This paper develops methodology for estimating long term trends in the daily maxima of tropospheric ozone. The methods are then applied to study longterm trends in ozone at six monitoring sites in the state of Texas. The methodology controls for the effects of meteorological variables because it is known that variables such as temperature, wind speed and humidity substantially affect the formation of tropospheric ozone. A semiparametric regression model is estimated in which a nonparametric trivariate surface is used to model the relationship between ozone and these meteorological variables because, while it is known the relationship is a complex nonlinear one, its functional form is unknown. The model also allows for the effects of wind direction and seasonality. The errors are modeled as an autoregression, which is methodologically challenging because the observations are unequally spaced over time. Each function in the model is represented as a linear combination of basis functions located at all of the design points. We also estimate an appropriate data transformation simultaneously with the functions. The functions are estimated nonparametrically by a Bayesian hierarchical model that uses indicator variables to allow a nonzero probability that the coefficient of each basis term is zero. The entire model, including the nonparametric surfaces, data transformation and autoregression for the unequally spaced errors, is estimated using a Markov chain Monte Carlo sampling scheme with a computationally efficient transition kernel for generating the indicator variables. The empirical results indicate that key meteorological variables explain most of the variation in daily ozone maxima through a nonlinear interaction and that their effects are consistent across the six sites. However, the estimated trends vary considerably from site to site, even within the same city.
- Autoregression with unequally spaced data,
- Bayesian model averaging,
- Bayesian semiparametric regression,
- Data transformation,
- Nonparametric regression,
- Radial bases
Available at: http://works.bepress.com/michael_smith/10/