Borrowing Strength Across Exposures and Outcomes via Index Models for Multi-pollutant Mixtures

An important goal of environmental health research is to assess the health risks posed by mixtures of multiple environmental exposures. In these mixtures analyses, flexible models like Bayesian kernel machine regression and multiple index models are appealing because they allow for arbitrary non-linear exposure-outcome relationships. However, this flexibility comes at the cost of low power, particularly when exposures are highly correlated and the health effects are weak, as is typical in environmental health studies. We propose a multivariate index modelling strategy that borrows strength across exposures and outcomes by exploiting similar mixture component weights and exposure-response relationships. In the special case of distributed lag models, in which exposures are measured repeatedly over time, we jointly encourage co-clustering of lag profiles and exposure-response curves to more efficiently identify critical windows of vulnerability and characterize important exposure effects. We then extend the proposed approach to the multiple index model setting where the true index structure -- the number of indices and their composition -- is unknown, and introduce variable importance measures to quantify component contributions to mixture effects. Using time series data from the National Morbidity, Mortality and Air Pollution Study, we demonstrate the proposed methods by jointly modelling three mortality outcomes and two cumulative air pollution measurements with a maximum lag of 14 days.