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Goodness of fit in models for mortality data

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  • Carlo Giovanni Camarda

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  • Maria Durban

    ()

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    Abstract

    Mortality data on an aggregate level are characterized by very large sample sizes. For this reason, uninformative outcomes are evident in common Goodness-of-Fit measures. In this paper we propose a new measure that allows comparison of different mortality models even for large sample sizes. Particularly, we develop a measure which uses a null model specifically designed for mortality data. Several simulation studies and actual applications will demonstrate the performances of this new measure with special emphasis on demographic models and Pspline approach.

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    File URL: http://e-archivo.uc3m.es/bitstream/10016/2910/1/ws083909.pdf
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    Bibliographic Info

    Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws083909.

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    Date of creation: Sep 2008
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    Handle: RePEc:cte:wsrepe:ws083909

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    Keywords: Goodness of fit; P-splines; R2; Mortality;

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    1. Cameron, A.C. & Windmeijer, F.A.G., 1993. "R-Squared Measures for Count Data Regression Models with Applications to Health Care Utilization," Papers 93-24, California Davis - Institute of Governmental Affairs.
    2. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, October.
    3. Veall, Michael R & Zimmermann, Klaus F, 1996. " Pseudo-R-[superscript 2] Measures for Some Common Limited Dependent Variable Models," Journal of Economic Surveys, Wiley Blackwell, vol. 10(3), pages 241-59, September.
    4. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, October.
    5. Mittlbock, M. & Waldhor, T., 2000. "Adjustments for R2-measures for Poisson regression models," Computational Statistics & Data Analysis, Elsevier, vol. 34(4), pages 461-472, October.
    6. Colin Cameron, A. & Windmeijer, Frank A. G., 1997. "An R-squared measure of goodness of fit for some common nonlinear regression models," Journal of Econometrics, Elsevier, vol. 77(2), pages 329-342, April.
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