One of the new tools added to ArcGIS Pro with the 3.0 release is the Multiscale Geographically Weighted Regression (MGWR) from the Spatial Statistics toolbox. In this video, I will take you through what this tool does, how it differs from the previous Geographically Weighted Regression (GWR), and how to use it.

Additional resources I recommend you review:
Geographically Weighted Regression (GWR) (Spatial Statistics) https://pro.arcgis.com/en/proapp/lat...
How Geographically Weighted Regression (GWR) works https://pro.arcgis.com/en/proapp/lat...
Multiscale Geographically Weighted Regression (MGWR) (Spatial Statistics) https://pro.arcgis.com/en/proapp/lat...
How Multiscale Geographically Weighted Regression (MGWR) works https://pro.arcgis.com/en/proapp/lat...
Discovering spatial relationships with Multiscale Geographically Weighted Regression https://www.esri.com/arcgisblog/prod...