Testing spatial heterogeneity in geographically weighted principal components analysis

Abstract

We propose a method to evaluate the existence of spatial variability in the covariance structure in a geographically weighted principal components analysis (GWPCA). The method, that is extensive to locally weighted principal components analysis, is based on performing a statistical hypothesis test using the eigenvectors of the PCA scores covariance matrix. The application of the method to simulated data shows that it has a greater statistical power than the current statistical test that uses the eigenvalues of the raw data covariance matrix. Finally, the method was applied to a real problem whose objective is to find spatial distribution patterns in a set of soil pollutants. The results show the utility of GWPCA versus PCA.