Exploring the Impact of Non-Normality on Spatial Non-Stationarity in Geographically Weighted Regression Analyses: Tobacco Outlet Density in New Jersey

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The principal rationale for applying geographically weighted regression (GWR) techniques is to investigate the potential spatial non-stationarity of the relationship between the dependent and independent variables i.e., that the same stimulus would provoke different responses in different locations. The calibration of GWR employs a geographically weighted local least squares regression approach. To obtain meaningful inference, it assumes that the regression residual follows a normal or asymptotically normal distribution. In many classical econometric analyses, the assumption of normality is often readily relaxed, although it has been observed that such relaxation might lead to unreliable inference of the estimated coefficients' statistical significance. No studies, however, have examined the behavior of residual non-normality and its consequences for the modeled relationships in GWR. This study attempts to address this issue for the first time by examining a set of tobacco-outlet- density and demographic variables (i.e., percent African American residents, percent Hispanic residents, and median household income) at the census tract level in New Jersey in a GWR analysis. The regression residual using the raw data is apparently non-normal. When GWR is estimated using the raw data, we find that there is no significant spatial variation of the coefficients between tobacco outlet density and percentage of African American and Hispanics. After transforming the dependent variable and making the residual asymptotically normal, all coefficients exhibit significant variation across space. This finding suggests that relaxation of the normality assumption could potentially conceal the spatial non-stationarity of the modeled relationships in GWR. The empirical evidence of the current study implies that researchers should verify the normality assumption prior to applying GWR techniques in analyses of spatial non-stationarity.



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