[R-sig-Geo] Question spgwr package - running time gwr()

[Raphael Mesaric]

Dear Roger,

Thank you very much for your reply.

My thesis supervisor told me to use GWR to explore small-scale differences and test the consistency of the SAR models.

So, I tried to fit the GWR model with all my observations. However, if I understood you correctly, I would have to choose smaller sections of the grid and try to fit a GWR there. What I am not sure about how to do this in order to get informative results.

As for the SAR model, the dependent variable consists n blocks where the m-th entry of each block corresponds to the m-th cell of my grid. So, if I have to reduce the grid to about 5K entries, I would need to take a subset of roughly 250 cells and then take all the 20 observations for each of these cells? And then try to fit a GWR there?

Best,

Raphael


> Am 17.05.2019 um 14:20 schrieb Roger Bivand <Roger.Bivand using nhh.no>:
> 
> On Fri, 17 May 2019, Raphael Mesaric via R-sig-Geo wrote:
> 
>> Dear all,
>> 
>> Is there an option to shorten the running time for the gwr() function, similar to the ‚LU‘ method for lagsarlm() in the spdep package? Because I have a model with roughly 500’000 observations, and the running time at the moment is quite long, respectively it has not yet terminated.
> 
> What are you actually doing? Why did you choose GWR? Are you fitting a GWR with 500K observations, or have you fitted a GWR with many fewer observations, and are now rendering that fitted model with 500K fit points? GWR is only for detecting possible non-stationarity or similar mis-specification in moderately sized data sets. Trying to fit with 500K gives a dense hat matrix of 500K x 500K, which is imposssible (or were it possible would be uninformative). Think of 5K as a sensible maximum if GWR is condidered sensible at all. I would think that finding a bandwidth is impossible too.
> 
> Roger
> 
>> 
>> Thank you for your help in advance.
>> 
>> Best regards,
>> 
>> Raphael Mesaric
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> 
> -- 
> Roger Bivand
> Department of Economics, Norwegian School of Economics,
> Helleveien 30, N-5045 Bergen, Norway.
> voice: +47 55 95 93 55; e-mail: Roger.Bivand using nhh.no
> https://orcid.org/0000-0003-2392-6140
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