Generalized additive distributed lag models: quantifying mortality displacement

There are a number of applied settings where a response is measured repeatedly over time, and the impact of a stimulus at one time is distributed over several subsequent response measures. In the motivating application the stimulus is an air pollutant such as airborne particulate matter and the response is mortality. However, several other variables (e.g. daily temperature) impact the response in a possibly non-linear fashion. To quantify the effect of the stimulus in the presence of covariate data we combine two established regression techniques: generalized additive models and distributed lag models. Generalized additive models extend multiple linear regression by allowing for continuous covariates to be modeled as smooth, but otherwise unspecified, functions. Distributed lag models aim to relate the outcome variable to lagged values of a time-dependent predictor in a parsimonious fashion. The resultant, which we call generalized additive distributed lag models, are seen to effectively quantify the so-called 'mortality displacement effect' in environmental epidemiology, as illustrated through air pollution/mortality data from Milan, Italy.