In Nearest Neighbor, essentially each point of estimation (node) becomes equal in value to its nearest neighbor. It is not necessary to set up parameters with nearest neighbor.
Simply select Nearest Neighbor from the Parameters Window when the Interpolation methods step is selected. Then press Show the results on the Steps Window to display the applicable result in the Graphics Window.
The result of a nearest neighbor interpolation is a jigsaw puzzle pattern. Nearest neighbor is typically not satisfactory for most applications but can provide rough estimates for quick analytical purposes. The following image shows an estimates map (see Interpolate my data) for Anthracene.