59 corporate tax rate difference with time,
�
�
− � × ; and interaction between effectiveness of anti- avoidance rule with time,
��
�
× �
�
× . Where t is 2005 = 1, and so forth, to 2013 = 9.
Table 4.2 – Variable Specification
Variable Source
Format Measurement
Dependent variables Earnings before interest and expense
EBIT ORBIS
Natural log ln
�
Pre-tax profitability EBT ORBIS
Natural log ln
�
Predictor variables
Tax rate difference KPMG, EY, Deloitte,
and PwC Percentage
�
�
− � Effectiveness of anti-avoidance rule
IBFD, KPMG, EY, Deloitte, PwC and
Global Insight Scale availability
of anti-avoidance rule times
regulatory quality -
Transfer pricing rule
�
× �
�
- Interest limitation rule
�
�
× �
�
Control variables Fixed asset capital
ORBIS Natural log
ln
�
Cost of employees labour ORBIS
Natural log ln
�
GDP per capita World Development
Indicators World Bank Scale ‘000 USD
�
Robustness variables Total asset capital
ORBIS Natural log
ln
�
Availability of transfer pricing rules IBFD, KPMG, EY,
Deloitte and PwC Binary variable 1 =
available, 0 = otherwise
�
Availability of interest limitation rules
�
�
Tax effectiveness Variable of regulatory
quality from Global Insight
Scale 0 - 1 �
�
Tax rate differencetime KPMG, EY, Deloitte,
and PwC Percentage
�
�
− � ×
Effectiveness of anti-avoidance ruletime
IBFD, KPMG, EY, Deloitte, PwC and
Global Insight Scale
�
× �
�
× ; �
�
× �
�
× Control of corruption
Worldwide Governance Indicator World Bank
Scale -2.5 to + 2.5
�
4.6. Statistical Descriptive
Based on preliminary search on ORBIS database, there are 28,679 potential samples; however to include them as my final sample I also make second stage of filtering process based on availability of
data for each firm. Since information of EBIT, pre-tax profitability, fixed asset, cost of employees, and also
–the important thing- information of parent location are primary for the basic regression model; then I excluded any firm which have no information for those variables during 2005 to 2013.
Thus, if firm have at least has one single year of complete data, I will include as my final sample. With STATA software, I found only 8,602 firms that survived to be the final sample. These data are
unequally distributed in 29 developing countries see Table 4.3. Furthermore, most of subsidiaries in
60 those developing countries have parent in advanced economies 65 and tax havens 26.
Whereas, the rest 9 have their parents located in another developing countries. Furthermore, I build dataset for regression analysis containing eleven variables. There are 40,394 to
43,821 observations for 8,602 sample firms, meanings that on average each firm have 4.7 to 5.0 years of analysis. Mean from both variables lnEBIT and lnpre-tax profitability are in similar amount,
indicating that they have small difference Table 4.4. This is also supported by high correlation between them 0.949 as shown by Table 4.5.
Table 4.3 – Number of Samples, based on Location of Their Parents
Developing Country Location of Parent
Total Subsidiaries
N
Developing Countries
Tax Havens Advanced
Economies Undescribed
Argentina -
- 1.00
- 2
Bangladesh 0.50
- 0.50
- 2
Bosnia and Herzegovina 0.19
0.11 0.70
- 391
Brazil -
0.50 0.50
- 2
Bulgaria 0.07
0.27 0.66
- 599
China -
1.00 -
- 2
Colombia -
- 1.00
- 1
Ecuador 0.33
0.17 0.50
- 6
Egypt -
1.00 -
- 1
El Salvador -
- 1.00
- 1
Ghana -
- 1.00
- 1
Hungary 0.01
0.10 0.89
- 597
India 0.03
0.35 0.62
- 113
Indonesia 0.11
0.44 0.44
- 27
Macedonia -
1.00 -
- 1
Malaysia 0.05
0.32 0.63
- 131
Montenegro -
0.33 0.67
- 3
Nepal 1.00
- -
- 1
Nigeria 0.50
- 0.50
- 2
Pakistan 0.06
0.12 0.82
- 17
Papua New Guinea -
- 1.00
- 1
Philippines -
0.50 0.50
- 6
Romania 0.08
0.28 0.63
0.00 4,158
Serbia 0.17
0.19 0.64
- 1,277
Sri Lanka 0.10
0.60 0.30
- 10
Tanzania -
0.50 0.50
- 2
Thailand 0.05
0.20 0.75
- 129
Ukraine 0.04
0.38 0.57
- 1,117
Zambia -
0.50 0.50
- 2
Total 0.09
0.26 0.65
0.00 8,602
On the other hand, tax rate difference ranging from -45 to 34, with average on -10.5. At first sight, it can indicate that corporate tax rate in parent’s location is relative high. However, detailed
information on samples showed that this caused by that almost 95 of sample comes from developing
countries in European region, which have relative low corporate tax rates. Moreover, effectiveness of transfer pricing rules is 0.67 on average, higher than effectiveness of interest limitation rules, 0.58.
61 Both of variables have minimum value of 0 anti-avoidance rule is not available to 0.88 anti-
avoidance rule is available but not optimal to enforce. This data support explanation on Chapter 3 that argued that application of anti-avoidance rule would be depending on capability of tax
administration.
Table 4.4 – Summary Statistics
Obs. Mean
Std dev Min
Median Max
ln EBIT 43821
5.25 2.20
-8.12 5.28
14.31 ln pre-tax profitability
40394 5.10
2.28 -5.77
5.14 14.33
Tax rate difference 43821
-9.71 9.60
-45.00 -10.55
34.00 GDP per capita 000 USD
43821 7.12
2.92 0.32
8.07 15.60
Fixed asset ln 43821
5.92 2.69
-8.10 6.01
15.32 Total asset ln
43820 7.74
1.98 -2.60
7.70 15.36
Cost of employees ln 43821
5.80 1.99
-5.37 5.87
12.67 Transfer pricing rule availability
43821 0.99
0.11 1
1 Interest limitation rule availability
43810 0.81
0.39 1
1 Tax effectiveness
43821 0.67
0.12 0.25
0.75 0.88
Effectiveness of interest limitation rule 43821
0.67 0.14
0.75 0.88
Effectiveness of transfer pricing rule 43810
0.58 0.29
0.75 0.88
Control of corruption 43821
-0.25 0.29
-1.42 -0.22
0.61 Control variables, such as fixed asset, cost of employees, total asset or fixed asset are having high
correlation 0.3 with both EBIT and pre-tax profitability Table 4.5. Positive relationship between them indicates that those factors are drivers for profitability of firms. Control of corruption data is
ranging between -1.42 and 0.62, with average on -0.22 which means that most of developing countries still struggling with corruption problem.
4.7. Conclusion