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美国的酒精与肝硬化死亡率:时间序列面板数据分析模型方法的比较。

Alcohol and liver cirrhosis mortality in the United States: comparison of methods for the analyses of time-series panel data models.

机构信息

Alcohol Research Group, Emeryville, California 94608, USA.

出版信息

Alcohol Clin Exp Res. 2011 Jan;35(1):108-15. doi: 10.1111/j.1530-0277.2010.01327.x. Epub 2010 Oct 6.

Abstract

BACKGROUND

To explore various model specifications in estimating relationships between liver cirrhosis mortality rates and per capita alcohol consumption in aggregate-level cross-section time-series data.

METHODS

Using a series of liver cirrhosis mortality rates from 1950 to 2002 for 47 U.S. states, the effects of alcohol consumption were estimated from pooled autoregressive integrated moving average (ARIMA) models and 4 types of panel data models: generalized estimating equation, generalized least square, fixed effect, and multilevel models. Various specifications of error term structure under each type of model were also examined. Different approaches controlling for time trends and for using concurrent or accumulated consumption as predictors were also evaluated.

RESULTS

When cirrhosis mortality was predicted by total alcohol, highly consistent estimates were found between ARIMA and panel data analyses, with an average overall effect of 0.07 to 0.09. Less consistent estimates were derived using spirits, beer, and wine consumption as predictors.

CONCLUSIONS

When multiple geographic time series are combined as panel data, none of existent models could accommodate all sources of heterogeneity such that any type of panel model must employ some form of generalization. Different types of panel data models should thus be estimated to examine the robustness of findings. We also suggest cautious interpretation when beverage-specific volumes are used as predictors.

摘要

背景

在汇总层面的横剖时间序列数据中,探索各种模型规格以估计肝硬化死亡率与人均酒精消费之间的关系。

方法

使用来自 1950 年至 2002 年的 47 个美国州的一系列肝硬化死亡率,从综合自回归综合移动平均(ARIMA)模型和 4 种面板数据模型(广义估计方程、广义最小二乘法、固定效应和多层模型)中估计酒精消费的影响。还检查了每种模型类型下误差项结构的各种规格。还评估了控制时间趋势和使用同期或累积消费作为预测因子的不同方法。

结果

当肝硬化死亡率由总酒精预测时,ARIMA 和面板数据分析之间发现了高度一致的估计值,平均总体效应为 0.07 到 0.09。使用烈酒、啤酒和葡萄酒消费作为预测因子时,得出的估计值则不太一致。

结论

当将多个地理时间序列组合为面板数据时,现有的任何模型都无法适应所有异质性来源,因此任何类型的面板模型都必须采用某种形式的概括。因此,应估计不同类型的面板数据模型以检查结果的稳健性。当使用特定饮料的量作为预测因子时,我们还建议谨慎解释。

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本文引用的文献

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The impact of alcohol taxation on liver cirrhosis mortality.酒精税对肝硬化死亡率的影响。
J Stud Alcohol. 2006 Nov;67(6):934-8. doi: 10.15288/jsa.2006.67.934.
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Mortality and population drinking: a review of the literature.死亡率与人群饮酒:文献综述
Drug Alcohol Rev. 2005 Nov;24(6):537-47. doi: 10.1080/09595230500293845.
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Aggregate time-series regression in the field of alcohol.酒精领域的总体时间序列回归
Addiction. 2001 Jul;96(7):945-54. doi: 10.1046/j.1360-0443.2001.9679453.x.
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Alcohol and suicide in 14 European countries.14个欧洲国家的酒精与自杀情况
Addiction. 2001 Feb;96 Suppl 1:S59-75. doi: 10.1080/09652140020021189.

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