Skip to main content

Questions tagged [distributed-lag]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1 vote
0 answers
42 views

Why does accounting for autocorrelated residuals barely help parameter estimation in distributed lag models

This problem has been plaguing me for a long time. Basically, I have a distributed lag model $$y_t=\sum_{i=0}^{p} \beta_i x_{t-i} + u_t.$$ The regression problem is a bit misspecified, so I end up ...
Joe Janssen's user avatar
0 votes
0 answers
6 views

Using long-run propensities to compare magnitude of association among independent variables

Is it feasible to add up all significant lags of respective independent variables (disregarding insignificant ones) in order to compare the strength or magnitude of their respective association with ...
Mandarina's user avatar
0 votes
0 answers
17 views

Apply crossbasis transformations in DLNM to holdout dataset

I'm using the DLNM package in R to explore the use of distibuted-lag structures in otherwise-fairly simple linear models. Id like to compare the performance of my model to other models using a ...
G. Vece's user avatar
  • 548
0 votes
0 answers
26 views

Can bootstrap adjustment for $p$-value in AR model be applied to distributed lag model?

In Wang "Multiple testing correction in time series: rolling window analysis with applications of GWAS methods" (2022), the author mentioned that bootstrap minimum $p$-value can be applied ...
doraemon's user avatar
  • 250
0 votes
0 answers
23 views

standardizing an indicator variable and coefficients to 0

I am fitting a distributed lead, lag models to understand the impact of an event that took place in 2017. My outcome y is a continuous variable. The event took place in 2017. I am interested in ...
Science11's user avatar
  • 577
1 vote
0 answers
18 views

How to obtain standard error of cumulative effect of binary variable in distributed lag model?

In distributed lag non-linear model, the author used meta-anlysis to get the summarized statistic of cumulative effect. However, it can only to apply numeric function. If I fit the binary variable ...
doraemon's user avatar
  • 250
0 votes
0 answers
25 views

Is it possible to estimate the cumulative effect without using distributed lag model?

I am fitting the temperature and mortality data by using conditional Poisson regression. The following formula and data are used: https://bmcmedresmethodol.biomedcentral.com/articles/10.1186/1471-2288-...
doraemon's user avatar
  • 250
1 vote
1 answer
62 views

In subgroup analysis, some coefficients of predictors are insignificant, if full analysis is preformed, the coefficients of predictors are significant

I have a set of data including information of age groups, education level, and meteorological data from 2000 to 2006. The dataset was spilt by age groups(65-74,75-84,85+),education level(university or ...
doraemon's user avatar
  • 250
0 votes
0 answers
26 views

DLNM: centering of continuous variables

DLNM centers the basis variables at the mean of the continuous variables. The value at which the variable is centered becomes the reference. How do I change the centered/reference value? As per the ...
Pam G's user avatar
  • 13
0 votes
0 answers
38 views

overall (allfit) and incremental cumulative association (cumfit) - R Package 'dlnm'

I am conducting research on the impact of between radiation dose and incidence of cancer in radiation epidemiology. To further explore this topic, I would like to utilize distributed lag non-linear ...
Ye Jin Bang's user avatar
1 vote
1 answer
99 views

How many lags to include? (Temperature data set)

I have a time series of daily temperature with autocorrelation that looks like this: Of course, temperature is heavily autocorrelated. When looking at the partial autocorrelation plot, lags are ...
eork's user avatar
  • 53
3 votes
0 answers
419 views

how to get relative risk from a GAM with a distributed lag model

I would like to obtain a relative risk/ risk ratio from a GAM with a distributed lag model. I have a GAM (implemented in mgcv in R) predicting daily deaths from time series data consisting of daily ...
Jade's user avatar
  • 361
0 votes
0 answers
38 views

Why the series to the power of two differs from the expanded AR(2) equation?

I am trying to rewrite the series $\tilde{R}_{t}=\beta_{2}\left(\sum_{s=0}^{\infty}\frac{U_{t-s}}{\phi^{s+1}}\right)^{2}$ as an $AR(2)$ using lag operators $L$. I expand the series, define $\alpha=\...
Edoardo Baldoni's user avatar
3 votes
0 answers
237 views

GAM interactions to predict deaths (with measurement error) from weather with distributed lag

I am trying to model the effect of heat (in particular of its constituent components air temperature, humidity, solar radiation and wind speed) on daily number of deaths using a generalized additive ...
Jade's user avatar
  • 361
3 votes
0 answers
60 views

Interpretation of lag-response curve

Here Dr. Gasparrini presents a lag-response curve for the IRR of acute myocardial infarction following flu episode compared to those not experiencing a flu episode. https://youtu.be/EiDxtgTvlak?t=3229 ...
AdamO's user avatar
  • 63.7k