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Question spgwr package - running time gwr()

4 messages · Roger Bivand, Raphael Mesaric

Original
Raphael Mesaric
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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.

Thank you for your help in advance.

Best regards,

Raphael Mesaric
Roger Bivand
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On Fri, 17 May 2019, Raphael Mesaric via R-sig-Geo wrote:

            

      
      
      
    

        
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

            

      
      
      
    

        

      
      
    

        

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Raphael Mesaric
    

    

      
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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

            

      
      
      
    

        

      
      
    

            

      
      
      
    

  
  


  


      

    

    
1 day later

    

      
      

        


  

        

      Roger Bivand
    

    

      
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On Fri, 17 May 2019, Raphael Mesaric wrote:

        

            

      
      
      
    

        
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