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Flexible distributed lags for modelling earthquake data

Author

Listed:
  • Viola Obermeier
  • Fabian Scheipl
  • Christian Heumann
  • Joachim Wassermann
  • Helmut Küchenhoff

Abstract

type="main" xml:id="rssc12077-abs-0001"> Heavy long-lasting rainfall can trigger earthquake swarms. We are interested in the specific shape of lagged rain influence on the occurrence of earthquakes at different depths at Mount Hochstaufen, Bavaria. We present a novel penalty structure for interpretable and flexible estimates of lag coefficients based on spline representations. We provide an easy-to-use implementation of our flexible distributed lag approach that can be used directly in the established R package mgcv for estimation of generalized additive models. This allows our approach to be immediately included in complex additive models for generalized responses even in hierarchical or longitudinal data settings, making use of established stable and well-tested inference algorithms. The benefit of flexible distributed lag modelling is shown in a detailed simulation study.

Suggested Citation

  • Viola Obermeier & Fabian Scheipl & Christian Heumann & Joachim Wassermann & Helmut Küchenhoff, 2015. "Flexible distributed lags for modelling earthquake data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 64(2), pages 395-412, February.
    • Handle: RePEc:bla:jorssc:v:64:y:2015:i:2:p:395-412
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    File URL: http://hdl.handle.net/10.1111/rssc.2015.64.issue-2
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    Cited by:

    1. Elsa Vazquez & Jeffrey R. Wilson, 2021. "Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates," Computational Statistics, Springer, vol. 36(4), pages 2701-2718, December.
    2. Karunarathna, K.A.N.K. & Wells, Konstans & Clark, Nicholas J., 2024. "Modelling nonlinear responses of a desert rodent species to environmental change with hierarchical dynamic generalized additive models," Ecological Modelling, Elsevier, vol. 490(C).
    3. Antonio Gasparrini & Fabian Scheipl & Ben Armstrong & Michael G. Kenward, 2017. "A penalized framework for distributed lag non-linear models," Biometrics, The International Biometric Society, vol. 73(3), pages 938-948, September.
    4. Bogdan Dima & Ștefana Maria Dima, 2024. "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 755-781, August.

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