Nur Atikah, Basuki Widodo, Mardlijah, Swasono Rahardjo, Sri Harini, Riski Nur Istiqomah Dinnullah
The Multivariate Spatial Durbin Model (MSDM) is a significant advance in spatial econometrics, very relevant in the context of research problems. This model extends spatial analysis by capturing the complexity and dynamism of interactions between variables in a spatial context that is often ignored by classical spatial models. Furthermore, this article aims to estimate the parameters of MSDM model applied to large and complex data sets through Monte Carlo simulations. This model was then estimated using Maximum Likelihood Estimation (MLE), and to test the accuracy of the model using the Maximum Likelihood Ratio Test (MLRT) with a computational approach. The research results show that the MSDM model parameter estimates are accurate as indicated by an accuracy value that is smaller than the 5% significance level. The model becomes more efficient as the sample size increases. © (2025), (International Journal of Mathematics and Computer Science). All rights reserved.
Faculty of Science and Data Analytics, Institut Teknologi Sepuluh Nopember, Surabaya, Indonesia; Faculty of Mathematics and Science, Universitas Negeri Malang, Malang, Indonesia; Faculty of Science and Technology, Universitas Islam Negeri Maulana Malik Ibrahim, Malang, Indonesia; Faculty of Science and Technology, Universitas PGRI Kanjuruhan Malang, Malang, Indonesia
