Confounding between the model covariates and causal variables (which may or
may not be included as model covariates) is a well-known problem in regres
sion models used in air pollution epidemiology. This problem is usually ack
nowledged but hardly ever investigated, especially in the context of genera
lized linear models. Using synthetic data sets, the present study shows how
model overfit, underfit, and misfit in the presence of correlated causal v
ariables in a Poisson regression model affect the estimated coefficients of
the covariates and their confidence levels. The study also shows how this
effect changes with the ranges of the covariates and the sample size. There
is qualitative agreement between these study results and the corresponding
expressions in the large-sample limit for the ordinary linear models. Conf
ounding of covariates in an overfitted model (with covariates encompassing
more than just the causal variables) does not bias the estimated coefficien
ts but reduces their significance. The effect of model underfit (with some
causal variables excluded as covariates) or misfit (with covariates encompa
ssing only noncausal variables), on the other hand, leads to not only erron
eous estimated coefficients, but a misguided confidence, represented by lar
ge t-values, that the estimated coefficients are significant. The results o
f this study indicate that models which use only one or two air quality var
iables, such as particulate matter less than or equal to 10 mu m and sulfur
dioxide, are probably unreliable, and that models containing several corre
lated and toxic or potentially toxic air quality variables should also be i
nvestigated in order to minimize the situation of model underfit or misfit.