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1、Time-seriesregressionmodelstostudytheshort-termeffects*ofenvironmentalfactorsonhealth†ψAurelioTobíasandMarcSaezDepartamentd’Economia,UniversitatdeGironaGirona,March2004AbstractTimeseriesregressionmodelsareespeciallysuitableinepidemiologyforevaluatingsho
2、rt-termeffectsoftime-varyingexposuresonhealth.Theproblemisthatpotentialforconfoundingintimeseriesregressionisveryhigh.Thus,itisimportantthattrendandseasonalityareproperlyaccountedfor.Ourpaperreviewsthestatisticalmodelscommonlyusedintime-seriesregression
3、methods,speciallyallowingforserialcorrelation,makethempotentiallyusefulforselectedepidemiologicalpurposes.Inparticular,wediscusstheuseoftime-seriesregressionforcountsusingawiderangeGeneralisedLinearModelsaswellasGeneralisedAdditiveModels.Inaddition,rece
4、ntlycriticalpointsinusingstatisticalsoftwareforGAMwerestressed,andreanalysesoftimeseriesdataonairpollutionandhealthwereperformedinordertoupdatealreadypublished.Applicationsareofferedthroughanexampleontherelationshipbetweenasthmaemergencyadmissionsandpho
5、tochemicalairpollutantsinMadridfortheperiod1995-1998,ofhowthesemethodsareemployed.Keywords:Time-series,Poisson,GLM,GAM,autocorrelation,overdispersion,airpollution.JELclassification:C51,C53,Q51,Q54.*WewanttothankcommentsandadvicefromJoséRamónBanegas,Iñak
6、iGalán,JulioDíaz,MaríaAntoniaBarcelóandRicardoOcaña.Wealsoacknowledgethefollowinginstitutionstoprovidedata:RedPalinológicadelaConsejeríadeSanidaddelaCominidaddeMadrid,DepartamentodeControldeContaminaciónAtmosféricadelAyuntamientodeMadrid,SubdirecciónGen
7、eraldeCalidadAmbientaldelMinisteriodeMedioAmbiente,ProgramaRegionaldePrevenciónyControldelAsmaandHospitalGregorioMarañón.ThisstudywasfundedbytheComisiónAsesoradelProgramaRegionaldePrevenciónyControldelAsmadelaComunidaddeMadridandAurelioTobíaswasenjoying
8、apostgraduatefellowshipofUniversidadAutónomadeMadrid.†Address:DepartmentofStatisticsandEconometrics,UniversidadCarlosIIIdeMadrid,28903-Getafe.E-mail:atobias@est-econ.uc3m.esψAddress:Departamentd’Economia.UniversitatdeGirona,Campu
