Gimbal Regression: Orientation-Adaptive Local Linear Regression under Spatial Heterogeneity
Gimbal 回归:空间异质性下方向自适应的局部线性回归
Local regression is widely used to explore spatial heterogeneity, but anisotropic or effectively low-dimensional neighborhoods can produce ill-conditioned local solves, causing coefficient variation driven by numerical artifacts rather than substantive structure. Such instability is often hidden when estimation relies on implicit tuning or optimization without exposing local diagnostics. This paper proposes Gimbal Regression (GR), a deterministic, geometry-aware local…