Either the current number of neighbors associated with each feature is too small to compute results or the variation in values associated with neighbor features is insufficient (local multicollinearity).
Try increasing the number of neighbors, the neighborhood search criteria, or the distance used to define neighbors. When this error occurs using the GWR tool, try creating a thematic map for each explanatory variable. If the map reveals spatial clustering of identical values, consider removing those variables from the model or combining those variables with other explanatory variables to increase value variation. Avoid using dummy/binary variables, categorical/nominal variables, or variables with very few possible values when constructing GWR models.