Modelling Mortality over Age and Time, and Age and Cohort: A Nonparametric Approach - Giancarlo Camarda (Institut National d'Études Démographiques)

Modelling Mortality over Age and Time, and Age and Cohort: A Nonparametric Approach - Giancarlo Camarda (Institut National d'Études Démographiques)
Conferencia · 28/05/2018

The talk gives a gentle, albeit complete introduction to a nonparametric approach for modelling mortality over age and time, as well as over age and cohort. Specifically, mortality developments normally show regular patterns, so smoothing approaches are a natural choice to analyze mortality changes. Moreover smoothed one- and two-dimensional trends can then be used for further analysis. Though the talk places specific emphasis on P-spline models, a gradual journey toward such methods is offered. A first part is devoted to the intuitive and plain direct smoothing, using simple, self-explanatory examples. The talk then moves on to the idea of penalty, which will be crucial in setting up more sophisticated methods.

Starting from simple regression problems, are presented as a flexible and versatile methodology to smooth aggregate mortality data. Specifically models combine (fixed-knot) with a roughness penalty. A relatively large number of provide enough flexibility to capture trends. The additional penalty reduces the number of parameters leading to a rather parsimonious model with smoothed trends. An important advantage of the lies in its straightforward generalization when data are presented in a rectangular array. This is the case of mortality over age and either years or cohorts. Moving between these two data structures (age vs. years and age vs. cohort) can be achieved by simple manipulation of the data without changing the general architecture of the methodology. 

Tipo de evento: Conferencia

Organizador: Diego Ramiro Fariñas. Instituto de Economía, Geografía y Demografía

Email responsable: demografia@cchs.csic.es

Fecha inicio: 28/05/2018 17:00

Fecha fin: 28/05/2018 18:45

Lugar: Centro de Ciencias Humanas y Sociales

Dirección: C/Albasanz 26

Localidad: Madrid

Provincia: Madrid