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Front-ends and extensions of GWRBasic (an intercept is prepended when X has no constant column): gwrcoef local coefficients, gwrres residuals, gwrstd standard errors, gwrhat the hat-matrix diagonal, gwrcv the leave-one-out CV score (GWmodel::gwr.cv), gwrdlt the Leung-Mei-Zhang F tests (GwrFTests), gwrtst the Monte Carlo test of coefficient variability with Philox permutations (GWmodel::gwr.montecarlo), gwrfwl the local Frisch-Waugh-Lovell coefficients of X2 net of X1, gwrsur equation-by-equation GW-SUR with local residual covariances, and gwrpois / gwrlgt the local-scoring GW Poisson and logistic regressions (GWmodel::ggwr.basic with tol = 1e-5, maxiter = 20).

Usage

gwrcoef(y, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrres(y, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrstd(y, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrhat(y, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrcv(y, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrdlt(
  y,
  X,
  coords,
  bw = 0.5,
  kernel = "bisquare",
  adaptive = FALSE,
  method = "leung"
)

gwrtst(
  y,
  X,
  coords,
  bw = 0.5,
  nsim = 9,
  seed = 0,
  kernel = "bisquare",
  adaptive = FALSE
)

gwrfwl(y, X1, X2, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrsur(ys, X, coords, bw = 0.5, kernel = "bisquare", adaptive = FALSE)

gwrpois(
  y,
  X,
  coords,
  bw = 0.5,
  kernel = "bisquare",
  adaptive = FALSE,
  tol = 1e-10,
  maxiter = 200
)

gwrlgt(
  y,
  X,
  coords,
  bw = 0.5,
  kernel = "bisquare",
  adaptive = FALSE,
  tol = 1e-10,
  maxiter = 200
)

Arguments

y

Response.

X

Regressors.

coords

Two-column coordinates.

bw

Bandwidth (distance, or neighbour count when adaptive).

kernel

Kernel name (see GWRKernelWeights).

adaptive

Adaptive bandwidth.

method

"leung" or "gwmodel" for the F tests.

nsim

Number of permutations.

seed

Philox seed.

X1

Regressors partialled out.

X2

Regressors of interest.

ys

List of response vectors (one per equation).

tol

Relative log-likelihood tolerance.

maxiter

Maximum number of local-scoring passes.

Value

gwrcoef, gwrstd matrices (one row per location); gwrres, gwrhat vectors; gwrcv a number; the others lists.

References

Brunsdon, C., Fotheringham, A. S. and Charlton, M. E. (1996). Geographically weighted regression: a method for exploring spatial nonstationarity. Geographical Analysis 28, 281-298. Brunsdon, C., Fotheringham, A. S. and Charlton, M. (1998). Geographically weighted regression - modelling spatial non-stationarity. The Statistician 47, 431-443. Leung, Y., Mei, C.-L. and Zhang, W.-X. (2000). Statistical tests for spatial nonstationarity based on the geographically weighted regression model. Environment and Planning A 32, 9-32. Nakaya, T., Fotheringham, A. S., Brunsdon, C. and Charlton, M. (2005). Geographically weighted Poisson regression for disease association mapping. Statistics in Medicine 24, 2695-2717. Zellner, A. (1962). An efficient method of estimating seemingly unrelated regressions. JASA 57, 348-368.

Examples

P <- cbind((0:15) %% 4, (0:15) %/% 4)
X <- matrix((0.3 * (0:15)) %% 1.7)
y <- 1 + 2 * X[, 1] + 0.1 * P[, 1] + 0.05 * ((0:15) %% 3)
gwrcoef(y, X, P, 3, kernel = "gaussian")[1, ]
#> [1] 1.111974 2.089522
gwrcv(y, X, P, 3, kernel = "gaussian")
#> [1] 0.2163109