Abstract

Daily time-series regression models are commonly used to estimate the lagged nonlinear relation between temperature and mortality. A major impediment to this type of analysis is the restricted access to daily health records. The use of weekly and monthly data represents a possible solution unexplored to date. We temporally aggregated daily temperatures and mortality records from 147 contiguous regions in 16 European countries, representing their entire population of over 400 million people. We estimated temperature-lag-mortality relationships by using standard time-series quasi-Poisson regression models applied to daily data, and compared the results with those obtained with different degrees of temporal aggregation. We observed progressively larger differences in the epidemiological estimates with the degree of temporal data aggregation. The daily data model estimated an annual cold and heat-related mortality of 290,104 (213,745-359,636) and 39,434 (30,782-47,084) deaths, respectively, and the weekly model underestimated these numbers by 8.56% and 21.56%. Importantly, differences were systematically smaller during extreme cold and heat periods, such as the summer of 2003, with an underestimation of only 4.62% in the weekly data model. We applied this framework to infer that the heat-related mortality burden during the year 2022 in Europe may have exceeded the 70,000 deaths. The present work represents a first reference study validating the use of weekly time series as an approximation to the short-term effects of cold and heat on human mortality. This approach can be adopted to complement access-restricted data networks, and facilitate data access for research, translation and policy-making. The study was supported by the ERC Consolidator Grant EARLY-ADAPT (https://www.early-adapt.eu/), and the ERC Proof-of-Concept Grants HHS-EWS and FORECAST-AIR.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.