Robust distributed lag models using data adaptive shrinkage
Chen Y, Mukherjee B, Adar S, Berrocal V, Coull B. Robust distributed lag models using data adaptive shrinkage. Biostatistics 2017, 19: 461-478. PMID: 29040386, PMCID: PMC6454578, DOI: 10.1093/biostatistics/kxx041.Peer-Reviewed Original ResearchConceptsDistributed lag modelsDistributed LagLag modelTime series dataEffects of air pollutionBias-variance trade-offGeneralized ridge regressionShrinkage methodAir pollution studiesHierarchical Bayes approachShrinkage approachTime seriesDl functionAir pollutionPollution studiesEffect estimatesTrade-offsExtensive simulation studyDependent variableShrinking coefficientsMean square errorLagSimulation studyBayes approachRidge regression