I regressed the loan rate on firm variables and loan characteristics and yield a way too high r squared compared to related studies.
I have a Panel dataset and ran time and bank fixed effects model as well as random effects and also ran an OLS Regression and they all yield an R squared above 70%. The dataset:

input double(Loanspread Duration) byte Housebank double Profitability float Corporationdummy int Age double Leverage long Loansize byte Maturity
.0545 0 0 .0625 1 8 .95 475000 10
.0025 0 0 .0625 1 8 .95 475000 10
-.0023750000000000004 0 0 .0625 1 8 .95 150000 10
.0252 5.75 1 .0875 1 6 .5 150000 10
.09140000000000001 5.75 1 .0875 1 6 .5 30000 1
.0907 6 1 .0875 1 6 .5 20000 1
.0872 10 1 .0343558282208589 0 23 .72 80000 1
.0867 11 1 .05060240963855422 0 24 .77 80000 1
.0855 12 1 .03529411764705882 0 25 .9 120000 1
.0502 1 0 .05060240963855422 0 24 .77 60000 6
.09419999999999999 4.666666666666667 0 .03428571428571429 1 15 .2 100000 1
.0407 0 0 .03428571428571429 1 15 .2 620000 20
.0931 5 0 .03428571428571429 1 15 .2 230000 3
.017599999999999998 4.75 1 .23333333333333334 0 7 .4 50000 10
.007099999999999999 0 1 0 0 1 0 20000 10
.09159999999999999 3 0 .23333333333333334 0 7 .4 15000 3
.0326 10.083333333333334 0 .08125 1 20 .26 50000 10
.0433 8 0 .0819277108433735 1 18 .32 125000 5
.0517 0 0 .07549668874172186 1 19 .3 100000 5
.0815 10 0 .08125 1 20 .26 15000 1
.08259999999999999 9 0 .07549668874172186 1 19 .3 15000 1
.07999999999999999 8 0 .0819277108433735 1 18 .32 15000 1
.0884 10 0 .07549668874172186 1 19 .3 120000 1
.0897 9 0 .0819277108433735 1 18 .32 120000 1
.0867 10.583333333333334 0 .08125 1 20 .26 10000 1
.039 7 0 .08 1 15 .55 70000 6
.0409 5.166666666666667 0 .08 1 15 .55 100000 5
.033299999999999996 5.083333333333333 1 .09375 1 10 .6 150000 4
.0279 12 1 .11388888888888889 1 18 .45 350000 3
.0245 14 1 .105 1 20 .45 300000 6
.0455 0 0 .11 1 3 .44 30000 4
.0491 1.33 0 .08333333333333333 1 4 .5 50000 5
.1005 0 0 .11 1 3 .44 8000 1
.1002 1 0 .08333333333333333 1 4 .5 8000 1
.1003 1.083 0 .08333333333333333 1 4 .5 10000 3
.0984 0 0 .022857142857142857 1 2 .45 100000 1
.0943 .5833333333333334 0 .027105263157894736 1 3 .5 200000 3
.0962 1 0 .027105263157894736 1 3 .5 100000 1
.0526 0 0 .022857142857142857 1 2 .45 250000 5
.051199999999999996 1.4166666666666667 0 .025 1 4 .5 200000 5
.0816 5 1 .18795180722891566 1 7 .25 15000 1
.0811 6 1 .18620689655172415 1 8 .25 25000 1
.0804 7 1 .18604651162790697 1 9 .3 15000 1
.025800000000000003 15 1 .07931034482758621 0 45 .6 350000 7
.0227 20 1 .06666666666666667 0 50 .7 300000 10
.0823 15 1 .07931034482758621 0 45 .6 150000 1
.08070000000000001 16.5 1 .06785714285714285 0 46 .7 150000 1
.0805 17.75 1 .06779661016949153 0 47 .7 150000 1
.08779999999999999 7 1 .125 0 7 .5 20000 1
.0339 7 1 .125 0 7 .5 15000 5
.029 15 1 .18181818181818182 1 25 .8 150000 10
.026000000000000002 15 1 .18181818181818182 1 25 .8 400000 15
.0852 15 1 .18181818181818182 1 25 .8 50000 1
.020999999999999998 20 1 .15 0 40 .2 150000 10
.0812 20 1 .15 0 40 .2 50000 1
.0257 15 1 .06666666666666667 1 35 .3 25000 5
.0312 3 1 .1368421052631579 0 4 .25 300000 5
.0254 6 1 .123 0 7 .2 250000 7
.08760000000000001 3 1 .1368421052631579 0 4 .25 50000 1
.0882 4.333333333333333 1 .14358974358974358 0 5 .2 80000 1
.0887 5.333333333333333 1 .13368983957219252 0 6 .2 80000 1
.0866 6 1 .123 0 7 .2 80000 1
.0285 23 1 .14285714285714285 0 102 .42 80000 5
.09240000000000001 8 0 .14285714285714285 0 102 .42 30000 1
.0917 8.75 0 .13953488372093023 0 103 .45 45000 1
.016 0 0 .14285714285714285 0 102 .42 80000 5
.0191 14 1 .05495652173913043 1 17 .38 500000 10
.0376 4 0 .05 1 22 .4 400000 7
.0936 5 0 .05 1 22 .4 60000 2
.0968 .16666666666666666 0 .05 1 22 .4 50000 2
.0461 5 0 .06538461538461539 1 18 .5 150000 3
.0465 4 0 .06538461538461539 1 18 .5 130000 4
.094 4 0 .06538461538461539 1 18 .5 50000 2
.0209 22 1 .09 1 26 .21 300000 5
.0215 23 1 .09278350515463918 1 27 .28 250000 7
.019799999999999998 25.25 1 .0875 1 29 .25 50000 9
.0175 26.333333333333332 1 .08297872340425531 1 30 .25 80000 10
.078 23.166666666666668 1 .09278350515463918 1 27 .28 80000 1
.0274 16 1 .0893939393939394 1 17 .26 325000 10
.027 18.333333333333332 1 .08941176470588236 1 19 .31 150000 8
.0255 19.166666666666668 1 .08857142857142856 1 20 .33 220000 5
.0815 18.166666666666668 1 .08941176470588236 1 19 .31 80000 1
end
[/CODE]
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Listed 82 out of 82 observations

Code:
 regress Loanspread Age Numberofemployees Corporationdummy Grossprofit Profitability Leverage Loansize Maturity g1 g2 Duration Housebank if Loantype!="Crédit"
Does anybody have an idea what issue there could be?