[R] GWR Predictions' standard deviation

[Eduardo Marinho]

Dear all,

I would like to use a GWR model in order to spatially predict food
insecurity in Africa. I have a georeferenced village data-bases and I've run
a "classic" regression model (taking into account the spatial dependence of
the errors) that works fairly well for Niger that is a quite homogenous
country. Now, I would like to make the same thing for countries where it
should be some heterogeneity in the spatial process, so I think it is
essential to use a GWR. 

The problem comes when I try to get the standard deviation of my predicted
values (not of my estimated coefficients). Indeed, this function seems not
to be available in R or in any other software that runs GWR (I've checked
for STATA and Matlab also). Does somebody know if there is any package that
calculates that? If not, I would be interested to get some ideas about how
can I program it in R.

Thank you very much,

Eduardo.
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