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

[Roger Bivand]

On Fri, 17 May 2019, Raphael Mesaric wrote:

> 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.

It happens. From your problem description, I'm unsure whether GWR or SAR 
are appropriate methods, and would suggest the mixed-model and multilevel 
literatures. Mapable IID and spatially structured random effects may be 
more appropriate.

Roger

>
> 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
>> https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en
>
>

-- 
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
https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en