Longitudinal Data Analysis and Time Series Commons^™

Decomposition Of Regression Estimators To Explore The Influence Of "Unmeasured" Time-Varying Confounders, Yun Lu, Scott L. Zeger

Johns Hopkins University, Dept. of Biostatistics Working Papers

In environmental epidemiology, exposure X and health outcome Y vary in space and time. We present a method to diagnose the possible influence of unmeasured confounders U on the estimated effect of X on Y and to propose several approaches to robust estimation. The idea is to use space and time as proxy measures for the unmeasured factors U. We start with the time series case where X and Y are continuous variables at equally-spaced times and assume a linear model. We define matching estimator b(u)s that correspond to pairs of observations with specific lag u. Controlling for a smooth …