[R-sig-Geo] test the OLS presumption by a GWR model?

[Roger Bivand]

On Fri, 26 Jan 2007, Marco Helbich wrote:

> Dear list members,
> 
> i have calculated a GWR model and concerning to this, i have a question:
> should i test the 'local' gwr output with the standard 'global' test
> procedures of a OLS model (e.g. Breusch-Pagan-Test)? If yes, which one?

The authors of the GWR book suggest some tests, but since Wheeler & 
Tiefelsdorf (2005) in Journal of Geographical Systems, I would suggest 
that caution in inference from standard (non-Bayesian) GWR is sensible. 
You could do BP tests on each iteration if the tests are well-defined for 
weighted regression. Most tests are however not set up to do this, for 
example bptest in the lmtest package has no weights= argument.

Roger

> 
> best regards
> Marco
> __________________
> 
> Marco Helbich
> ISR
> Postgasse 7/4/2
> A-1010, Vienna
> 
> 

-- 
Roger Bivand
Economic Geography Section, Department of Economics, Norwegian School of
Economics and Business Administration, Helleveien 30, N-5045 Bergen,
Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43
e-mail: Roger.Bivand at nhh.no