Estimation and Inference of Special Types of the Coefficients in Geographically and Temporally Weighted Regression Models

Abstract

Geographically and temporally weighted regression (GTWR) models have been widely used to explore spatiotemporal nonstationarity where all the regression coefficients are assumed to be varying over both space and time. In reality, however, constant, only temporally varying, and only spatially varying coefficients might also be possible depending on the underlying effects of the explanatory variables on the response variable. Therefore, the development of inference and estimation methods for such special types of the coefficients is essential to the deep understanding of spatiotemporal characteristics of the regression relationship. In this article, an average-based approach, relying on a modified estimation of the conventional GTWR models, is proposed to calibrate the GTWR models with the special types of the coefficients, on which a statistical test is formulated to simultaneously infer constant, temporally varying, and spatially varying coefficients. The simulation study shows that the test method is of valid Type I error and satisfactory power and the average-based estimation method yields more accurate estimators for the special types of the coefficients. A real-life example based on Beijing house prices is given to demonstrate the applicability of the test and estimation methods as well as the extensibility of the test in model selection.