Penaksiran Parameter Multivariate Spatial Durbin Model (MSDM) Studi Kasus: Indikator Keberhasilan Pembangunan Kabupaten/Kota di Jawa Timur Tahun 2019

Atikah, Nur (2024) Penaksiran Parameter Multivariate Spatial Durbin Model (MSDM) Studi Kasus: Indikator Keberhasilan Pembangunan Kabupaten/Kota di Jawa Timur Tahun 2019. Doctoral thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Tujuan dari penelitian ini adalah untuk mengembangkan model Multivariate Spatial Durbin Model (MSDM) dengan penaksiran parameter dan pengujian hipotesis. Selanjutnya, model MSDM diterapkan untuk pemodelan indikator keberhasilan pembangunan, yaitu pertumbuhan ekonomi, Indeks Pembangunan Manusia (IPM), dan persentase kemiskinan di Provinsi Jawa Timur. Hasil penelitian menggunakan metode Maximum Likelihood Estimation (MLE) untuk memperkirakan nilai parameter, dimana hasil estimasi dapat dinyatakan dalam bentuk close form. Pengujian hipotesis model MSDM meliputi uji parametrik secara simultan dan uji parametrik parsial yang semuanya dilakukan dengan menggunakan metode Maximum Likelihood Ratio Test (MLRT). Untuk studi empiris, selain memodelkan MSDM dengan pembobot Queen Contiguity, juga dilakukan pengembangan untuk memodelkan MSDM dengan pembobot 3 cluster dan pembobot 4 cluster. Hasil studi empiris menunjukkan perbedaan antara ketiga model. Berdasarkan nilai AICc, model MSDM dengan pembobot 3 cluster lebih baik daripada model MSDM dengan pembobot Queen Contiguity dan pembobot 4 cluster dalam memodelkan indikator keberhasilan pembangunan yang meliputi pertumbuhan ekonomi, IPM, dan persentase kemiskinan.
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This study aims to develop a Multivariate Spatial Durbin Model (MSDM) model with parameter estimation and hypothesis testing. Furthermore, the MSDM model is applied to model development success indicators: economic growth, Human Development Index (HDI), and poverty percentage in East Java Province. The study's results used the Maximum Likelihood Estimation (MLE) method to estimate parameter values, where the estimation results can be expressed in close form. Hypothesis testing of the MSDM model includes simultaneous and partial parametric tests, all carried out using the Maximum Likelihood Ratio Test (LRT) method. For empirical studies, in addition to modeling MSDM with Queen Contiguity weighting, development was also carried out to model MSDM with 3 cluster weighting and 4 cluster weighting. The results of the Empirical study show differences between the three models. Based on the AICc value, the MSDM model with 3 cluster weighting is better than the MSDM model with Queen Contiguity weighting and 4 cluster weighting in modeling development success indicators including economic growth, HDI, and poverty percentage.

Item Type: Thesis (Doctoral)
Uncontrolled Keywords: Spatial Durbin Model, Multivariate Spatial Durbin Model, indikator keberhasilan pembangunan, pertumbuhan ekonomi, indeks pembangunan manusia, persentase kemiskinan Spatial Durbin Model, Multivariate Spatial Durbin Model, development success indicators, economic growth, human development index, poverty percentage
Subjects: Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression
Divisions: Faculty of Science and Data Analytics (SCIENTICS) > Mathematics > 44002-(S3) PhD Thesis
Depositing User: Nur Atikah
Date Deposited: 02 Feb 2025 14:22
Last Modified: 02 Feb 2025 14:22
URI: http://repository.its.ac.id/id/eprint/117593

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