2002
DOI: 10.1093/biostatistics/3.1.21
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A two-stage model for multiple time series data of counts

Abstract: We propose a two-stage model for time series data of counts from multiple locations. This method fits first-stage model(s) using the technique of iteratively weighted filtered least squares (IWFLS) to obtain location-specific intercepts and slopes, with possible lagged effects via polynomial distributed lag modeling. These slopes and/or intercepts are then taken to a second-stage mixed-effects meta-regression model in order to stabilize results from various locations. The representation of the models from the … Show more

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Cited by 14 publications
(21 citation statements)
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“…After consideration of several types of lag-based models for short-term effects of pollution (see the online supplementary data supplement for details), linear distributed lag models were found to be the most appropriate 29. Model selection was based on the Akaike Information Criterion (AIC) 30.…”
Section: Methodsmentioning
confidence: 99%
“…After consideration of several types of lag-based models for short-term effects of pollution (see the online supplementary data supplement for details), linear distributed lag models were found to be the most appropriate 29. Model selection was based on the Akaike Information Criterion (AIC) 30.…”
Section: Methodsmentioning
confidence: 99%
“…However, if several lags of the antibiotic consumption have an effect, it is reasonable to assume that the effect of nearby lags is similar, that is, that the regression coefficients vary smoothly by lag numbers. We constrain the regression parameters for the antibiotics by the so‐called polynomial distributed lags . This means that the l x + 1 coefficients βj0,,βjlx are assumed to be smooth and follow a polynomial.…”
Section: Ward‐specific Modelsmentioning
confidence: 99%
“…This essentially reduces the number of parameters to fit in the model, at the cost of reducing the number of time points available to feed into the model. In contrast, if the population under study was genetically heterogeneous, we would treat the response slope differently for different individuals and would employ the mixed-effects model as suggested by Berhane and Thomas [37] for combining time series. In that case, we wouldn't need to normalize data for each individual, and as a result there would be an increase in the number of parameters to fit as well as an increase in the available data points.…”
Section: Discussionmentioning
confidence: 99%
“…There are several theoretical studies related to combining multiple time series in a general regression frame work, including for instance that of Berhane & Thomas [37] and Guerrero & Pena [46]. Berhane & Thomas [37] proposed to use a mixed-effects model to combine time series from different locations, while Guerrero & Pena [46] outlined a weighted least squares approach. In both approaches, some constraints were applied after a number of assumptions were made.…”
Section: Methodsmentioning
confidence: 99%
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