Adaptively Robust Geographically Weighted Regression

06/30/2021
by   Shonosuke Sugasawa, et al.
0

We develop a new robust geographically weighted regression method in the presence of outliers. We embed the standard geographically weighted regression in robust objective function based on γ-divergence. A novel feature of the proposed approach is that two tuning parameters that control robustness and spatial smoothness are automatically tuned in a data-dependent manner. Further, the proposed method can produce robust standard error estimates of the robust estimator and give us a reasonable quantity for local outlier detection. We demonstrate that the proposed method is superior to the existing robust version of geographically weighted regression through simulation and data analysis.

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RGWR

Robust Geographically Weighted Regression


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