Bootstrap-after-bootstrap model averaging for reducing model uncertainty in model selection for air pollution mortality studies.
BACKGROUND
Concerns have been raised about findings of associations between particulate matter (PM) air pollution and mortality that have been based on a single "best" model arising from a model selection procedure, because such a strategy may ignore model uncertainty inherently involved in searching through a set of candidate models to find the best model. Model averaging has been proposed as a method of allowing for model uncertainty in this context.


OBJECTIVE
To propose an extension (double BOOT) to a previously described bootstrap model-averaging procedure (BOOT) for use in time series studies of the association between PM and mortality. We compared double BOOT and BOOT with Bayesian model averaging (BMA) and a standard method of model selection [standard Akaike's information criterion (AIC)].


METHODS
Actual time series data from the United States are used to conduct a simulation study to compare and contrast the performance of double BOOT, BOOT, BMA, and standard AIC.


RESULTS
Double BOOT produced estimates of the effect of PM on mortality that have had smaller root mean squared error than did those produced by BOOT, BMA, and standard AIC. This performance boost resulted from estimates produced by double BOOT having smaller variance than those produced by BOOT and BMA.


CONCLUSIONS
Double BOOT is a viable alternative to BOOT and BMA for producing estimates of the mortality effect of PM.
Roberts
Steven
S
School of Finance and Applied Statistics, College of Business and Economics, Australian National University, Australian Capital Territory, Australia. steven.roberts@anu.edu.au
Martin
Michael A
MA
D000368:Aged; D000397:Air Pollution / Q000009:adverse effects*; D001499:Bayes Theorem; D003198:Computer Simulation; D004781:Environmental Exposure; D004784:Environmental Monitoring; D062665:Epidemiological Monitoring; D006801:Humans; D016013:Likelihood Functions; D015233:Models, Statistical; D009026:Mortality; D052638:Particulate Matter / Q000633:toxicity*; D018570:Risk Assessment; D013997:Time Factors; D035501:Uncertainty; D014481:United States / Q000453:epidemiology
D052638:Particulate Matter