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      Distributed lag non-linear models

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          Abstract

          Environmental stressors often show effects that are delayed in time, requiring the use of statistical models that are flexible enough to describe the additional time dimension of the exposure–response relationship. Here we develop the family of distributed lag non-linear models (DLNM), a modelling framework that can simultaneously represent non-linear exposure–response dependencies and delayed effects. This methodology is based on the definition of a ‘cross-basis’, a bi-dimensional space of functions that describes simultaneously the shape of the relationship along both the space of the predictor and the lag dimension of its occurrence. In this way the approach provides a unified framework for a range of models that have previously been used in this setting, and new more flexible variants. This family of models is implemented in the package dlnm within the statistical environment R. To illustrate the methodology we use examples of DLNMs to represent the relationship between temperature and mortality, using data from the National Morbidity, Mortality, and Air Pollution Study (NMMAPS) for New York during the period 1987–2000. Copyright © 2010 John Wiley & Sons, Ltd.

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              Models for the relationship between ambient temperature and daily mortality.

              Ambient temperature is an important determinant of daily mortality that is of interest both in its own right and as a confounder of other determinants investigated using time-series regressions, in particular, air pollution. The temperature-mortality relationship is often found to be substantially nonlinear and to persist (but change shape) with increasing lag. We review and extend models for such nonlinear multilag forms. Popular models for mortality by temperature at given lag include polynomial and natural cubic spline curves, and the simple but more easily interpreted linear thresholds model, comprising linear relationships for temperatures below and above thresholds and a flat middle section. Most published analyses that have allowed the relationship to persist over multiple lags have done so by assuming that spline or threshold models apply to mean temperature in several lag strata (e.g., lags 0-1, 2-6, and 7-13). However, more flexible models are possible, and a modeling framework using products of basis functions ("cross-basis" functions) suggests a wide range, some used previously and some new. These allow for stepped or smooth changes in the model coefficients as lags increase. Applying a range of models to data from London suggest evidence for relationships up to at least 2 weeks' lag, with smooth models fitting best but lag-stratified threshold models allowing the most direct interpretation. A wide range of multilag nonlinear temperature-mortality relationships can be modeled. More awareness of options should improve investigation of these relationships and help control for confounding by them.
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                Author and article information

                Journal
                Stat Med
                sim
                Statistics in Medicine
                John Wiley & Sons, Ltd.
                0277-6715
                1097-0258
                20 September 2010
                07 May 2010
                : 29
                : 21
                : 2224-2234
                Affiliations
                [a ]simplePublic Health and Policy Department, London School of Hygiene and Tropical Medicine Keppel Street, London W1C 7HT, U.K.
                [b ]simpleEpidemiology and Population Health Department, London School of Hygiene and Tropical Medicine London, U.K.
                Author notes
                * Correspondence to: A. Gasparrini, Public Health and Policy Department, London School of Hygiene and Tropical Medicine, Keppel Street, London W1C 7HT, U.K.
                Article
                10.1002/sim.3940
                2998707
                20812303
                08fc52de-08c7-403f-9194-58ffdd464f2f
                Copyright © 2010 John Wiley & Sons, Ltd.

                Re-use of this article is permitted in accordance with the Creative Commons Deed, Attribution 2.5, which does not permit commercial exploitation.

                History
                : 04 November 2009
                : 18 March 2010
                Categories
                Research Article

                Biostatistics
                distributed lag,delayed effects,time series,smoothing
                Biostatistics
                distributed lag, delayed effects, time series, smoothing

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