OLS was performed before GWR.
However, the results(Below) from the test are statistically significant for the Koenker (BP) Statistic.
OLS Diagnostics
Input Features: s Dependent Variable: DISTANCE
Number of Observations: 35 Akaike's Information Criterion (AICc) [2]: 379.050298
Multiple R-Squared [2]: 0.346008 Adjusted R-Squared [2]: 0.110571
Joint F-Statistic [3]: 1.469641 Prob(>F), (9,25) degrees of freedom: 0.213178
Joint Wald Statistic [4]: 19.658168 Prob(>chi-squared), (9) degrees of freedom: 0.020143*
Koenker (BP) Statistic [5]: 4.855700 Prob(>chi-squared), (9) degrees of freedom: 0.846701
Jarque-Bera Statistic [6]: 425.511123 Prob(>chi-squared), (2) degrees of freedom: 0.000000*
I wonder whether it can be a candidates for Geographically Weighted Regression (GWR) analysis
or not.