Questions tagged [distributed-lag]
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12 questions
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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 ...
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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 ...
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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 ...
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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 ...
- 344
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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 ...
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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 ...
- 344
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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 ...
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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 ...
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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 ...
- 371
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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=\...
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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 ...
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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
...
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