Geographically weighted regression and multicollinearity: dispelling the myth

Geographically weighted regression (GWR) extends the familiar regression framework by estimating a set of parameters for any number of locations within a study area, rather than producing a single parameter estimate for each relationship specified in the model. Recent literature has suggested that G...

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Bibliographic Details
Published in:Journal of geographical systems Vol. 18; no. 4; pp. 303 - 329
Main Authors: Fotheringham, A. Stewart, Oshan, Taylor M.
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2016
Springer
Springer Nature B.V
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ISSN:1435-5930, 1435-5949
Online Access:Get full text
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Summary:Geographically weighted regression (GWR) extends the familiar regression framework by estimating a set of parameters for any number of locations within a study area, rather than producing a single parameter estimate for each relationship specified in the model. Recent literature has suggested that GWR is highly susceptible to the effects of multicollinearity between explanatory variables and has proposed a series of local measures of multicollinearity as an indicator of potential problems. In this paper, we employ a controlled simulation to demonstrate that GWR is in fact very robust to the effects of multicollinearity. Consequently, the contention that GWR is highly susceptible to multicollinearity issues needs rethinking.
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ISSN:1435-5930
1435-5949
DOI:10.1007/s10109-016-0239-5