Demographic forecasting:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Princeton, NJ [u.a.]
Princeton Univ. Press
2008
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631114&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Beschreibung: | Literaturverz. S. [251] - 257 |
| Umfang: | XVIII, 267 S. graph. Darst. |
| ISBN: | 9780691130941 0691130949 9780691130958 0691130957 |
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Datensatz im Suchindex
| _version_ | 1819331272845033472 |
|---|---|
| adam_text | CONCENTS LIST OF FIGURES XI LIST OF TABLES XIII PREFACE XV
ACKNOWLEDGMENTS XVII 1 QUALITATIVE OVERVIEW 1 1.1 INTRODUCTION 1 1.2
FORECASTING MORTALITY 3 1.2.1 THE DATA 3 1.2.2 THE PATTERNS , 5 1.2.3
SCIENTIFIC VERSUS OPTIMISTIC FORECASTING GOALS 8 1.3 STATISTICAL
MODELING 11 1.4 IMPLICATIONS FOR THE BAYESIAN MODELING LITERATURE 15 1.5
INCORPORATING AREA STUDIES IN CROSS-NATIONAL COMPARATIVE RESEARCH 16 1.6
SUMMARY 18 PART; I EXISTING METHODS FOR FORECASTING MORTALITY 19 2
METHODS WITHOUT COVARIATES 21 2.1 PATTERNS IN MORTALITY AGE PROFILES 22
2.2 A UNIFIED STATISTICAL FRAMEWORK 24 2.3 POPULATION EXTRAPOLATION
APPROACHES 25 2.4 PARAMETRIC APPROACHES 26 2.5 A NONPARAMETRIC APPROACH:
PRINCIPAL COMPONENTS 28 2.5.1 INTRODUCTION 28 2.5.2 ESTIMATION . 32 2.6
THE LEE-CARTER APPROACH 34 2.6.1 THE MODEL 34 2.6.2 ESTIMATION 36 2.6.3
FORECASTING 36 2.6.4 PROPERTIES 38 2.7 SUMMARY 42 3 METHODS WITH
COVARIATES 43 3.1 EQUATION-BY-EQUATION MAXIMUM LIKELIHOOD 43 3.1.1
POISSON REGRESSION 43 3.1.2 LEAST SQUARES 44 3.1.3 COMPUTING FORECASTS
46 3.1.4 SUMMARY EVALUATION 47 3.2 TIME-SERIES, CROSS-SECTIONAL POOLING
48 3.2.1 THE MODEL 48 3.2.2 POSTESTIMATION INTERCEPT CORRECTION 49 3.2.3
SUMMARY EVALUATION 49 3.3 PARTIALLY POOLING CROSS SECTIONS VIA
DISTURBANCE CORRELATIONS 50 3.4 CAUSE-SPECIFIC METHODS WITH MICROLEVEL
INFORMATION 51 VI * CONTENTS 3.4.1 DIRECT DECOMPOSITION METHODS 51
MODELING 51 3.4.2 MICROSIMULATION METHODS 52 3.4.3 INTERPRETATION 53 3.5
SUMMARY 53 PART II STATISTICAL MODELING 55 4 THE MODEL 57 4.1 OVERVIEW
57 4.2 PRIORS ON COEFFICIENTS 59 4.3 PROBLEMS WITH PRIORS ON
COEFFICIENTS 60 4.3.1 LITTLE DIRECT PRIOR KNOWLEDGE EXISTS ABOUT
COEFFICIENTS 61 4.3.2 NORMALIZATION FACTORS CANNOT BE ESTIMATED 62 4.3.3
WE KNOW ABOUT THE DEPENDENT VARIABLE, NOT THE COEFFICIENTS 64 4.3.4
DIFFICULTIES WITH INCOMPARABLE COVARIATES 65 4.4 PRIORS ON THE EXPECTED
VALUE OF THE DEPENDENT VARIABLE 65 4.4.1 STEP 1: SPECIFY A PRIOR FOR THE
DEPENDENT VARIABLE 66 4.4.2 STEP 2: TRANSLATE TO A PRIOR ON THE
COEFFICIENTS 67 4.4.3 INTERPRETATION 68 4.5 A BASIC PRIOR FOR SMOOTHING
OVER AGE GROUPS 69 4.5.1 STEP 1: A PRIOR FOR N 69 4.5.2 STEP 2: FROM THE
PRIOR ON I TO THE PRIOR ON /J 71 4.5.3 INTERPRETATION 71 4.6 CONCLUDING
REMARK 73 5 PRIORS OVER GROUPED CONTINUOUS VARIABLES 74 5.1 DEFINITION
AND ANALYSIS OF PRIOR INDIFFERENCE 74 5.1.1 A SIMPLE SPECIAL CASE 76
5.1.2 GENERAL EXPRESSIONS FOR PRIOR INDIFFERENCE 76 5.1.3 INTERPRETATION
77 5.2 STEP 1: A PRIOR FOR /X 80 5.2.1 MEASURING SMOOTHNESS 81 5.2.2
VARYING THE DEGREE OF SMOOTHNESS OVER AGE GROUPS 83 5.2.3 NULL SPACE AND
PRIOR INDIFFERENCE 83 5.2.4 NONZERO MEAN SMOOTHNESS FUNCTIONAL 85 5.2.5
DISCRETIZING: FROM AGE TO AGE GROUPS 85 5.2.6 INTERPRETATION 86 5.3 STEP
2: FROM THE PRIOR ON /I TO THE PRIOR ON FT 92 5.3.1 ANALYSIS 92 5.3.2
INTERPRETATION 92 G MODEL SELECTION 94 6.1 CHOOSING THE SMOOTHNESS
FUNCTIONAL 94 6.2 CHOOSING A PRIOR FOR THE SMOOTHING PARAMETER 97 6.2.1
SMOOTHNESS PARAMETER FOR A NONPARAMETRIC PRIOR 98 6.2.2 SMOOTHNESS
PARAMETER FOR THE PRIOR OVER THE COEFFICIENTS 100 6.3 CHOOSING WHERE TO
SMOOTH 104 CONCENTS * VII 6.4 CHOOSING COVARIATES 108 6.4.1 SIZE OF THE
NULL SPACE 109 6.4.2 CONTENT OF THE NULL SPACE 110 6.5 CHOOSING A
LIKELIHOOD AND VARIANCE FUNCTION 112 6.5.1 DERIVING THE NORMAL
SPECIFICATION 112 6.5.2 ACCURACY OF THE LOG-NORMAL APPROXIMATION TO THE
POISSON 114 6.5.3 VARIANCE SPECIFICATION 120 7 ADDING PRIORS OVER TIME
AND SPACE 124 7.1 SMOOTHING OVER TIME 124 7.1.1 PRIOR INDIFFERENCE AND
THE NULL SPACE 125 7.2 SMOOTHING OVER COUNTRIES 127 7.2.1 NULL SPACE AND
PRIOR INDIFFERENCE 128 7.2.2 INTERPRETATION 130 7.3 SMOOTHING
SIMULTANEOUSLY OVER AGE, COUNTRY, AND TIME 131 7.4 SMOOTHING TIME TREND
INTERACTIONS 132 7.4.1 SMOOTHING TRENDS OVER AGE GROUPS 133 7.4.2
SMOOTHING TRENDS OVER COUNTRIES 133 7.5 SMOOTHING WITH GENERAL
INTERACTIONS 134 7.6 CHOOSING A PRIOR FOR MULTIPLE SMOOTHING PARAMETERS
136 7.6.1 EXAMPLE 139 7.6.2 ESTIMATING THE EXPECTED VALUE OF THE SUMMARY
MEASURES 141 7.7 SUMMARY 144 B COMPARISONS AND EXTENSIONS 145 8.1 PRIORS
ON COEFFICIENTS VERSUS DEPENDENT VARIABLES 145 8.1.1 DEFINING DISTANCES
145 8.1.2 CONDITIONAL DENSITIES 147 8.1.3 CONNECTIONS TO VIRTUAL
EXAMPLES IN PATTERN RECOGNITION 147 8.2 EXTENSIONS TO HIERARCHICAL
MODELS AND EMPIRICAL BAYES 148 8.2.1 THE ADVANTAGES OF EMPIRICAL BAYES
WITHOUT EMPIRICAL BAYES 149 8.2.2 HIERARCHICAL MODELS AS SPECIAL CASES
OF SPATIAL MODELS 151 8.3 SMOOTHING DATA WITHOUT FORECASTING 151 8.4
PRIORS WHEN THE DEPENDENT VARIABLE CHANGES MEANING 153 PART III
ESTIMATION 159 9 MARKOV CHAIN MONTE CARLO ESTIMATION 161 9.1 COMPLETE
MODEL SUMMARY 161 9.1.1 LIKELIHOOD 162 9.1.2 PRIOR FOR P 162 9.1.3 PRIOR
FORA,- 162 9.1.4 PRIOR FOR0 163 9.1.5 THE POSTERIOR DENSITY 164 9.2 THE
GIBBS SAMPLING ALGORITHM 164 9.2.1 SAMPLING A 165 THE CONDITIONAL
DENSITY 165 INTERPRETATION 165 VIII * CONCENTS 9.2.2 SAMPLING 9 166 THE
CONDITIONAL DENSITY 166 INTERPRETATION 166 9.2.3 SAMPLING 167 THE
CONDITIONAL DENSITY 167 INTERPRETATION 168 9.2.4 UNCERTAINTY ESTIMATES
169 9.3 SUMMARY 169 I Q FAST ESTIMATION WITHOUT MARKOV CHAINS 170 10.1
MAXIMUM A POSTERIORI ESTIMATOR 170 10.2 MARGINAL MAXIMUM A POSTERIORI
ESTIMATOR 171 10.3 CONDITIONAL MAXIMUM A POSTERIORI ESTIMATOR 172, 10.4
SUMMARY 173 PART IV EMPIRICAL EVIDENCE 175 I 1 ILLUSTRATIVE ANALYSES 177
11.1 FORECASTS WITHOUT COVARIATES: LINEAR TRENDS 178 11.1.1 SMOOTHING
OVER AGE GROUPS ONLY 178 11.1.2 SMOOTHING OVER AGE AND TIME 181 11.2
FORECASTS WITHOUT COVARIATES: NONLINEAR TRENDS 182 11.3 FORECASTS WITH
COVARIATES: SMOOTHING OVER AGE AND TIME 187 11.4 SMOOTHING OVER
COUNTRIES 189 12 COMPARATIVE ANALYSES 196 12.1 ALL CAUSES IN MALES 197
12.2 LUNG DISEASE IN MALES 200 12.2.1 COMPARISON WITH LEAST SQUARES 202
12.2.2 COUNTRY-BY-COUNTRY ANALYSIS 203 12.3 BREAST CANCER IN FEMALES 205
12.3.1 COMPARISON WITH LEAST SQUARES 205 12.3.2 COUNTRY-BY-COUNTRY
ANALYSIS 205 12.4 COMPARISON ON OECD COUNTRIES 206 12.4.1 TRANSPORTATION
ACCIDENTS IN MALES 208 12.4.2 CARDIOVASCULAR DISEASE IN MALES 210 13
CONCLUDING REMARKS 211 APPENDIXES 213 A NOTATION 215 A.I PRINCIPLES 215
A.2 GLOSSARY 216 B MATHEMATICAL REFRESHER 219 B.I REAL ANALYSIS 219
B.I.I VECTOR SPACE 219 CONTENTS * IX B.I.2 METRIC SPACE 220 B.1.3 NORMED
SPACE . 221 B.1.4 SCALAR PRODUCT SPACE 222 B.1.5 FUNCTIONS, MAPPINGS,
AND OPERATORS 223 B.I.6 FUNCTIONAL 224 B.1.7 SPAN 224 B.1.8 BASIS AND
DIMENSION 224 B.I.9 ORTHONORMALITY 225 B.I.10 SUBSPACE 225 B. 1.11
ORTHOGONAL COMPLEMENT 226 B.I. 12 DIRECT SUM 226 B. 1.13 PROJECTION
OPERATORS 227 B.2 LINEAR ALGEBRA 229 B.2.1 RANGE, NULL SPACE, RANK, AND
NULLITY 229 B.2.2 EIGENVALUES AND EIGENVECTORS FOR SYMMETRIC MATRICES
232 B.2.3 DEFINITENESS 234 B.2.4 SINGULAR VALUES DECOMPOSITION 234
DEFINITION 234 FOR APPROXIMATION 235 B.2.5 GENERALIZED INVERSE 236 B.2.6
QUADRATIC FORM IDENTITY 238 B.3 PROBABILITY DENSITIES 239 B.3.1 THE
NORMAL DISTRIBUTION 239 B.3.2 THE GAMMA DISTRIBUTION 239 B.3.3 THE
LOG-NORMAL DISTRIBUTION 240 C IMPROPER NORMAL PRIORS 241 C.I DEFINITIONS
241 C.2 AN INTUITIVE SPECIAL CASE 242 C.3 THE GENERAL CASE 243 C.4
DRAWING RANDOM SAMPLES 246 D DISCRETIZATION OF THE DERIVATIVE OPERATOR
247 E SMOOTHNESS OVER GRAPHS 249 BIBLIOGRAPHY 251 INDEX 259
|
| any_adam_object | 1 |
| author | Girosi, Federico King, Gary 1958- |
| author_GND | (DE-588)135604311 |
| author_facet | Girosi, Federico King, Gary 1958- |
| author_role | aut aut |
| author_sort | Girosi, Federico |
| author_variant | f g fg g k gk |
| building | Verbundindex |
| bvnumber | BV035575620 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1321 |
| callnumber-raw | HB1321 |
| callnumber-search | HB1321 |
| callnumber-sort | HB 41321 |
| callnumber-subject | HB - Economic Theory and Demography |
| classification_rvk | MR 2100 MS 4200 QH 253 QU 000 |
| ctrlnum | (OCoLC)213223859 (DE-599)BVBBV035575620 |
| dewey-full | 304.6/40112 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 304 - Factors affecting social behavior |
| dewey-raw | 304.6/40112 |
| dewey-search | 304.6/40112 |
| dewey-sort | 3304.6 540112 |
| dewey-tens | 300 - Social sciences |
| discipline | Soziologie Wirtschaftswissenschaften |
| era | Prognose gnd |
| era_facet | Prognose |
| format | Book |
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| id | DE-604.BV035575620 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T13:38:11Z |
| institution | BVB |
| isbn | 9780691130941 0691130949 9780691130958 0691130957 |
| language | English |
| lccn | 2008062102 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017631114 |
| oclc_num | 213223859 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-M382 DE-188 |
| owner_facet | DE-355 DE-BY-UBR DE-M382 DE-188 |
| physical | XVIII, 267 S. graph. Darst. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Princeton Univ. Press |
| record_format | marc |
| spellingShingle | Girosi, Federico King, Gary 1958- Demographic forecasting Mortality Forecasting methods Models, Statistical Mortality Forecasting Methodology Mortality Statistical methods Demography Methodologie (DE-588)4139716-2 gnd Statistik (DE-588)4056995-0 gnd Sterblichkeit (DE-588)4057312-6 gnd Demographie (DE-588)4011412-0 gnd Prozess (DE-588)4047577-3 gnd Sterbeziffer (DE-588)4267244-2 gnd |
| subject_GND | (DE-588)4139716-2 (DE-588)4056995-0 (DE-588)4057312-6 (DE-588)4011412-0 (DE-588)4047577-3 (DE-588)4267244-2 |
| title | Demographic forecasting |
| title_auth | Demographic forecasting |
| title_exact_search | Demographic forecasting |
| title_full | Demographic forecasting Federico Girosi and Gary King |
| title_fullStr | Demographic forecasting Federico Girosi and Gary King |
| title_full_unstemmed | Demographic forecasting Federico Girosi and Gary King |
| title_short | Demographic forecasting |
| title_sort | demographic forecasting |
| topic | Mortality Forecasting methods Models, Statistical Mortality Forecasting Methodology Mortality Statistical methods Demography Methodologie (DE-588)4139716-2 gnd Statistik (DE-588)4056995-0 gnd Sterblichkeit (DE-588)4057312-6 gnd Demographie (DE-588)4011412-0 gnd Prozess (DE-588)4047577-3 gnd Sterbeziffer (DE-588)4267244-2 gnd |
| topic_facet | Mortality Forecasting methods Models, Statistical Mortality Forecasting Methodology Mortality Statistical methods Demography Methodologie Statistik Sterblichkeit Demographie Prozess Sterbeziffer |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631114&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT girosifederico demographicforecasting AT kinggary demographicforecasting |