Abstract This paper compares the GWR model, usually used to integrate and examine the spatial heterogeneity of a relationship, and the NCSTAR model. The former will give a vector of local parameter estimates for each observation of the data set, according to its nearest neighbors in space. However, it supposes that all variables enter linearly the model. To correct this failure, a NCSTAR model is proposed. It can be seen as a linear model which coefficients are given by the outputs of an ANN model. These outputs can be related not only to geographical variables but also to social, financial or economic variables (according the nature of the relationship under study) via a nonlinear function which functional form has not to be specified. Moreover, the confidence intervals for the NCSTAR estimates can be computed.