Parameter estimation of geographically weighted multivariate t regression model

The use of ordinary linear regression model in spatial heterogeneity data often does not suitable within the data points, especially the relationship between response variable and explanatory variables. Therefore, the geographically weighted t regression (GWtR) is used to overcome spatial heterogeneity term. The model is an extension of geographically weighted regression (GWR) which the response variable follows multivariate t distribution. The aim of this study is to obtain the estimator of geographically weighted multivariate t regression (GWMtR) model with known degrees of freedom. The maximum likelihood estimation (MLE) method will be applied to maximize a weighted logarithm likelihood function. Based on the EM algorithm, the estimator of geographically weighted multivariate t regression model can be determined.