topic Questions about the Polynomial Distribution Lag Models in Statistical Procedures

Questions about the Polynomial Distribution Lag Models

buski — Mon, 09 May 2011 21:05:30 GMT

Hi!
I am using the PDL model to analyze the correlation between 8-days insect abundances and weather conditions. I also want to adjust for seasonality and first order autoregressive term in the model. Here is my models.

DATA SF_MODEL; SET PDL.SF_ALL_F;
sea=sin(2*3.14*(image/46));
PROC PDLREG data=SF_MODEL;
MODEL tarsalis=tavg(4,3) rh(4,3) prec(4,3) sea / nlag=1 partial;
run;

My questions is:
1. Is it right to use "sea" to adjust the seasonality in the model? (46 is the total observation numbers of each year).

2. Does the statement "nlag=1" in the model option indicate that adjustment of the first order autoregressive term?

Thanks a lot!

Re: Questions about the Polynomial Distribution Lag Models

lvm — Tue, 10 May 2011 12:58:25 GMT

You mentioned 8 days, but your model is for 4 lags (time window of 5: current and previous 4). Is that what you want. You specified a cubic polynomial for the parameter constraints, which is just one degree less than the maximum (i.e., with no constraints). I think you are not gaining the advantages of PDL regression. With only 46 observations, I think you have an over-parameterized model. I have used PDL regression a lot, and you need a lot of data points to reliably estimate the parameters and determine the time length and polynomial order.

Your nlag option is fine for a 1-st order AR residual term.

Your seasonality term is probably OK, but it doesn't give you much flexibility. You might have to look into using a smoothing spline, but this can't be done within PDLREG. You would have to do this in another procedure, store the residuals, and then use PDLREG on the residuals. I suggest you check out the article by Schwartz (Epidemiology 11: 320-326 [2000]). Also check out Madden and Paul (Phytopathology 100: 1015-1029 [2010]).

Re: Questions about the Polynomial Distribution Lag Models

buski — Tue, 10 May 2011 15:41:27 GMT

Thanks a lot!!
I will modify the number of lag terms in the model and also check whether I need the cubic polynomial term.

I just wanna make sure that the AR(1) and seasonality adjustment are appropriate.

Actually, I have data for 4 years so the OBS will be 184. (I understand this is a small sample size).

I am interested in the smooth spline method to adjust the seasonality. Could you tell more about that? Thanks!

Re: Questions about the Polynomial Distribution Lag Models

lvm — Mon, 16 May 2011 12:45:16 GMT

The references I mentioned deal with the subject.