DANH M C T BTB : B c Trung b CSXH : Chính sách Xã h i DHMT VI T T T : Duyên h i mi n Trung ng b ng sông C u Long : NGO ng b ng sông H ng : T ch c phi ph NHTM i NN&PTNN : Nơng nghi p Phát tri n Nông thôn ROSCA : Hi p h i tín d ng xoay vịng TD&MNPB : Trung du mi n núi phía B c TN : Tây Nguyên VARHS : i u tra Ti p c n ngu n l c h t Nam TÓM T T ng c a v n xã h n kh p c n tín d ng th c c a h ng c a v n xã h n giá tr kho n v ngu n tín d ng th c c a h cho nghiên c c l y t b d li Vi t Nam (VARHS t ct t Nam Ngu n s li u u tra ti p c n ngu n l c c a h gi i quy t m c tiêu nghiên c u th nh t vi t s d ng mơ hình h i quy logit v i bi n ph thu c xác su t ti p c n tín d ng th c c a h ng mơ hình binary logistic, nghiên c u nh n th y r ng v n xã h i c th m có ng tích c n kh i xã h i th i b o lãnh p c n tín d ng th c c a nơng h Ngồi ra, vi t ch ng minh r ng ngồi v n xã h i cịn có y u t khác có n kh p c n tín d ng th c lãi su t v n vay, tài s n th ch p, dân t c bi n vùng Do bi n c a v n xã h i có n xác su t ti p c n tín d ng th c nên nghiên c u ti p t c gi i quy t m c tiêu th hai Bài vi t s d ng mơ hình h i quy b giá ng c a v n xã h t c a v n xã h i m chi u v nh n giá tr v n vay K t qu h i quy cho th y, y u i xã h i th c, ni m tin s h p tác có quan h ng v n vay t ngu n tín d ng th c Ngồi ra, y u t n th ch p bi ng v n c t t ch c tín d ng th c K t qu c a nghiên c u Oken (2004), Heikkilaa (2009), Lawal 1.1 i m i, th , tín d ng kho ng t ng tín d ng c phát tri n khu v c bi n 2010 (Ngân hàng Phát Tri n C phát tri n c a khu v Hình 1.1) S t vai trị r t quan tr ng q trình phát tri n kinh t , nh t m t n n kinh t i quy c ta hi n v n ho doanh, cung c p v n cho d ng s n xu t kinh c ph c nh ng r i ro ho nơng nghi ng tiêu dùng Hình 1.1 Tín d ng khu v 1994 2011 3,000,000 2,500,000 2,000,000 1,500,000 1,000,000 500,000 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 Ngu n: Ngân hàng Phát Tri Theo s li s h u tra ti p c n ngu n l c h nông thôn Vi t Nam (VARHS, 2008), c kh o sát có vay n có kho d ng th ngu n tín d ng phi th c bán th c u cho th y r ng tín d ng th khu v c nơng thơn Tuy h u h t h ch n hình th quy mô vay r t th p, ch chi m 13,6% t u tra t VARHS, t ngu n tín - 2008, h n l n th ng tín d ng ngân hàng ng vay Theo s li u ng tín d Ki a bi n trust2 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 273 654 9.145799 9.468365 0768325 044461 1.269481 1.137019 8.994537 9.381061 9.297061 9.555668 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.2466 degrees of freedom = 272, 653 Ha: ratio < Pr(F < f) = 0.9862 Ki Ha: ratio != 2*Pr(F > f) = 0.0276 Ha: ratio > Pr(F > f) = 0.0138 nh m i quan h c a bi n ln_loansize trust2 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 273 654 9.145799 9.468365 0768325 044461 1.269481 1.137019 8.994537 9.381061 9.297061 9.555668 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = Ha: ratio < Pr(F < f) = 0.9862 f = 1.2466 degrees of freedom = 272, 653 Ha: ratio != 2*Pr(F > f) = 0.0276 Ha: ratio > Pr(F > f) = 0.0138 Ki sai c a bi n guarantor sdtest ln_loansize, by(guarantor) Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 111 816 8.864039 9.442654 1183541 0406486 1.246938 1.161156 8.629489 9.362865 9.09859 9.522442 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = Ha: ratio < Pr(F < f) = 0.8522 f = 1.1532 degrees of freedom = 110, 815 Ha: ratio != 2*Pr(F > f) = 0.2955 Ha: ratio > Pr(F > f) = 0.1478 Ki a bi n cooperation Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 687 240 9.288615 9.615981 0418996 0891775 1.098217 1.381532 9.206348 9.440306 9.370882 9.791655 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 0.6319 degrees of freedom = 686, 239 Ha: ratio < Pr(F < f) = 0.0000 Ki Ha: ratio != 2*Pr(F < f) = 0.0000 Ha: ratio > Pr(F > f) = 1.0000 nh m i quan h c a bi n ln_loanze cooperation Two-sample t test with unequal variances Group Obs Mean 687 240 combined 927 Std Dev [95% Conf Interval] 9.288615 9.615981 0418996 0891775 1.098217 1.381532 9.206348 9.440306 9.370882 9.791655 9.37337 0389547 1.18604 9.29692 9.449819 -.3273659 diff Std Err .0985303 -.5211514 -.1335805 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0005 Ki interest_rate t = -3.3225 Satterthwaite's degrees of freedom = 350.221 Ha: diff != Pr(|T| > |t|) = 0.0010 a bi n ln_loansize pwcorr ln_loansize interest_rate, sig Ha: diff > Pr(T > t) = 0.9995 Ki age a bi n ln_loansize pwcorr ln_loansize age, sig ln_loa~e ln_loa~e intere~e ln_loansize interest_r~e -0.1647 0.0000 ln_loansize 1.0000 1.0000 1.0000 age -0.0546 0.0964 age 1.0000 Ki a bi n ln_loansize age_squareln_loansize age_square, sig pwcorr Ki an gi a bi n ln_loansize hh_size pwcorr ln_loansize hh_size, sig ln_loa~e age_sq~e ln_loansize 1.0000 age_square -0.0574 0.0805 ln_loa~e hh_size ln_loansize hh_size 1.0000 Ki a bi n ln_loansize income pwcorr ln_loansize income, sig ln_loa~e ln_loansize 0.1892 0.0000 0.0999 0.0023 1.0000 Ki a bi n ln_loansize distanceln_loansize distance, sig pwcorr income ln_loa~e distance 1.0000 income 1.0000 ln_loansize distance 1.0000 1.0000 0.1011 0.0021 1.0000 Ki a bi n gender sdtest ln_loansize, by(gender) Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 312 615 9.098528 9.512802 0686889 0462937 1.213288 1.148047 8.963375 9.421888 9.233682 9.603715 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = Ha: ratio < Pr(F < f) = 0.8728 Ki f = 1.1169 degrees of freedom = 311, 614 Ha: ratio != 2*Pr(F > f) = 0.2544 Ha: ratio > Pr(F > f) = 0.1272 a bi n ln_loansize gender ttest ln_loansize, by(gender) Two-sample t test with equal variances Group Obs Mean 312 615 combined 927 diff Std Err Std Dev [95% Conf Interval] 9.098528 9.512802 0686889 0462937 1.213288 1.148047 8.963375 9.421888 9.233682 9.603715 9.37337 0389547 1.18604 9.29692 9.449819 -.4142731 0813495 -.5739241 -.2546221 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0000 t = degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.0000 -5.0925 925 Ha: diff > Pr(T > t) = 1.0000 Ki a bi n hh_head Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 238 689 9.206475 9.43102 0833293 0436215 1.285542 1.145014 9.042314 9.345373 9.370636 9.516667 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.2605 degrees of freedom = 237, 688 Ha: ratio < Pr(F < f) = 0.9871 Ki Ha: ratio != 2*Pr(F > f) = 0.0258 Ha: ratio > Pr(F > f) = 0.0129 nh m i quan h gi a bi n ln_loansize bi n hh_head Two-sample t test with unequal variances Group Obs Mean 238 689 combined 927 Std Dev [95% Conf Interval] 9.206475 9.43102 0833293 0436215 1.285542 1.145014 9.042314 9.345373 9.370636 9.516667 9.37337 0389547 1.18604 9.29692 9.449819 -.224545 diff Std Err .0940564 -.4094891 -.0396009 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0087 Ki t = Satterthwaite's degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.0175 -2.3873 374.99 Ha: diff > Pr(T > t) = 0.9913 g sai c a bi n ethnic sdtest ln_loansize, by( ethnic) Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 186 741 9.195629 9.417985 0680794 0455112 9284789 1.238876 9.061317 9.328638 9.329941 9.507331 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = Ha: ratio < Pr(F < f) = 0.0000 f = 0.5617 degrees of freedom = 185, 740 Ha: ratio != 2*Pr(F < f) = 0.0000 Ha: ratio > Pr(F > f) = 1.0000 Ki nh m i quan h gi a bi n ln_loansize bi n ethnic ttest ln_loansize, by( ethnic) unequal Two-sample t test with unequal variances Group Obs Mean 186 741 combined 927 Std Dev [95% Conf Interval] 9.195629 9.417985 0680794 0455112 9284789 1.238876 9.061317 9.328638 9.329941 9.507331 9.37337 0389547 1.18604 9.29692 9.449819 -.2223557 diff Std Err .0818906 -.3833867 -.0613247 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0035 Ki t = Satterthwaite's degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.0069 -2.7153 368.881 Ha: diff > Pr(T > t) = 0.9965 a bi n area1 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 775 152 9.347482 9.505362 0431308 0894266 1.20071 1.102525 9.262815 9.328673 9.432149 9.682051 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.1860 degrees of freedom = 774, 151 Ha: ratio < Pr(F < f) = 0.9034 Ki Ha: ratio != 2*Pr(F > f) = 0.1933 Ha: ratio > Pr(F > f) = 0.0966 nh m i quan h gi a bi n ln_loansize bi n erea1 Two-sample t test with equal variances Group Obs Mean 775 152 combined 927 diff Std Err Std Dev [95% Conf Interval] 9.347482 9.505362 0431308 0894266 1.20071 1.102525 9.262815 9.328673 9.432149 9.682051 9.37337 0389547 1.18604 9.29692 9.449819 -.1578801 1051411 -.3642229 0484627 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0668 t = -1.5016 degrees of freedom = 925 Ha: diff != Pr(|T| > |t|) = 0.1335 Ha: diff > Pr(T > t) = 0.9332 Ki a bi n area2 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 679 248 9.377101 9.363153 0470005 0682816 1.224723 1.075299 9.284817 9.228665 9.469385 9.497641 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.2972 degrees of freedom = 678, 247 Ha: ratio < Pr(F < f) = 0.9919 Ki Ha: ratio != 2*Pr(F > f) = 0.0161 Ha: ratio > Pr(F > f) = 0.0081 nh m i quan h gi a bi n ln_loansize bi n erea2 Two-sample t test with unequal variances Group Obs Mean 679 248 Std Dev [95% Conf Interval] 9.377101 9.363153 combined 927 0470005 0682816 1.224723 1.075299 9.284817 9.228665 9.469385 9.497641 9.37337 0389547 1.18604 9.29692 9.449819 0139484 diff Std Err .082894 -.1489184 1768152 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.5668 Ki t = Satterthwaite's degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.8664 0.1683 495.948 Ha: diff > Pr(T > t) = 0.4332 a bi n area3 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 818 109 9.436371 8.900572 0399072 1337685 1.141375 1.396584 9.358038 8.63542 9.514704 9.165725 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = Ha: ratio < Pr(F < f) = 0.0015 f = 0.6679 degrees of freedom = 817, 108 Ha: ratio != 2*Pr(F < f) = 0.0030 Ha: ratio > Pr(F > f) = 0.9985 Ki nh m i quan h gi a bi n ln_loansize bi n erea3 Two-sample t test with unequal variances Group Obs Mean 818 109 combined 927 Std Dev [95% Conf Interval] 9.436371 8.900572 0399072 1337685 1.141375 1.396584 9.358038 8.63542 9.514704 9.165725 9.37337 0389547 1.18604 9.29692 9.449819 5357988 diff Std Err .1395944 2595862 8120113 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.9999 Ki t = 3.8383 Satterthwaite's degrees of freedom = 127.946 Ha: diff != Pr(|T| > |t|) = 0.0002 Ha: diff > Pr(T > t) = 0.0001 a bi n area4 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 798 129 9.456555 8.858784 0422361 0881654 1.193124 1.001366 9.373648 8.684333 9.539462 9.033234 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.4197 degrees of freedom = 797, 128 Ha: ratio < Pr(F < f) = 0.9930 Ki Ha: ratio != 2*Pr(F > f) = 0.0139 Ha: ratio > Pr(F > f) = 0.0070 nh m i quan h gi a bi n ln_loansize bi n erea4 Two-sample t test with unequal variances Group Obs Mean 798 129 combined 927 diff Std Err Std Dev [95% Conf Interval] 9.456555 8.858784 0422361 0881654 1.193124 1.001366 9.373648 8.684333 9.539462 9.033234 9.37337 0389547 1.18604 9.29692 9.449819 5977711 09776 4049488 7905935 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 1.0000 t = Satterthwaite's degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.0000 6.1147 191.869 Ha: diff > Pr(T > t) = 0.0000 Ki a bi n area5 Variance ratio test Group Obs Mean Std Err Std Dev [95% Conf Interval] 766 161 9.290749 9.766458 0427292 0886836 1.182604 1.125269 9.206869 9.591316 9.37463 9.941599 combined 927 9.37337 0389547 1.18604 9.29692 9.449819 ratio = sd(0) / sd(1) Ho: ratio = f = 1.1045 degrees of freedom = 765, 160 Ha: ratio < Pr(F < f) = 0.7800 Ki Ha: ratio != 2*Pr(F > f) = 0.4399 Ha: ratio > Pr(F > f) = 0.2200 nh m i quan h gi a bi n ln_loansize bi n erea5 Two-sample t test with equal variances Group Obs Mean 766 161 combined 927 diff Std Err Std Dev [95% Conf Interval] 9.290749 9.766458 0427292 0886836 1.182604 1.125269 9.206869 9.591316 9.37463 9.941599 9.37337 0389547 1.18604 9.29692 9.449819 -.4757083 1016878 -.6752738 -.2761427 diff = mean(0) - mean(1) Ho: diff = Ha: diff < Pr(T < t) = 0.0000 t = degrees of freedom = Ha: diff != Pr(|T| > |t|) = 0.0000 -4.6781 925 Ha: diff > Pr(T > t) = 1.0000 Ph l c Iteration Iteration Iteration Iteration Iteration Iteration Iteration K t qu h i quy mơ hình Logit l n 0: 1: 2: 3: 4: 5: 6: log log log log log log log likelihood likelihood likelihood likelihood likelihood likelihood likelihood = = = = = = = Logistic regression Number of obs LR chi2(24) Prob > chi2 Pseudo R2 Log likelihood = -478.36906 ac Coef formal_net informal_net trust1 trust2 guarantor cooperation interest_r~e loan_purpose collateral gender age age_square education marry_status hh_head hh_size income distance ethnic area1 area2 area3 area4 area5 _cons 467914 -.009797 -.3154903 2682399 7536508 -.1492248 -1.893698 -.1069221 1.574664 0402825 0376723 -.0003893 0393702 -.4038727 417283 -.0070002 3.15e-07 0118443 -.8152913 -1.01345 -.180658 -1.203543 2149835 -1.127915 -1.235164 Ph l c ( 1) ( 2) ( 3) ( 4) ( 5) ( 6) ( 7) ( 8) ( 9) (10) (11) (12) (13) (14) (15) (16) Ki Std Err .0978634 0154913 2782749 2284832 2452659 1882047 9721232 1772033 2263748 2515474 0444273 0004252 0275651 3099664 2604003 0560769 7.22e-07 0103359 2687907 3578513 3638278 3795956 3541064 3489835 1.16558 nh lo i bi [ac]informal_net = [ac]trust1 = [ac]trust2 = [ac]cooperation = [ac]loan_purpose = [ac]gender = [ac]age = [ac]age_square = [ac]education = [ac]marry_status = [ac]hh_head = [ac]hh_size = [ac]income = [ac]distance = [ac]area2 = [ac]area4 = chi2( 16) = Prob > chi2 = -591.42523 -485.03418 -479.24156 -478.40233 -478.36931 -478.36906 -478.36906 20.46 0.2002 z 4.78 -0.63 -1.13 1.17 3.07 -0.79 -1.95 -0.60 6.96 0.16 0.85 -0.92 1.43 -1.30 1.60 -0.12 0.44 1.15 -3.03 -2.83 -0.50 -3.17 0.61 -3.23 -1.06 P>|z| 0.000 0.527 0.257 0.240 0.002 0.428 0.051 0.546 0.000 0.873 0.396 0.360 0.153 0.193 0.109 0.901 0.663 0.252 0.002 0.005 0.620 0.002 0.544 0.001 0.289 = = = = 927 226.11 0.0000 0.1912 [95% Conf Interval] 2761052 -.0401594 -.860899 -.179579 2729384 -.5180993 -3.799025 -.4542342 1.130978 -.4527415 -.0494037 -.0012226 -.0146565 -1.011396 -.0930923 -.1169089 -1.10e-06 -.0084138 -1.342112 -1.714826 -.8937474 -1.947536 -.4790523 -1.81191 -3.519659 ng kê 6597228 0205655 2299184 7160589 1.234363 2196496 0116283 2403899 2.018351 5333064 1247482 0004441 0933969 2036503 9276582 1029085 1.73e-06 0321023 -.2884712 -.3120744 5324314 -.4595488 9090193 -.4439194 1.049331 Ph l c 9: Ki ( 1) ( 2) ( 3) ( 4) ( 5) ( 6) ( 7) ( 8) ( 9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) (22) (23) (24) nh Omnibus [ac]formal_net = [ac]informal_net = [ac]trust1 = [ac]trust2 = [ac]guarantor = [ac]cooperation = [ac]interest_rate = [ac]loan_purpose = [ac]collateral = [ac]gender = [ac]age = [ac]age_square = [ac]education = [ac]marry_status = [ac]hh_head = [ac]hh_size = [ac]income = [ac]distance = [ac]ethnic = [ac]area1 = [ac]area2 = [ac]area3 = [ac]area4 = [ac]area5 = chi2( 24) = 152.45 Prob > chi2 = 0.0000 Ph l c 10 nh m phù h p c a mơ hình Logistic model for ac, goodness-of-fit test (Table collapsed on quantiles of estimated probabilities) Group Prob Obs_1 Exp_1 Obs_0 Exp_0 Total 0.3569 0.4481 0.5375 0.6159 0.7043 17 36 47 58 59 23.0 37.2 45.7 52.9 61.6 76 57 46 34 34 70.0 55.8 47.3 39.1 31.4 93 93 93 92 93 10 0.7759 0.8377 0.8899 0.9238 0.9798 73 75 84 81 86 69.0 74.4 80.4 84.5 87.3 20 17 12 24.0 17.6 12.6 8.5 4.7 93 92 93 93 92 number of observations number of groups Hosmer-Lemeshow chi2(8) Prob > chi2 = = = = 927 10 7.71 0.4622 Ph l c 11 Ki nh m xác c a mơ hình Logistic model for ac True Classified D ~D Total + - 536 80 148 163 684 243 Total 616 311 927 Classified + if predicted Pr(D) >= True D defined as ac != Sensitivity Specificity Positive predictive value Negative predictive value Pr( +| D) Pr( -|~D) Pr( D| +) Pr(~D| -) 87.01% 52.41% 78.36% 67.08% False False False False Pr( +|~D) Pr( -| D) Pr(~D| +) Pr( D| -) 47.59% 12.99% 21.64% 32.92% + + - rate rate rate rate for for for for true ~D true D classified + classified - Correctly classified Ph l c 12 Iteration Iteration Iteration Iteration Iteration Iteration Iteration 0: 1: 2: 3: 4: 5: 6: 75.40% K t qu h log log log log log log log t (l n 2) likelihood likelihood likelihood likelihood likelihood likelihood likelihood = = = = = = = -591.42523 -494.83891 -489.74575 -488.94292 -488.91917 -488.91903 -488.91903 Logistic regression Number of obs LR chi2(8) Prob > chi2 Pseudo R2 Log likelihood = -488.91903 ac Coef formal_net guarantor interest_r~e collateral ethnic area1 area3 area5 _cons 4530216 8589709 -1.86191 1.62338 -.6007606 -1.050949 -1.016488 -.8915657 -.3734651 Std Err .0886049 2314807 9589558 211164 2149671 2218364 2510904 2167858 3240839 z 5.11 3.71 -1.94 7.69 -2.79 -4.74 -4.05 -4.11 -1.15 P>|z| 0.000 0.000 0.052 0.000 0.005 0.000 0.000 0.000 0.249 = = = = 927 205.01 0.0000 0.1733 [95% Conf Interval] 2793592 4052771 -3.741429 1.209506 -1.022088 -1.485741 -1.508616 -1.316458 -1.008658 626684 1.312665 0176084 2.037254 -.1794329 -.6161581 -.5243597 -.4666734 2617277 P0 formal_net guarantor interest_rate collateral ethnic area1 area3 area5 0% 0 0 0 0 10% 14.9% 20.8% 1.7% 36.0% 5.7% 3.7% 3.9% 4.4% 20% 28.2% 37.1% 3.7% 55.9% 12.0% 8.0% 8.3% 9.3% 30% 40.3% 50.3% 6.2% 68.5% 19.0% 13.0% 13.4% 14.9% 40% 51.2% 61.1% 9.4% 77.2% 26.8% 18.9% 19.4% 21.5% 50% 61.1% 70.2% 13.4% 83.5% 35.4% 25.9% 26.6% 29.1% 60% 70.2% 78.0% 18.9% 88.4% 45.1% 34.4% 35.2% 38.1% 70% 78.6% 84.6% 26.6% 92.2% 56.1% 45.0% 45.8% 48.9% 80% 86.3% 90.4% 38.3% 95.3% 68.7% 58.3% 59.2% 62.1% 90% 93.4% 95.5% 58.2% 97.9% 83.1% 75.9% 76.5% 78.7% P0 formal_net guarantor interest_rate collateral ethnic area1 area3 area5 0% 0 0 0 0 10% 4.9% 10.8% -8.3% 26.0% -4.3% -6.3% -6.1% -5.6% 20% 8.2% 17.1% -16.3% 35.9% -8.0% -12.0% -11.7% -10.7% 30% 10.3% 20.3% -23.8% 38.5% -11.0% -17.0% -16.6% -15.1% 40% 11.2% 21.1% -30.6% 37.2% -13.2% -21.1% -20.6% -18.5% 50% 11.1% 20.2% -36.6% 33.5% -14.6% -24.1% -23.4% -20.9% 60% 10.2% 18.0% -41.1% 28.4% -14.9% -25.6% -24.8% -21.9% 70% 8.6% 14.6% -43.4% 22.2% -13.9% -25.0% -24.2% -21.1% 80% 6.3% 10.4% -41.7% 15.3% -11.3% -21.7% -20.8% -17.9% 90% 3.4% 5.5% -31.8% 7.9% -6.9% -14.1% -13.5% -11.3% Ngu n: Tính tốn t mơ hình h t Ph l c 14 K t qu Source SS ng mơ hình h i quy b i df MS Model Residual 242.250583 369.081691 611.332275 Number of obs F( 24, 591) Prob > F R-squared Adj R-squared Root MSE 24 10.0937743 591 624503708 Total 615 994036219 ln_loansize Coef formal_net informal_net trust1 trust2 guarantor cooperation interest_r~e loan_purpose collateral gender age age_square education marry_status hh_head hh_size income distance ethnic area1 area2 area3 area4 area5 _cons 3033051 0093286 -.0286819 1842334 0830768 2920876 -1.008618 123782 7446791 0599365 -.0184369 0001466 0071572 0442028 -.1118842 -.0057934 6.14e-07 0073437 -.0982097 -.1750597 -.3357341 -.4953946 -.0293181 092231 8.862677 Ph l c 15 Std Err .0358476 0056339 136235 102161 129383 0758333 4863542 0691794 0769044 1021116 0187856 0001803 011184 1253151 1094647 0220183 2.42e-07 0057215 1030833 1450817 1358248 15219 1384351 1250505 5008575 Ki t P>|t| 8.46 1.66 -0.21 1.80 0.64 3.85 -2.07 1.79 9.68 0.59 -0.98 0.81 0.64 0.35 -1.02 -0.26 2.54 1.28 -0.95 -1.21 -2.47 -3.26 -0.21 0.74 17.70 0.000 0.098 0.833 0.072 0.521 0.000 0.039 0.074 0.000 0.557 0.327 0.417 0.522 0.724 0.307 0.793 0.011 0.200 0.341 0.228 0.014 0.001 0.832 0.461 0.000 2329009 -.0017363 -.2962454 -.0164094 -.1710296 1431521 -1.963811 -.0120854 5936399 -.1406092 -.0553315 -.0002075 -.014808 -.2019142 -.3268714 -.049037 1.39e-07 -.0038931 -.3006639 -.4599981 -.602492 -.7942935 -.3012028 -.1533664 7.879 i 24.74 0.0000 616 16.16 0.0000 0.3963 0.3717 79026 [95% Conf Interval] Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance Variables: fitted values of ln_loansize chi2(1) = Prob > chi2 = = = = = = = 3737093 0203935 2388817 3848761 3371833 441023 -.0534248 2596495 8957183 2604821 0184578 0005006 0291223 2903199 103103 0374502 1.09e-06 0185806 1042445 1098788 -.0689761 -.1964956 2425665 3378283 9.846354 Ph l c 16 K t qu ng mơ hình h i quy b i sau kh c ph i Linear regression Number of obs F( 24, 591) Prob > F R-squared Root MSE ln_loansize Coef formal_net informal_net trust1 trust2 guarantor cooperation interest_r~e loan_purpose collateral gender age age_square education marry_status hh_head hh_size income distance ethnic area1 area2 area3 area4 area5 _cons 3033051 0093286 -.0286819 1842334 0830768 2920876 -1.008618 123782 7446791 0599365 -.0184369 0001466 0071572 0442028 -.1118842 -.0057934 6.14e-07 0073437 -.0982097 -.1750597 -.3357341 -.4953946 -.0293181 092231 8.862677 Ph l c 17 Robust Std Err .0444321 0057016 1447027 1021991 138502 0830829 8336682 0687292 0814092 1213424 0179831 0001685 0117549 1296612 1311319 0217425 4.05e-07 0067747 1047855 1603706 1383069 1661592 1490302 1374172 4961299 Ki t 6.83 1.64 -0.20 1.80 0.60 3.52 -1.21 1.80 9.15 0.49 -1.03 0.87 0.61 0.34 -0.85 -0.27 1.52 1.08 -0.94 -1.09 -2.43 -2.98 -0.20 0.67 17.86 ng n Variable VIF 1/VIF age age_square area2 area1 area4 gender area5 area3 hh_head trust2 ethnic trust1 marry_status education collateral formal_net distance informal_net hh_size guarantor loan_purpose cooperation income interest_r~e 44.32 43.65 3.89 2.35 2.20 2.15 2.13 2.07 2.02 1.87 1.82 1.82 1.62 1.46 1.41 1.39 1.25 1.21 1.21 1.16 1.15 1.11 1.08 1.05 0.022562 0.022908 0.256883 0.426222 0.453751 0.464156 0.469226 0.483551 0.494411 0.534633 0.548822 0.549164 0.617997 0.683387 0.708249 0.717275 0.799774 0.828755 0.829113 0.859312 0.873201 0.898951 0.921889 0.956076 Mean VIF 5.23 P>|t| 0.000 0.102 0.843 0.072 0.549 0.000 0.227 0.072 0.000 0.622 0.306 0.385 0.543 0.733 0.394 0.790 0.129 0.279 0.349 0.275 0.016 0.003 0.844 0.502 0.000 = = = = = 616 15.79 0.0000 0.3963 79026 [95% Conf Interval] 2160412 -.0018692 -.3128759 -.0164842 -.1889392 1289139 -2.64593 -.0112011 5847926 -.1783783 -.0537554 -.0001843 -.0159293 -.2104499 -.3694254 -.0484954 -1.80e-07 -.0059616 -.304007 -.4900253 -.6073668 -.8217289 -.3220114 -.1776546 7.888285 3905691 0205265 2555122 3849509 3550929 4552612 628695 2587652 9045656 2982512 0168817 0004774 0302436 2988555 1456569 0369086 1.41e-06 0206491 1075875 139906 -.0641013 -.1690602 2633752 3621165 9.837069 Ph l c 18 ( 1) ( 2) ( 3) ( 4) ( 5) ( 6) ( 7) ( 8) ( 9) (10) (11) (12) (13) (14) (15) (16) (17) Ki nh lo i bi ng kê informal_net = trust1 = guarantor = interest_rate = gender = age = age_square = education = marry_status = hh_head = hh_size = income = distance = ethnic = area1 = area4 = area5 = F( 17, 591) = Prob > F = Ph l c 19 Ki nh t 1.49 0.0926 ... ,b : g g 40 binary logistic 2010 g 41 4: V N XÃ H I VÀ TH NG TÍN D NG NƠNG THƠN VI T NAM 4.1 V n xã h i nông thôn Vi t Nam Các m ng xã h i m nông thôn Vi im i quan h thân t c, i quan h thân t... 3.5 Mô hình nghiên c u 38 N XÃ H I VÀ TH 4.1 V n xã h i 4.2 Th NG TÍN D NG NƠNG THƠN VN 41 nông thôn Vi t Nam 41 ng tín d ng nông thôn Vi t Nam 43 T QU NGHIÊN C... tri n Nông thôn, n c ngân hàng Chính sách Xã h i Giá tr kho n v n vay mà m t h c t m t ngu n c p tín d ng th gi i thích v kh 2.3 V n xã h i kh p c n tín d ng vi t ti p c n tín d ng 2.3.1 Cách