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This study discusses model development for response variables following a bivariate gamma distribution using three-parameters, namely shape, scale and location parameters, paying attention to spatial effects so as to produce different parameter estimator values for each location. This model is called geographically weighted bivariate gamma regression (GWBGR). The method used for parameter estimation is maximum-likelihood estimation (MLE) with the Berndt–Hall–Hall-Hausman (BHHH) algorithm approach. Parameter testing consisted of a simultaneous test using the maximum-likelihood ratio test (MLRT) and a partial test using Wald test. The results of GWBGR modeling three-parameters with fixed weight bisquare kernel showed that the variables that significantly affect the rate of infant mortality (RIM) and rate of maternal mortality (RMM) are the percentage of poor people, the percentage of obstetric complications treated, the percentage of pregnant mothers who received Fe3 and the percentage of first-time pregnant mothers under seventeen years of age. While the percentage of households with clean and healthy lifestyle only significant in several regencies and cities. [ABSTRACT FROM AUTHOR]

Gamma distribution is a general type of statistical distribution that can be applied in various fields, mainly when the distribution of data is not symmetrical. When predictor variables also affect positive outcome, then gamma regression plays a role. In many cases, the predictor variables give effect to several responses simultaneously. In this article, we develop a multivariate gamma regression (MGR), which is one type of non-linear regression with response variables that follow a multivariate gamma (MG) distribution. This work also provides the parameter estimation procedure, test statistics, and hypothesis testing for the significance of the parameter, partially and simultaneously. The parameter estimators are obtained using the maximum likelihood estimation (MLE) that is optimized by numerical iteration using the Berndt–Hall–Hall–Hausman (BHHH) algorithm. The simultaneous test for the model's significance is derived using the maximum likelihood ratio test (MLRT), whereas the partial test uses the Wald test. The proposed MGR model is applied to model the three dimensions of the human development index (HDI) with five predictor variables. The unit of observation is regency/municipality in Java, Indonesia, in 2018. The empirical results show that modeling using multiple predictors makes more sense compared to the model when it only employs a single predictor. [ABSTRACT FROM AUTHOR]