Dear All,

Fothingham's "GWR" book chapter 9.2 gives the significance test of non-stationarity using a Monte Carlo test and a Leung test. This is also implemented in his software. I wonder can spgwr also give such tests? I cannot find them in the outcome. Here is an example code

library(spgwr)
data1<-read.csv(......)
bw <- gwr.sel(y1~ X1 + X2+ X3 , data=data1, coords=cbind(data1$X, data1$Y))
data1.gauss <- gwr(y1 ~ X1+ X2 + X3, data=data1, coords=cbind(data1$X, data1$Y), bandwidth=bw, hatmatrix=TRUE)
names(data1.gauss)

it returns "SDF"       "lhat"      "lm"        "results"   "bandwidth" "adapt" "hatmatrix" "gweight"   "this.call"

If I find one exogenous variable is not significant non-stationary, how can I run the mixed GWR model (including varied coefficients and constant coefficients)?
Thank you in advance.

Best,
Shaofei
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