…from ArcUser…
“Underpinning geographic thinking is the assumption that spatial phenomena will vary across a landscape. Regression-based models largely ignore this assumption, much to the detriment of spatially varying relationships.
“However, ArcGIS 9.3 provides an exciting tool that generates spatially calibrated regression models. Known as Geographically Weighted Regression (GWR), this tool generates a separate regression equation for every feature analyzed in a sample dataset as a means to address spatial variation. (The GWR tool requires an ArcInfo, ArcGIS Spatial Analyst, or ArcGIS Geostatistical Analyst license.)”

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June 23, 2009 at 7:38 am
Spatial Statistics and Geostatistics Resources « GIS and Science
[...] Applying Geographically Weighted Regression [...]