I have a dataset for which I implement a regression model and from which I assume that the coefficients vary locally. If a spatial non-stationarity is given, it makes sense to run a local regression model, in my case a Geographically Weighted Regression (GWR).
To find out, if there is a spatial non-stationarity I am aware of the Koenker test which can be calculated with an Ordinary Least Square (OLS) regression model in any GIS software. But for this project I am working with R and I need to find out, if spatial non-stationarity is given or not. Is there any statistical test implemented in R which can give me that result?
I know of the spgwr package in R, but it is only to implement the GWR, not to test if GWR is necessary.