Hi Jeffrey,
Thanks for your reply. I'm applying GWR to a set of variables which I have identified as significant by using the Exploratory Regression tool to help me find a good model using OLS. While the residuals from my OLS model do not exhibit significant clustering (determined by running the Global Moran's i tool), the Jarque Bera statistic is significant.
My understanding is that a significant JB can be due to non-stationarity in the explanatory variables, which was one reason why I wanted to run the GWR tool. Indeed, when I run GWR, I can see that the coefficient for a couple of my explanatory variables goes from negative to positive across the study area.
I'm unsure what you mean about having very little spatial structure in my data (with regard to GWR choosing most of the available observations in its calculations), I'd really appreciate it if you could clarify this point for me.
It seems to me that my model is a good candidate for GWR, but if you can see any big glitches (based on the limited amount of information I've provided!) I would be very grateful if you could point me in the right direction.