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We analyzed this issue with a distributed lag model in a multicity hierarchic modeling ap-proach, within the Air Pollution and Health: A European Ap-proach APHEA-2 study.. Our study co

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to Air Pollution:

A Multicity Assessment of Mortality Displacement

Antonella Zanobetti,1 Joel Schwartz,1 Evi Samoli,2 Alexandros Gryparis,2

Abstract: Although the association between particulate matter

and mortality or morbidity is generally accepted, controversy

remains about the importance of the association If it is due solely

to the deaths of frail individuals, which are brought forward by

only a brief period of time, the public health implications of the

association are fewer than if there is an increase in the number of

deaths Recently, other research has addressed the mortality

dis-placement issue in single-city analysis We analyzed this issue with

a distributed lag model in a multicity hierarchic modeling

ap-proach, within the Air Pollution and Health: A European

Ap-proach (APHEA-2) study We fit a Poisson regression model and

a polynomial distributed lag model with up to 40 days of delay in

each city In the second stage we combined the city-specific

results We found that the overall effect of particulate matter less than 10 ␮M in aerodynamic diameter (PM 10 ) per 10 ␮g/m 3 for the fourth-degree distributed lag model is a 1.61% increase in daily deaths (95% CI ⫽ 1.02–2.20), whereas the mean of PM 10 on the same day and the previous day is associated with only a 0.70% increase in deaths (95% CI ⫽ 0.43–0.97) This result is un-changed using an unconstrained distributed lag model Our study confirms that the effects observed in daily time-series studies are not due primarily to short-term mortality displacement The effect size estimate for airborne particles more than doubles when we consider longer-term effects, which has important implications for risk assessment (E PIDEMIOLOGY 2002;13:87–93)

Key words: air pollution, mortality, mortality displacement.

Air pollution, especially airborne particles, has

been consistently reported to be associated with

daily deaths in reports from all over the

world.1– 8 More recently, systematic multicity analyses

have confirmed these findings.9 –12 Nevertheless, some have questioned the public health significance of these associations, arguing that if these deaths are occurring only in those who would have died in a few days anyway, the public health significance of exposure is small Were that the case, the increase in deaths during and imme-diately after exposure would be counterbalanced by a deficit in daily deaths a few days later, when those deaths would have otherwise occurred If such a pattern were true, the positive correlation seen between daily deaths and exposure shortly before the death would be coun-terbalanced by a negative correlation between exposure and daily deaths at some longer lag An example of such

a hypothetical pattern, called mortality displacement or harvesting effect, is seen in Figure 1 Were such a phe-nomenon to exist, it should be detected readily in studies

of acute episodes, but those patterns have not been observed in air pollution episodes.13

It is useful to examine the reason for such a phenom-enon Assume there is a pool of people at high risk of dying at any given time An air pollution episode, by

From the 1 Environmental Epidemiology Program, Harvard School of Public

Health, Boston, MA; 2 University of Athens Medical School, Athens, Greece;

3 Department of Public Health Sciences, St George’s Hospital Medical School,

London, United Kingdom; 4 Environmental Health Unit, National Institute of

Public Health Surveillance, Saint-Maurice, France; 5 Municipal Institute of

Pub-lic Health, Budapest, Hungary; 6 Charles University Medical Faculty, Prague,

Czech Republic; 7 Department of Epidemiology, Tel Aviv University, Tel Aviv,

Israel; 8 Department of Public Health and Clinical Medicine, Umeå University,

Umeå, Sweden; 9 Agency for Public Health, Lazio Region, Rome, Italy; 10

Na-tional Institute of Hygiene, Department of Medical, Statistics, Warsaw, Poland;

and 11 Municipal Department of Public Health, Madrid, Spain.

Address correspondence to: Antonella Zanobetti, Department of Environmental

Health, Environmental Epidemiology Program, Harvard School of Public Health,

665 Huntington Avenue, Boston, MA 02115; azanob@sparc6a harvard.edu

This research was part of the APHEA-2 project, which was funded by the

European Union contract number ENV4-CT97-0534 Joel Schwartz was also

supported by U.S Environmental Protection Agency Grant R827353.

Submitted October 16, 2000; final version accepted August 21, 2001.

Copyright © 2001 by Lippincott Williams & Wilkins, Inc.

87

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increasing the risk in that pool, would increase the death

rate out of the pool and result in a smaller pool size The

finite size of the risk pool creates the possibility of a

negative association with pollution at some lags This

rebound (ie, drop in the number of deaths, after an

initial increase) presupposes that air pollution does not

affect recruitment into the pool Yet numerous

epidemi-ologic studies have shown particulate air pollution to be

associated with exacerbation of illness, including

in-creased hospitalizations,14 decreased heart rate

variabil-ity,15 etc, thus suggesting that increased recruitment is

possible Recently, Zelikoff et al16have shown that

par-ticle exposure exacerbates pneumonia in animals

Hence, air pollution may intensify some illnesses,

in-creasing the size of the risk pool Further, this may occur

with a different lag than that between exposure and

death out of the risk pool Hence, the direction of the

effect of an air pollution episode on the size of the risk

pool, and the effect of the risk pool on the death rate

over time, may be positive or negative

Recently, three papers have examined this issue

in-directly, by estimating the association between air

pol-lution and daily deaths in Philadelphia,17Boston,18and

Chicago19after filtering out such rebounds None of the

studies found any evidence that the effect size for air

pollution was reduced as a result of the mortality

dis-placement, and indeed all three studies reported that the

effect size approximately doubled Schwartz18interpreted

this as suggesting that, far from depleting the pool of

critically ill people, air pollution increased the size of the

pool over longer time scales by increasing the intensity

of illness in general None of these studies provided any

direct estimate of what the time course of the rise and

fall of mortality after exposure might be (eg, Figure 1).

One additional analysis has recently been

pub-lished.20 These authors assumed a model in which air

pollution could only deplete the pool of susceptible

individuals at high risk of dying and could not increase

recruitment into that pool This is equivalent to assum-ing that the correlation between air pollution and daily deaths must become negative after a lag of several days That assumption is a testable hypothesis

Another recent paper21applied a different approach

that explicitly tests this hypothesis Zanobetti et al21

estimated the association of air pollution at multiple lags simultaneously, providing a direct estimate of Figure 1 Because air pollution is generally correlated, putting a large number of lags of a pollutant into a model produces high levels of multicolinearity and unstable results To counter this problem, these authors used a nonparamet-ric smoothed distributed lag, looking out to 40 days after exposure, to estimate the effect of air pollution on daily deaths in Milan between 1980 and 1989 This con-strained the estimated effects of air pollution to vary smoothly with the number of days of lag between expo-sure and death This required special software that is not generally available However, in a sensitivity analysis, they showed that essentially identical results could be obtained using a cubic polynomial distributed lag model, which can be implemented in any Poisson regression package In both cases, the coefficients of air pollution at each lag are constrained to fit a smooth shape, in which the latter case is a polynomial If the polynomial is flexible enough to fit the true pattern of the data rea-sonably well, little bias will be introduced

We have adopted that approach for a systematic examination of the lag between air pollution and daily deaths in the Air Pollution and Health: A European Approach (APHEA-2) study.22,23 This analysis focuses

on particulate air pollution in a multicity hierarchic model

Subjects and Methods

Health Data

The APHEA-2 study is a comprehensive, multicenter study that examines the association between air pollu-tion and daily deaths in 30 cities across Europe and

associated regions (eg, Tel Aviv) Data collection

in-cluded daily counts of all-cause mortality, excluding

deaths from external causes (International Classification of

were 1990 through 1997, although mortality data in most cities were available only through 1995 or 1996 In some cases, air pollution data were available only for part

of the period

Because of resource and time constraints, it was

de-cided a priori to limit the analysis of mortality

displace-ment to ten cities To maximize the power of the study,

we chose the largest cities in the study, with the stipu-lation that only one city could be chosen in each coun-try The ten cities selected were Athens, Budapest, Lodz, London, Madrid, Paris, Prague, Rome, Stockholm, and

FIGURE 1. Hypothetical lag structure corresponding to the

mortality displacement effect.

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Tel Aviv Together, they comprise a population of about

28 million people, which is two-thirds of the population

in the full study, and they represent northern Europe,

central Europe, and the Mediterranean region An

ear-lier paper23 examined the association of particulate air

pollution in all available cities and addressed the issue of

heterogeneity in response That analysis did not

exam-ine the “harvesting” issue addressed in this paper

Daily measurements of particulate air pollution were

provided by each city participating in the APHEA-2

project Particulate matter was measured as PM10

(par-ticulate air matter less than 10 ␮M in aerodynamic

diameter) in four cities, as PM13 (particulate air matter

with aerodynamic diameter less than 13␮M) in Paris,

and PM15 (particulate air matter with aerodynamic

di-ameter less than 15␮M) in Rome The Paris data were

assumed to be equivalent to PM10 in this study Rome

data were converted to PM10 using a site-specific

con-version factor based on colocated measurements.24 In

Athens, data were routinely collected only on black

smoke Because traffic is the dominant source of particles

in Athens, there were some days of colocated PM10and

black smoke monitoring that allowed the establishment

of a site-specific selective conversion Also in Lodz only

data for black smoke were available, whereas in Budapest

the original data were measured as total suspended

par-ticulate In these three cities, data were converted to

PM10as a function of both black smoke (total suspended

particulate for Budapest) and season, again on the basis

of regression modeling with limited PM10data

We conducted a weighted metaregression with a

dummy variable equal to 1 for cities where the other

particle measures were converted to PM10on the basis of

site-specific calibration We found a somewhat higher

coefficient in the converted cities (1.98% per 10␮g/m3

increase in PM10compared with 1.48% in the cities that

measured PM10), but the confidence interval for the

incremental 0.5% effect was⫾1.93% These results

in-dicate that the coefficients could in fact be 0 Further,

three of the five cities where the conversion occurred

were in southern Europe, where a previous hierarchic

model of all 29 cities in APHEA-2 showed larger

coef-ficients We conclude that there is little reason to

be-lieve the effect estimates differ between the cities where

the air pollutant measurement has been converted and

the other cities Hence, results were reported as the

effect of PM10 Further details have been previously

reported.23

Covariate Control

Generalized additive regression models25 were fitted

in each of the ten cities, controlling for seasonal

pat-terns, long-term time trends for weather, influenza

epi-demics, holidays, and day of the week The models were

built following the APHEA-2 methodology.23Because of

the substantial variability in seasonal patterns and weather between, for example, Stockholm and Tel Aviv, separate models were chosen in each city All models controlled for temperature and humidity on the same day using nonparametric smooth function.27In addition,

we examined whether nonparametric functions of weather variables on the previous day or up to 3 previous days or the average of a few days improved model fit (defined as lowering the Akaike information criterion28

for the model) We similarly chose the number of de-grees of freedom for each weather variable to minimize the Akaike information criterion This approach has been used and discussed previously.29,30

Seasonal patterns are controlled because there are unmeasured predictors of death, such as diet, which vary seasonally and have long-term trends over time Because air pollution also shows seasonal variations and long-term trends, this creates a potential for confounding Shorter-term fluctuations in diet are unlikely to be cor-related with air pollution Hence, the goal of our smooth function of time is to remove seasonal and long-term fluctuations

Various smoothing parameters exist for producing residuals with no seasonality To choose among them,

we examined the partial autocorrelation function of the residuals This is because, although each death is an independent event, seasonal patterns in the mortality data produce correlations between the number of deaths

on one day and on the previous day Eliminating short-term serial correlation is therefore a measure of how successful our seasonal control has been On the other hand, the use of excessive degrees of freedom for sea-sonal control induces negative serial correlation in the residuals of the mortality series,31which can distort the association with air pollution Therefore, we chose a smoothing parameter for time to reduce the residuals to white noise Sometimes it was necessary to introduce autoregressive terms to accomplish this.32This approach has been used in a number of recent studies.6,12,30

Distributed Lag Model

The goal of our analysis was to estimate the

depen-dence of daily deaths (on day t) on PM10on that day and

up to the previous 40 days If the pollution-related deaths are only being advanced by a few days to a few weeks, we will see this effect as a negative association between air pollution and deaths several days to several weeks subsequently The net effect of air pollution, net

of any such short-term rebound up to 40 days, is the sum

of the effect estimates for all 41 days In addition,

plot-ting individual effect size estimates vs lag number gives

us a direct estimate of what Figure 1 really looks like This is an example of a distributed lag model, which has been described previously.33,34

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For Poisson regression, the unconstrained distributed

lag model may be written as:

Log(E[Yt])⫽␣ ⫹ covariates ⫹ ␤0Zt⫹␤1Zt⫺1⫹

⫹␤qZt⫺q (1)

where Zt⫽ pollution variable delayed over time, for

j ⫽ 0 q days.

Because this model produces unstable estimates for

large q, it is common to constrain the coefficients to vary

smoothly with lag number.33 A polynomial distributed

lag constrains the ␤jto follow a polynomial pattern in

the lag number, that is:

␤j⫽k⫽0冘d

␩kjk, for j⫽ 0 q (2)

where j is the number of lag of delay and k is the

degree of the polynomial Further details, including how

to estimate the␩k in a Poisson model, have been

pub-lished previously.34Too much constraint risks bias,

pro-ducing a distorted shape, whereas too little constraint

produces estimates that are too noisy to be informative

Although a cubic polynomial was sufficient to match the

results of the smoothed distributed lag in Milan,21 we

have chosen a fourth-degree polynomial in this study, to

ensure enough degrees of freedom to fit the pattern of

response over time Such a polynomial has enough

de-grees of freedom to model a curve such as that shown in

Figure 1, or any other plausible shape Therefore, we

estimated in each city the five coefficients␩0 .␩4for

the fourth-degree polynomial that defines the shape of

the distributed lag As a sensitivity analysis, we used a

cubic polynomial and an unconstrained distributed lag

model The unconstrained distributed lag model is too

noisy to provide any information about the shape of the

effect size vs lag, but it does give an unbiased estimate of

the overall effect A separate distributed lag model was

fit for each of the ten cities

Second-Stage Modeling

The hierarchic model has two stages In the first stage, the ˆ␩ik values are estimated in each city i, as

described in Eqs 1 and 2

In the second stage, we combined the city-specific coefficients␩ik, using the multivariate maximum likeli-hood method.35

We assume that:

␩ˆi⬃ MVN共␩ k ,Sˆ i⫹ D) where ˆ␩iis the vector of␩k in city i, ˆS iis the estimated

variance-covariance matrix in city i, and D is the

ran-dom variance-covariance matrix component, reflecting heterogeneity in response among the cities

After combining the coefficients ˆ␩ikby city, the com-bined coefficients by lag ( ˆ␤j) for the distributed lag model were obtained from Eq 2

To see how the results compare with more traditional models, we fit the same model in each city using as our exposure index the mean PM10concentration on the day

of death and the previous day.11,34,36,37 Note that this model is a highly constrained variant of our distributed lag model, with the constraints forcing␤1⫽ ␤0, and␤2

⫽␤3⫽ ⫽␤40⫽ 0 All analyses were done using the S-plus software (Mathsoft Inc, Seattle, WA)

Results Table 1 shows the ten cities, their populations, the study period in each location, and the mean and stan-dard deviation of the number of daily deaths and envi-ronmental variables Further details of the baseline mod-els for each city have been published previously.23

Table 2 shows, for each city, the estimated regression coefficients of PM10 (per 10 ␮g/m3and its 95% confi-dence interval) for the traditional model (mean of the current and previous day), and the overall effect from the fourth-degree polynomial, the cubic, and

unre-TABLE 1 Study Period, Population, Mean, and Standard Deviation of the Number of Daily Deaths and the Environmental Variables in the Ten Cities

Years of Study

Population ( ⫻1,000)

Total Mortality PM10( ␮g/m 3 )

5th–95th Percentile

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stricted distributed lag models The overall effect is the

sum of the␤jper 10␮g/m3 It also shows the combined

effect estimates across all of the ten cities, based on a

random-effect model to combine results across cities

Apart from Rome, the estimated effect of PM10

in-creased, and in many cities was more than doubled,

when the lagged effects were considered, rather than

reduced These results are seen in all of the distributed

lag models that we applied, including the unconstrained

model

The reason for this increase is clear from Figure 2,

which shows the estimated effect at each lag, and its

confidence interval from the fourth-degree polynomial

It shows that the effect of PM10does decrease to close to

0 with a lag of 10 days, but remains positive, and rises

again to a second smaller peak, before dying out to 0 by

lag 40

Figure 3 shows the combined effect for the cubic polynomial The PM10effect decreases with a minimum

at 14 days of lag and then rises again Although they differ in some detail, both figures show the same general pattern The initial effect declines to 0 with a lag of 1–2 weeks and then shows a second peak

To test whether the effect at longer lags made an important contribution to the overall effect, we com-puted the overall effect (and its standard error) for the first 10 days and for days 11– 40 before the death The effect estimate (⫻1000) was 0.922 ⫾ 0.184 for the first

10 days of exposure, and 0.688⫾ 0.261 for the deaths associated with PM10 11– 40 days before Hence, al-though the exposure in the first week (and indeed the first 2 days) before the event had a stronger impact, the exposure in the preceding month substantially increased the estimate of the overall effect

TABLE 2 Results for the Ten Cities and Combined for the Estimated Particulate Matter <10 ␮M in Diameter (PM 10 ) Effect ( ⴛ1,000) for the Mean of PM 10 Lags 0 –1, and the Cubic, Fourth-Degree, and Unrestricted Distributed Lag Models for

40 Lags

* Mean of PM 10 on day of death and day before death.

† Exposure up to 40 days before death, subject to constraints to keep the estimated effect from changing too much from one lag to the next The constraint was a cubic polynomial See method section for more details.

‡ As above but with a 4th-degree polynomial constraint.

§ All 41 PM 10 lags included in the model without constraints.

FIGURE 2. The estimated shape of the association of

par-ticulate matter ⬍10 ␮M in aerodynamic diameter with daily

deaths, with a fourth-degree distributed lag model with random

effect in ten cities.

FIGURE 3. The estimated shape of the association of par-ticulate matter ⬍10 ␮M in aerodynamic diameter with daily deaths, with a cubic-degree distributed lag model with random effect in ten cities.

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Discussion Previous studies have addressed the mortality

dis-placement issue in single-city analysis Although these

studies were both methodologically innovative and

pro-duced valuable information on the issue, the

heteroge-neity of response to air pollution that has been reported

in single-city results23suggests that a multicity approach,

in various locations and using a predefined sampling

framework, would be quite valuable in furthering

discus-sion of this issue Such a study would be necessary to

obtain reliable estimates of effect size by lag Our study is

the first report to obtain such stable estimates of effect

size by lag in multiple locations

Qualitatively, our study confirms the basic finding of

the previous four studies that did not force harvesting to

occur: we do not find that most of the effect of air

pollution is short-term harvesting These results have

now been shown in five studies using three different

methodologies and in 13 of 14 cities, suggesting that the

finding is robust These findings are also consistent with

the results of the episode studies.13 Quantitatively, our

study also confirms the previous results by showing that

the effect size estimate for airborne particles more than

doubles when longer-term effects are taken into

consideration

Our study adds several things to the previous

litera-ture One is the weight of ten cities, which were not

selected haphazardly or according to having positive

results This gives considerable assurance that the results

are not due to a chance selection of the study locations

or selection bias Second, our study provides insight into

the shape of the longer-term response to particulate air

pollution In particular, it suggests that the adverse

re-sponse to pollution persists up to a month or longer

Moreover, the smoothed distributed lag model of

Zano-betti et al21produced a very similar curve of effect over

time in Milan There was a prolonged response out to a

month in that study as well, with the same dip after 1–2

weeks

The curves shown in Figures 2 and 3 reflect two

processes One is the pattern of risk over time that

occurs in an individual after exposure This is

presum-ably positive definite, as pollution cannot be expected to

improve health The second is the effect of pollution on

the sensitive pool, which can be to expand or shrink that

pool One possible explanation for the observed results is

that the effects of air pollution persist for over a month

(ie, longer-term average exposures have cumulative

ef-fects), but that this is partially countered by a drop in the

size of the frail pool in the week or two after exposure A

second possibility is that the direct effects of air

pollu-tion trail off by a week or so, but that enhanced

recruit-ment into the frail pool results in a long tail of excess

deaths triggered by other factors This is an important

issue that remains to be investigated If there is a pro-longed increase in individual risks, it should be possible

to identify intermediary biomarkers that remain elevated for some time

The two-fold increase in risk associated with longer time scales is consistent with the report of higher risk estimates in cohort studies38,39 than in previous time-series studies, given that the cohort studies incorporate effects of longer-term exposure Together with those studies, it suggests that risk assessment based on the short-term associations likely underestimate the number

of early deaths that are advanced by a significant amount, and that estimates based on the cohort studies,

or studies such as this one, would more accurately assess the public health impact Nevertheless, it is important

to note that the exposure on the day of death and the immediately preceding day have the greatest impact This finding suggests that there are important short-term influences at work, which is consistent with recent re-ports of changes in electrocardiogram patterns within hours of exposure to airborne particles.15

We note that there appears to be heterogeneity in the response to particles evident in Table 2 This heteroge-neity in response has been noted in several studies re-cently.11,37Exploration of the cause of such heterogene-ity is now a major priorheterogene-ity Demographic factors do not appear to be major predictors.11,37 Chronic obstructive pulmonary disease has been noted as an effect modifier

in one study.40 The factors responsible for this hetero-geneity in the APHEA-2 cities was the focus of an earlier paper23 (which did not address harvesting), and the mean concentration of NO2and the mean temper-ature appeared to explain most of the variability Be-cause this analysis is more limited, we have not at-tempted to repeat those analyses

Acknowledgments

The APHEA-2 collaborative group consists of: K Katsouyanni, G Touloumi, E Samoli, A Gryparis, Y Monopolis, E Aga, and D Panagiotakos (Greece, coordinating center); C Spix, A Zanobetti, and H E Wichmann (Germany);

H R Anderson, R Atkinson, and J Ayres (U.K.); S Medina, A Le Tertre, P Quenel, L Pascale, and A Boumghar (Paris); J Sunyer, M Saez, F Ballester, S Perez-Hoyos, J M Tenias, E Alonso, K Kambra, E Aranguez, A Gandarillas,

I Galan, J M Ordonez (Spain); M A Vigotti, G Rossi, E Cadum, G Costa,

L Albano, D Mirabelli, P Natale, L Bisanti, A Bellini, M Baccini, A Biggeri,

P Michelozzi, V Fano, A Barca, and F Forastiere (Italy); D Zmirou and F Balducci (Grenoble, France); J Schouten and J Vonk (The Netherlands); J Pekkanen and P Tittanen (Finland); L Clancy and P Goodman (Ireland); A Goren and R Braunstein (Israel); C Schindler (Switzerland); B Wojtyniak, D Rabczenko, and K Szafraniek (Poland); B Kriz, M Celko, and J Danova (Prague); A Paldy, J Bobvos, A Vamos, G Nador, I Vincze, P Rudnai, and A Pinter (Hungary); E Niciu, V Frunza, and V Bunda, (Romania); M Macarol-Hitti and P Otorepec (Slovenia); Z Dörtbudak and F Erkan (Turkey); B Forsberg and B Segerstedt, (Sweden); F Kotesovec and J Skorkovski (Teplice, Czech Republic).

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