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Geographically Weighted Regression: A Method for Exploring Spatial Nonstationarity

1996/10/01 by Chris Brunsdon, A. Stewart Fotheringham, Martin E. Charlton +1 · 3,505 citations
Economics, Econometrics and Finance · Mathematics · #Computer science #Econometrics #Kernel (algebra) #Mathematics #Null hypothesis #Polynomial regression #Regional Economic and Spatial Analysis #Regional Economics and Spatial Analysis #Regression #Regression analysis #Regression diagnostic #Spatial and Panel Data Analysis #Statistics #Weighting

paper · pdf · doi:10.1111/j.1538-4632.1996.tb00936.x

published in Geographical Analysis 28(4), 281-298 (Wiley)

openalex publication_date 1996/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/06

Abstract

Spatial nonstationarity is a condition in which a simple “global” model cannot explain the relationships between some sets of variables. The nature of the model must alter over space to reflect the structure within the data. In this paper, a technique is developed, termed geographically weighted regression, which attempts to capture this variation by calibrating a multiple regression model which allows different relationships to exist at different points in space. This technique is loosely based on kernel regression. The method itself is introduced and related issues such as the choice of a spatial weighting function are discussed. Following this, a series of related statistical tests are considered which can be described generally as tests for spatial nonstationarity. Using Monte Carlo methods, techniques are proposed for investigating the null hypothesis that the data may be described by a global model rather than a non‐stationary one and also for testing whether individual regression coefficients are stable over geographic space. These techniques are demonstrated on a data set from the 1991 U.K. census relating car ownership rates to social class and male unemployment. The paper concludes by discussing ways in which the technique can be extended.

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