Skip to content

Hat matrix in ggwr models with adaptative kernel

5 messages · Marcos Freitas, Roger Bivand

#
On Tue, 20 Sep 2011, Marcos Freitas wrote:

            
The spgwr package began as an attempt to document what GWR3 does. We found 
numerous discrepancies, including multiple definitions of AIC, and the 
unnecessary use of an approximation in the df calculations for the linear 
model case. The glm case is highly experimental, and given strong doubts 
about GWR as an approach, is there only for exploring data, not as a 
statistical model. No hat matrix will be attempted by me, and if anyone 
contributes one, I'll include it requiring the user to set an argument 
agreeing to the sentence: "I am aware that GWR has not been shown to be an 
adequate method beyond exploratory data analysis".
This is a different question.

Roger

  
    
#
On Tue, 20 Sep 2011, Marcos Freitas wrote:

            
Hi Marcos,

The GWR literature consists of papers "boosting" (promoting) the method, 
and quite a lot of unanswered criticism, notably starting with Wheeler & 
Tiefelsdorf (2005). That problem is that any collinearity in the data set 
may very well be amplified in local settings, that the geographical 
weights strengthen any collinearity present. There are other issues too, 
such as it being difficult to reconstruct what GWR3 does with respect to 
the GWR book - local R2 is an example, where gwr() tries to follow what 
may be a forthcoming GWR4.

I don't think it has been shown that GWR is a reliable modelling tool, it 
works as an exploratory tool to point up possible misspecification.

Hope this helps,

Roger