[R-sig-Geo] A question about gwr.morantest pvalue

[Roger Bivand]

On Thu, 16 Feb 2012, Apostolis wrote:

> Dear list members
>
> I am a new user of R and I would like to ask a question about the function
> gwr.morantest which is included in the spgwr package.
>
> According to the paper of Leung et al  page  881
> when
> EQ.EQ3.gwr > 0 the pvalue of the test is  P(chisqh<= chi2.gwr)
> (equation 43)
>
> and when
>
> EQ.EQ3.gwr < 0    the pvalue  is  1 - P(chisqh<= chi2.gwr)  (equation 44)
>
> However in the function gwr.morantest the estimations in the IF  are
> respectively:
>
> if (EQ.EQ3.gwr > 0) {
>        chi2.gwr <- h.gwr - ((sqrt(2 * h.gwr) * EQ.gwr)/(sqrt(varQ.gwr)))
>        p.gwr <- 1 - pchisq(chi2.gwr, h.gwr)
>    }
>    else if (EQ.EQ3.gwr < 0) {
>        chi2.gwr <- (h.gwr + ((sqrt(2 * h.gwr) * EQ.gwr)/(sqrt(varQ.gwr))))
>        p.gwr <- pchisq(chi2.gwr, h.gwr)
>    }
>
> Is it correct or there is an error? My problem is in the appearance  of 1 in
> p.gwr inside the IF.

There is no "correct" here, as ?pchisq shows that if lower.tail= is not 
set it is taken by default to be TRUE. You will need to check this 
yourself. Note that GWR is a notoriously unreliable technique, and 
simulation studies indicate that it finds pattern in coefficients even 
when there is none. So any tests are doubtful anyway - it should only be 
used for exploring the data for possible missing variables or 
inappropriate functional forms.

Hope this clarifies,

Roger

>
> I wish to use the gwr.morantest function in a simulation study and I would
> like to know whether the function estimates the pvalue which is described in
> the paper  correctly.
>
> Thanks in advance
> Apostolis
>
>
>
>
>
> --
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>
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-- 
Roger Bivand
Department of Economics, NHH Norwegian School of Economics,
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