Roger,

I think all I would like to know is if it is possible to apply a calibrated
GWR model to a hold-out sample, and if so, what the most accurate way to do
so is. I understand the pitfalls of GWR but would like to learn as much as
I can before progressing to the next spatial methodology I learn in R.


On Fri, Aug 30, 2013 at 3:37 AM, Roger Bivand <roger.biv...@nhh.no> wrote:

> Paul, Luis,
>
> I suspect that your speculations are completely wrong-headed. Please
> provide a reproducible example with a built-in data set, so that there is
> at least minimal clarity in what you are guessing. Note in addition that
> GWR as a technique should not be used for anything other than exploration
> of possible mis-specification in the underlying model with the given data,
> as patterning in coefficients is induced by GWR for simulated covariates
> with no pattern.
>
> Roger
>
>
> On Fri, 30 Aug 2013, Luis Guerra wrote:
>
>  Thank you Luis. When calibrating the adaptive model, using adapt=t in the
>>> bandwidth selection created the proportion you speak of, which then
>>> allowed
>>> me to create a bandwidth matrix using gwr.adapt. However, this has not
>>> worked for me with holdout samples. Have you had success in this regard?
>>>
>>>  Now I get what you mean. Let's show an example:
>>
>> bw <- gwr.sel(var ~ var1, data=yourdata, adapt=TRUE)
>> m <- gwr(var~var1, data=yourdata, adapt=bw, fit.points=newdata)
>>
>> So an adaptative bandwidth (bw) is calculated based on"yourdata", while
>> you
>> are fitting "newdata" later on using that previously found bw. I had not
>> thought about it previously. Let's see whether someone else can help you
>> (us).
>>
>>
>>  I do not know the intended influence of these "fit.points". I would think
>>> that new localized regressions are not calculated, as we're testing the
>>> model and previous data points' ability to predict for these new ones,
>>> but
>>> I could be wrong. My current method, however, is producing much poorer
>>> results with the holdouts, which I am fairly sure is related to my
>>> inability to incorporate the new points necessary bandwidths.
>>>
>>>  Coming back to the previously created example, imagine that "newdata"
>> is a
>> single point that you want to fit. Imagine now that "yourdata" is a sample
>> with 1000 cases. Then you are getting 1000 models with 1000 different
>> intercepts and 1000 different beta values to adjust var1, rigth? Which of
>> all these parameters do you use for fitting "newdata"? And something else,
>> what would happen with "newdata" if it is enough far away from "yourdata"
>> and we would be using a fixed bandwidth?
>>
>>
>>
>>
>>
>>
>>
>>  On Aug 29, 2013 8:56 PM, "Luis Guerra" <luispelay...@gmail.com> wrote:
>>>
>>>  Dear Paul,
>>>>
>>>> I am dealing with this kind of problems right now, and if I am not
>>>> wrong,
>>>> when you want to apply an adaptative bandwidth, you should introduce a
>>>> value for the "adapt" parameter instead of for the "bandwidth"
>>>> parameter.
>>>> This value will be between 0 and 1 and indicates the proportion of cases
>>>> around your regression point that should be included to estimate each
>>>> local
>>>> model. So depending on the amount of points around each case, the model
>>>> will use a different bandwidth for each point to be fitted.
>>>>
>>>> Related to your question, do you know what is the influence of the data
>>>> introduced in the "data" parameter to the data to be fitted (introduced
>>>> in
>>>> the "fit.points" parameter)? I mean, you have to obtain new local models
>>>> (one for each point to be fitted), so I do not understand whether the
>>>> "data" parameter is used somehow...
>>>>
>>>> Best regards,
>>>>
>>>> Luis
>>>>
>>>>
>>>> On Fri, Aug 30, 2013 at 1:26 AM, Paul Bidanset <pbidan...@gmail.com
>>>> >wrote:
>>>>
>>>>  Hi Folks,
>>>>>
>>>>> I was curious if anyone has had experience applying an SPGWR model with
>>>>> an
>>>>> adaptive bandwidth matrix to a holdout or validation sample. I am using
>>>>> the
>>>>> "fit.points" command, which does not seem to allow for a new bandwidth
>>>>> calibrated around the holdout samples XY coordinates. Any direction
>>>>> would
>>>>> be greatly appreciated.  I am also open to other viable methods.
>>>>>
>>>>> Cheers,
>>>>>
>>>>> Paul
>>>>>
>>>>>         [[alternative HTML version deleted]]
>>>>>
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>>>>>
>>>>>
>>>>
>>>>
>>         [[alternative HTML version deleted]]
>>
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>>
> --
> Roger Bivand
> Department of Economics, NHH Norwegian School of Economics,
> Helleveien 30, N-5045 Bergen, Norway.
> voice: +47 55 95 93 55; fax +47 55 95 95 43
> e-mail: roger.biv...@nhh.no
>
>


-- 
Paul Bidanset
(757) 412-9217
pbidan...@gmail.com

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