gwr.morantest {spgwr} | R Documentation |
Moran's I for gwr objects
Description
The function returns Leung et al. (2000) three moment approximation for Moran's I, for a gwr object calculated with argument hatmatrix=TRUE. This implementation should not be regarded as authoritative, as it involves assumptions about implied methods and about estimated degrees of freedom.
Usage
gwr.morantest(x, lw, zero.policy = FALSE)
Arguments
x |
a |
lw |
a |
zero.policy |
if TRUE assign zero to the lagged value of zones without neighbours, if FALSE (default) assign NA |
Value
a “htest” object with the results of testing the GWR residuals
Author(s)
Roger Bivand
References
Leung Y, Mei C-L, Zhang W-X 2000 Testing for spatial autocorrelation among the residuals of the geographically weighted regression, Environment and Planning A, 32, 871-890.
Examples
if (suppressWarnings(require(spData)) && suppressWarnings(require(spdep))) {
data(columbus, package="spData")
bw <- gwr.sel(CRIME ~ INC + HOVAL, data=columbus, coords=coords)
col0 <- gwr(CRIME ~ INC + HOVAL, data=columbus, coords=coords,
bandwidth=bw, hatmatrix=TRUE)
gwr.morantest(col0, nb2listw(col.gal.nb))
}