SMHS TimeSeriesAnalysis LOS
Contents
SMHS: Time-series Analysis - Applications
Time series regression studies in environmental epidemiology (London Ozone Study 2002-2006)
A time series regression analysis of a London ozone dataset including daily observations from 1 January 2002 to 31 December 2006. Each day has records of (mean) ozone levels that day, and the total number of deaths that occurred in the city.
Questions
- Is there an association between day-to-day variation in ozone levels and daily risk of death?
- Is ozone exposure associated with the outcome is death or other confounders - temperature and relative humidity?
Reference: Bhaskaran K, Gasparrini A, Hajat S, Smeeth L, Armstrong B. Time series regression studies in environmental epidemiology. International Journal of Epidemiology. 2013;42(4):1187-1195. doi:10.1093/ije/dyt092. http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3780998/
Load the Data
library(foreign)
# 07_LondonOzonPolutionData_2006_TS.csv
# data <- read.csv("https://umich.instructure.com/files/720873/download?download_frd=1")
data <- read.dta("https://umich.instructure.com/files/721042/download?download_frd=1")
# Set the Default Action for Missing Data to na.exclude
options(na.action="na.exclude")
Exploratory Analyses
# set the plotting parameters for the plot
oldpar <- par(no.readonly=TRUE)
par(mex=0.8,mfrow=c(2,1))
# sub-plot for daily deaths, with vertical lines defining years
plot(data$\$$date,data$\$$numdeaths,pch=".",main="Daily deaths over time",
ylab="Daily number of deaths",xlab="Date")
abline(v=data$\$$date[grep("-01-01",data$\$$date)],col=grey(0.6),lty=2)
# plot for ozone levels
plot(data$\$$date,data$\$$ozone,pch=".",main="Ozone levels over time", ylab="Daily mean ozone level (ug/m3)",xlab="Date")
abline(v=data$\$$date[grep("-01-01",data$\$$date)],col=grey(0.6),lty=2)
par(oldpar)
layout(1)
# descriptive statistics summary(data)
# correlations cor(data[,2:4]) # scale exposure data$\$$ozone10 <- data$\$$ozone/10
Modelling Seasonality and Long-Term Trend
# option 1: time-stratified model # generate month and year data$\$$month <- as.factor(months(data$\$$date,abbr=TRUE)) data$\$$year <- as.factor(substr(data$\$$date,1,4))
# fit a Poisson model with a stratum for each month nested in year # (use of quasi-Poisson family for scaling the standard errors) model1 <- glm(numdeaths ~ month/year,data,family=quasipoisson) summary(model1)
# compute predicted number of deaths from this model pred1 <- predict(model1,type="response")
# Figure 2a: Three alternative ways of modelling long-term patterns in the data (seasonality and trends)
plot(data$\$$date,data$\$$numdeaths,ylim=c(100,300),pch=19,cex=0.2,col=grey(0.6),
main="Time-stratified model (month strata)",ylab="Daily number of deaths", xlab="Date")
lines(data$\$$date, pred1,lwd=2)
# Option 2: periodic functions model (fourier terms)
# use function harmonic, in package '''tsModel'''
install.packages("tsModel"); library(tsModel)
# 4 sine-cosine pairs representing different harmonics with period 1 year
data$\$$time <- seq(nrow(data))
fourier <- harmonic(data$\$$time,nfreq=4,period=365.25)
# fit a Poisson model Fourier terms + linear term for trend
# (use of quasi-Poisson family for scaling the standard errors)
model2 <- glm(numdeaths ~ fourier +time,data,family=quasipoisson)
summary(model2)
# compute predicted number of deaths from this model
pred2 <- predict(model2,type="response")
# Figure 2b
plot(data$\$$date, data$\$$numdeaths,ylim=c(100,300),pch=19,cex=0.2,col=grey(0.6),
main="Sine-cosine functions (Fourier terms)",ylab="Daily number of deaths", xlab="Date")
lines(data$\$$date, pred2,lwd=2)
# Option 3: Spline Model: Flexible Spline Functions
# generate spline terms, use function bs in package splines
library(splines)
# A CUBIC B-SPLINE WITH 32 EQUALLY-SPACED KNOTS + 2 BOUNDARY KNOTS
# Note: the 35 basis variables are set as df, with default knots placement. see ?bs
# other types of splines can be produced with the function ns. see ?ns
spl <- bs(data$\$$time,degree=3,df=35)
# Fit a Poisson Model Fourier Terms + Linear Term for Trend
model3 <- glm(numdeaths ~ spl,data,family=quasipoisson)
summary(model3)
# compute predicted number of deaths from this model
pred3 <- predict(model3,type="response")
# FIGURE 2C
plot(data$\$$date,data$\$$numdeaths,ylim=c(100,300),pch=19,cex=0.2,col=grey(0.6),
main="Flexible cubic spline model",ylab="Daily number of deaths", xlab="Date")
lines(data$\$$date,pred3,lwd=2)
Plot Response Residuals Over Time From Model 3
# GENERATE RESIDUALS res3 <- residuals(model3,type="response")
# Figure 3: Residual variation in daily deaths after ‘removing’ (i.e. modelling) season and long-term trend.
plot(data$\$$date,res3,ylim=c(-50,150),pch=19,cex=0.4,col=grey(0.6),
main="Residuals over time",ylab="Residuals (observed-fitted)",xlab="Date")
abline(h=1,lty=2,lwd=2)
==='"`UNIQ--h-7--QINU`"'Estimate ozone-mortality association - controlling for confounders===
# compare the RR (and CI using '''ci.lin''' in package '''Epi''')
install.packages("Epi"); library(Epi)
# unadjusted model
model4 <- glm(numdeaths ~ ozone10,data,family=quasipoisson)
summary(model4)
(eff4 <- ci.lin(model4,subset="ozone10",Exp=T))
# control for seasonality (with spline as in model 3)
model5 <- update(model4, .~. + spl)
summary(model5)
(eff5 <- ci.lin(model5,subset="ozone10",Exp=T))
# control for temperature - temperature modelled with categorical variables for deciles
cutoffs <- quantile(data$\$$temperature,probs=0:10/10)
tempdecile <- cut(data$\$$temperature,breaks=cutoffs,include.lowest=TRUE)
model6 <- update(model5,.~.+tempdecile)
summary(model6)
(eff6 <- ci.lin(model6,subset="ozone10",Exp=T))
==='"`UNIQ--h-8--QINU`"'Build a summary table with effect as percent increase===
tabeff <- rbind(eff4,eff5,eff6)[,5:7]
tabeff <- (tabeff-1)*100
dimnames(tabeff) <- list(c("Unadjusted","Plus season/trend","Plus temperature"), c("RR","ci.low","ci.hi"))
round(tabeff,2)
# explore the lagged (delayed) effects
# SINGLE-LAG MODELS
# prepare the table with estimates
tablag <- matrix(NA,7+1,3,dimnames=list(paste("Lag",0:7), c("RR","ci.low","ci.hi")))
# iterate
for(i in 0:7) {
# lag ozone and temperature variables
ozone10lag <- Lag(data$\$$ozone10,i)
tempdecilelag <- cut(Lag(data$\$$temperature,i),breaks=cutoffs, include.lowest=TRUE)
# define the transformation for temperature
# lag same as above, but with strata terms instead than linear
mod <- glm(numdeaths ~ ozone10lag + tempdecilelag + spl,data, family=quasipoisson)
tablag[i+1,] <- ci.lin(mod,subset="ozone10lag",Exp=T)[5:7]
}
tablag
# Figure 4A: Modelling lagged (delayed) associations between ozone exposure and survival/death outcome.
plot(0:7,0:7,type="n",ylim=c(0.99,1.03),main="Lag terms modelled one at a time", xlab="Lag (days)",
ylab="RR and 95%CI per 10ug/m3 ozone increase")
abline(h=1)
arrows(0:7,tablag[,2],0:7,tablag[,3],length=0.05,angle=90,code=3)
points(0:7,tablag[,1],pch=19)
==='"`UNIQ--h-9--QINU`"'Model Checking===
# generate deviance residuals from unconstrained distributed lag model
res6 <- residuals(model6,type="deviance")
# Figure A1: Plot of deviance residuals over time (London data)
plot(data$\$$date,res6,ylim=c(-5,10),pch=19,cex=0.7,col=grey(0.6),
main="Residuals over time",ylab="Deviance residuals",xlab="Date")
abline(h=0,lty=2,lwd=2)
# Figure A2a: Residual plot for Model6: the residuals relate to the unconstrained distributed lag model with ozone # (lag days 0 to 7 inclusive), adjusted for temperature at the same lags. The spike in the plot of residuals relate to # the 2003 European heat wave, and indicate that the current model does not explain the data over this period well. pacf(res6,na.action=na.omit,main="From original model")
# Include the 1-Day Lagged Residual in the Model model9 <- update(model6,.~.+Lag(res6,1))
# Figure A2b: residuals related to the unconstrained distributed lag model with ozone (lag days 0 to 7 inclusive), # adjusted for temperature at the same lags pacf(residuals(model9,type="deviance"),na.action=na.omit, main="From model adjusted for residual autocorrelation")
Irish Longitudinal Study on Ageing Example
The Irish Longitudinal Study on Ageing (TILDA), 2009-2011
http://www.icpsr.umich.edu/icpsrweb/ICPSR/studies/34315
Kenny, Rose Anne. The Irish Longitudinal Study on Ageing (TILDA),
2009-2011. ICPSR34315-v1. Ann Arbor, MI: Inter-university Consortium
Bibliographic Citation: for Political and Social Research [distributor], 2014-07-16.
http://doi.org/10.3886/ICPSR34315.v1
The Irish Longitudinal Study on Ageing (TILDA) is a major inter-institutional initiative led by Trinity College, Dublin, to improve in the quantity and quality of data, research and information related to aging in Ireland. Eligible respondents for this study include individuals aged ≥ 50 and their spouses or partners of any age. Annual interviews on a two yearly basis (N=8,504 people) in Ireland, collecting detailed information on all aspects of their lives, including the economic (pensions, employment, living standards), health (physical, mental, service needs and usage) and social aspects (contact with friends and kin, formal and informal care, social participation). Survey interviews, physical, and biological data are collected along with demographic variables (e.g., age, sex, marital status, household composition, education, and employment), and activities of daily living (ADL), aging, childhood, depression (psychology), education, employment, exercise, eyesight, families, family life, etc.
# download the RDA data object (ICPSR_34315.zip) # load in the data into RStudio dataURL <- "https://umich.instructure.com/files/703606/download?download_frd=1" load(url(dataURL)) head(da34315.0001); data_colnames <- colnames(da34315.0001) vars <- da34315.0001
vars; head(vars); summary(vars); data_colnames
| [1] | ”ID" | ”HOUSEHOLD” |
| [3] | "CLUSTER" | "STRATUM" |
| [5] | ”REGION” | "CAPIWEIGHT" |
| [7] | "IN_SCQ" | "SCQ_WEIGHT" |
| [9] | "AGE" | "SEX" |
| [11] | "NML" | "CM003" |
| ... | ||
| [1673] | "HA_WEIGHT" | "IN_HA" |
| [1675] | "SR_HEIGHT_CENTIMETRES" | "HEIGHT" |
| [1677] | "SR_WEIGHT_KILOGRAMMES" | "WEIGHT" |
| [1679] | "COGMMSE" | "FRGRIPSTRENGTHD" |
| [1681] | "FRGRIPSTRENGTHND" | "VISUALACUITYLEFT" |
| [1683] | "VISUALACUITYRIGHT" | "BPSEATEDSYSTOLIC1" |
| [1685] | "BPSEATEDSYSTOLIC2" | "BPSEATEDDIASTOLIC1" |
| [1687] | "BPSEATEDDIASTOLIC2" | "BPSEATEDSYSTOLICMEAN" |
| [1689] | "BPSEATEDDIASTOLICMEAN" | "BPHYPERTENSION" |
| [1691] | "FRBMI" | "FRWAIST" |
| [1693] | "FRHIP" | "FRWHR" |
| [1695] | "WEARGLASSES" | "WOREGLASSESDURINGTEST" |
| [1697] | "BLOODS_CHOL" | "BLOODS_HDL" |
| [1699] | "BLOODS_LDL" | "BLOODS_TRIG" |
| [1701] | "BLOODS_TIMEBETWEENLASTMEALANDASS" | "DELAY_HA" |
| [1703] | "PICMEMSCORE" | "PICRECALLSCORE" |
| [1705] | "PICRECOGSCORE" | "VISREASONING" |
| [1707] | "GRIPTEST1D" | "GRIPTEST2D" |
| [1709] | "GRIPTEST1ND" | "GRIPTEST2ND" |
| [1711] | "GRIPTESTDOMINANT" | "GRIPTESTSITTING" |
| [1713] | "TEMPERATURE" | "SCQSOCACT1" |
| ... | ||
| [1981] | "SOCPROXCHLD4" | "SCRFLU" |
| [1983] | "SCRCHOL" | "SCRPROSTATE" |
| [1985] | "SCRBREASTLUMPS" | "SCRMAMMOGRAM" |
| [1987] | "BEHALC_FREQ_WEEK" | "BEHALC_DRINKSPERDAY" |
| [1989] | "BEHALC_DRINKSPERWEEK" | "BEHALC_DOH_LIMIT" |
| [1991] | "BEHSMOKER" | "BEHCAGE" |
# extract some data elements df1 <- data.frame(vars)
df_Irish_small <- df1[, c("ID", "HOUSEHOLD", "AGE", "SEX" , "HA_WEIGHT", "HEIGHT" ,
"WEIGHT", "COGMMSE", "FRGRIPSTRENGTHD", "VISUALACUITYLEFT",
"VISUALACUITYRIGHT", "BPSEATEDSYSTOLIC1",
"BPSEATEDSYSTOLIC2", "BPSEATEDDIASTOLIC1",
"BPSEATEDDIASTOLIC2", "BPSEATEDSYSTOLICMEAN",
"BPSEATEDDIASTOLICMEAN", "BPHYPERTENSION",
"WEARGLASSES", "WOREGLASSESDURINGTEST",
"BLOODS_CHOL", "BLOODS_HDL",
"BLOODS_LDL", "BLOODS_TRIG",
"PICMEMSCORE", "PICRECALLSCORE",
"PICRECOGSCORE", "VISREASONING",
"TEMPERATURE", "SOCPROXCHLD4", "SCRFLU", "SCRCHOL", "SCRPROSTATE",
"SCRBREASTLUMPS", "SCRMAMMOGRAM",
"BEHALC_FREQ_WEEK", "BEHALC_DRINKSPERDAY",
"BEHALC_DRINKSPERWEEK", "BEHALC_DOH_LIMIT",
"BEHSMOKER", "BEHCAGE" )
]
summary(df_Irish_small); head(df_Irish_small) write.table(df_Irish_small , "data.csv", sep=",")
Applications
Irish Longitudinal Study on Ageing Example
The Irish Longitudinal Study on Ageing (TILDA), 2009-2011
http://www.icpsr.umich.edu/icpsrweb/ICPSR/studies/34315
Kenny, Rose Anne. The Irish Longitudinal Study on Ageing (TILDA),
2009-2011. ICPSR34315-v1. Ann Arbor, MI: Inter-university Consortium
Bibliographic Citation: for Political and Social Research [distributor], 2014-07-16.
http://doi.org/10.3886/ICPSR34315.v1
The Irish Longitudinal Study on Ageing (TILDA) is a major inter-institutional initiative led by Trinity College, Dublin, to improve in the quantity and quality of data, research and information related to aging in Ireland. Eligible respondents for this study include individuals aged ≥ 50 and their spouses or partners of any age. Annual interviews on a two yearly basis (N=8,504 people) in Ireland, collecting detailed information on all aspects of their lives, including the economic (pensions, employment, living standards), health (physical, mental, service needs and usage) and social aspects (contact with friends and kin, formal and informal care, social participation). Survey interviews, physical, and biological data are collected along with demographic variables (e.g., age, sex, marital status, household composition, education, and employment), and activities of daily living (ADL), aging, childhood, depression (psychology), education, employment, exercise, eyesight, families, family life, etc.
# download the RDA data object (ICPSR_34315.zip) # load in the data into RStudio dataURL <- "https://umich.instructure.com/files/703606/download?download_frd=1" load(url(dataURL)) head(da34315.0001); data_colnames <- colnames(da34315.0001) vars <- da34315.0001
vars; head(vars); summary(vars); data_colnames
| [1] | ”ID" | ”HOUSEHOLD” |
| [3] | "CLUSTER" | "STRATUM" |
| [5] | ”REGION” | "CAPIWEIGHT" |
| [7] | "IN_SCQ" | "SCQ_WEIGHT" |
| [9] | "AGE" | "SEX" |
| [11] | "NML" | "CM003" |
| ... | ||
| [1673] | "HA_WEIGHT" | "IN_HA" |
| [1675] | "SR_HEIGHT_CENTIMETRES" | "HEIGHT" |
| [1677] | "SR_WEIGHT_KILOGRAMMES" | "WEIGHT" |
| [1679] | "COGMMSE" | "FRGRIPSTRENGTHD" |
| [1681] | "FRGRIPSTRENGTHND" | "VISUALACUITYLEFT" |
| [1683] | "VISUALACUITYRIGHT" | "BPSEATEDSYSTOLIC1" |
| [1685] | "BPSEATEDSYSTOLIC2" | "BPSEATEDDIASTOLIC1" |
| [1687] | "BPSEATEDDIASTOLIC2" | "BPSEATEDSYSTOLICMEAN" |
| [1689] | "BPSEATEDDIASTOLICMEAN" | "BPHYPERTENSION" |
| [1691] | "FRBMI" | "FRWAIST" |
| [1693] | "FRHIP" | "FRWHR" |
| [1695] | "WEARGLASSES" | "WOREGLASSESDURINGTEST" |
| [1697] | "BLOODS_CHOL" | "BLOODS_HDL" |
| [1699] | "BLOODS_LDL" | "BLOODS_TRIG" |
| [1701] | "BLOODS_TIMEBETWEENLASTMEALANDASS" | "DELAY_HA" |
| [1703] | "PICMEMSCORE" | "PICRECALLSCORE" |
| [1705] | "PICRECOGSCORE" | "VISREASONING" |
| [1707] | "GRIPTEST1D" | "GRIPTEST2D" |
| [1709] | "GRIPTEST1ND" | "GRIPTEST2ND" |
| [1711] | "GRIPTESTDOMINANT" | "GRIPTESTSITTING" |
| [1713] | "TEMPERATURE" | "SCQSOCACT1" |
| ... | ||
| [1981] | "SOCPROXCHLD4" | "SCRFLU" |
| [1983] | "SCRCHOL" | "SCRPROSTATE" |
| [1985] | "SCRBREASTLUMPS" | "SCRMAMMOGRAM" |
| [1987] | "BEHALC_FREQ_WEEK" | "BEHALC_DRINKSPERDAY" |
| [1989] | "BEHALC_DRINKSPERWEEK" | "BEHALC_DOH_LIMIT" |
| [1991] | "BEHSMOKER" | "BEHCAGE" |
# extract some data elements df1 <- data.frame(vars)
df_Irish_small <- df1[, c("ID", "HOUSEHOLD", "AGE", "SEX" , "HA_WEIGHT", "HEIGHT" ,
"WEIGHT", "COGMMSE", "FRGRIPSTRENGTHD", "VISUALACUITYLEFT",
"VISUALACUITYRIGHT", "BPSEATEDSYSTOLIC1",
"BPSEATEDSYSTOLIC2", "BPSEATEDDIASTOLIC1",
"BPSEATEDDIASTOLIC2", "BPSEATEDSYSTOLICMEAN",
"BPSEATEDDIASTOLICMEAN", "BPHYPERTENSION",
"WEARGLASSES", "WOREGLASSESDURINGTEST",
"BLOODS_CHOL", "BLOODS_HDL",
"BLOODS_LDL", "BLOODS_TRIG",
"PICMEMSCORE", "PICRECALLSCORE",
"PICRECOGSCORE", "VISREASONING",
"TEMPERATURE", "SOCPROXCHLD4", "SCRFLU", "SCRCHOL", "SCRPROSTATE",
"SCRBREASTLUMPS", "SCRMAMMOGRAM",
"BEHALC_FREQ_WEEK", "BEHALC_DRINKSPERDAY",
"BEHALC_DRINKSPERWEEK", "BEHALC_DOH_LIMIT",
"BEHSMOKER", "BEHCAGE" )
]
summary(df_Irish_small); head(df_Irish_small) write.table(df_Irish_small , "data.csv", sep=",")
Applications
See also
- SOCR Home page: http://www.socr.ucla.edu
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