IDEAS home Printed from https://ideas.repec.org/a/sae/envira/v32y2000i1p9-32.html

Statistical Tests for Spatial Nonstationarity Based on the Geographically Weighted Regression Model

Author

Listed:
  • Yee Leung

    (Department of Geography, Centre for Environmental Studies, and Joint Laboratory for Geoinformation Science, The Chinese University of Hong Kong, Shatin, Hong Kong)

  • Chang-Lin Mei
  • Wen-Xiu Zhang

Abstract

Geographically weighted regression (GWR) is a way of exploring spatial nonstationarity by calibrating a multiple regression model which allows different relationships to exist at different points in space. Nevertheless, formal testing procedures for spatial nonstationarity have not been developed since the inception of the model. In this paper the authors focus mainly on the development of statistical testing methods relating to this model. Some appropriate statistics for testing the goodness of fit of the GWR model and for testing variation of the parameters in the model are proposed and their approximated distributions are investigated. The work makes it possible to test spatial nonstationarity in a conventional statistical manner. To substantiate the theoretical arguments, some simulations are run to examine the power of the statistics for exploring spatial nonstationarity and the results are encouraging. To streamline the model, a stepwise procedure for choosing important independent variables is also formulated. In the last section, a prediction problem based on the GWR model is studied, and a confidence interval for the true value of the dependent variable at a new location is also established. The study paves the path for formal analysis of spatial nonstationarity on the basis of the GWR model.

Suggested Citation

  • Yee Leung & Chang-Lin Mei & Wen-Xiu Zhang, 2000. "Statistical Tests for Spatial Nonstationarity Based on the Geographically Weighted Regression Model," Environment and Planning A, , vol. 32(1), pages 9-32, January.
  • Handle: RePEc:sae:envira:v:32:y:2000:i:1:p:9-32
    DOI: 10.1068/a3162
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1068/a3162
    Download Restriction: no

    File URL: https://libkey.io/10.1068/a3162?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Stuart A. Foster & Wilpen L. Gorr, 1986. "An Adaptive Filter for Estimating Spatially-Varying Parameters: Application to Modeling Police Hours Spent in Response to Calls for Service," Management Science, INFORMS, vol. 32(7), pages 878-889, July.
    2. Cleveland, William S. & Devlin, Susan J. & Grosse, Eric, 1988. "Regression by local fitting : Methods, properties, and computational algorithms," Journal of Econometrics, Elsevier, vol. 37(1), pages 87-114, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yee Leung & Chang-Lin Mei & Wen-Xiu Zhang, 2000. "Testing for Spatial Autocorrelation among the Residuals of the Geographically Weighted Regression," Environment and Planning A, , vol. 32(5), pages 871-890, May.
    2. Bell, David & Kay, Jim & Malley, Jim, 1996. "A non-parametric approach to non-linear causality testing," Economics Letters, Elsevier, vol. 51(1), pages 7-18, April.
    3. John T. Barkoulas & Christopher F. Baum & Joseph Onochie, 1997. "A nonparametric investigation of the 90‐day t‐bill rate," Review of Financial Economics, John Wiley & Sons, vol. 6(2), pages 187-198.
    4. Levine, Oliver, 2017. "Acquiring growth," Journal of Financial Economics, Elsevier, vol. 126(2), pages 300-319.
    5. Eric Njuki & Boris E Bravo-Ureta & Christopher J O’Donnell, 2018. "A new look at the decomposition of agricultural productivity growth incorporating weather effects," PLOS ONE, Public Library of Science, vol. 13(2), pages 1-21, February.
    6. Daunfeldt, Sven-Olov & de Luna, Xavier, 2002. "Central Bank Independence and Price Stability: Evidence from 23 OECD-countries," Umeå Economic Studies 589, Umeå University, Department of Economics, revised 12 Jun 2003.
    7. Carter, Michael R. & Zimmerman, Frederick J., 2000. "The dynamic cost and persistence of asset inequality in an agrarian economy," Journal of Development Economics, Elsevier, vol. 63(2), pages 265-302, December.
    8. Carter, Michael R. & May, Julian, 1999. "Poverty, livelihood and class in rural South Africa," World Development, Elsevier, vol. 27(1), pages 1-20, January.
    9. Erik Snowberg & Justin Wolfers, 2010. "Explaining the Favorite-Long Shot Bias: Is it Risk-Love or Misperceptions?," Journal of Political Economy, University of Chicago Press, vol. 118(4), pages 723-746, August.
    10. Costanigro, Marco & McCluskey, Jill J. & Mittelhammer, Ronald C., 2006. "Identifying submarket in the wine industry: a multivariate approach to hedonic regression," 2006 Annual meeting, July 23-26, Long Beach, CA 21370, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    11. LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    12. Abbi Kedir & Richard Disney & Indraneel Dasgupta, 2011. "Why Use Roscas When You Can Use Banks? Theory And Evidence From Ethiopia," Discussion Papers 11/05, University of Nottingham, CREDIT.
    13. Richard A. Meese & Andrew K. Rose, 1991. "An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(3), pages 603-619.
    14. Gorton, Gary & Schmid, Frank A., 2000. "Universal banking and the performance of German firms," Journal of Financial Economics, Elsevier, vol. 58(1-2), pages 29-80.
    15. Miguel Ángel García & Ivan Muñiz, 2005. "El impacto espacial de las economías de aglomeración y su efecto sobre la estructura urbana.El caso de la industria en Barcelona, 1986-1996," Working Papers wpdea0509, Department of Applied Economics at Universitat Autonoma of Barcelona.
    16. Heiler, Siegfried & Feng, Yuanhua, 1995. "A simple root n bandwidth selector for nonparametric regression," Discussion Papers, Series II 286, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    17. Gary Gorton & Frank Schmid, 2000. "Class Struggle Inside the Firm: A Study of German Codetermination," Center for Financial Institutions Working Papers 00-36, Wharton School Center for Financial Institutions, University of Pennsylvania.
    18. Koivuranta, Matti & Korhonen, Marko, 2021. "Changes in risk preferences: Evidence from Swedish harness horse racing data," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 16-32.
    19. Junhe Liu & Yan Yan & Mingfu Yu & Megha N. Parajulee & Peijian Shi & Jiayang Liu & Zihua Zhao, 2017. "Using the loess method to describe the effect of temperature on development rate," Plant Protection Science, Czech Academy of Agricultural Sciences, vol. 53(4), pages 226-231.
    20. Somnath Das & Baruch Lev, 1994. "Nonlinearity in the Returns†Earnings Relation: Tests of Alternative Specifications and Explanations," Contemporary Accounting Research, John Wiley & Sons, vol. 11(1), pages 353-379, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:envira:v:32:y:2000:i:1:p:9-32. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.