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memory problems with GWR tests

On Mon, 19 May 2008, Michal Gallay wrote:

            
Absolutely no way round at all, the hat matrix must be n x n (and you need 
several copies typically). In addition, the tests only have meaning if the 
assumptions they require are met, which under non-stationarity they 
typically are not. So if you need to test, choose several subsets of 
observations, and see if the test results correspond.

Hope this helps,

Roger