IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v145y2021ics0960077921001387.html

Modeling of adulthood obesity in Spain using Itô-type stochastic differential equations

Author

Listed:
  • Calatayud, Julia
  • Jornet, Marc

Abstract

Obesity is growing riskily in developed and developing countries. This should pose major concerns for the countries, not only from the health point, but also from the economic perspective. Our case study relies on the excess weight dynamics in Spain. The Spanish National Health Survey (ENSE) 2017 collects the percentage of overweight and obese adults in Spain from the year 1987 to 2017. A recent contribution proposed a nonautonomous compartmental system of ordinary differential equations to calibrate the incidence of excess weight in the Spanish adulthood population. Essentially, three principles were followed: the total adulthood population is time-dependent, the subpopulations interact homogeneously along the country, and excess weight plays the role of an infectious disease that is transmitted through contact by social pressure. Accounting for both data and model errors, frequentist nonlinear regression and Bayesian inference were conducted. The methods agreed well in terms of fit, prediction, bands and sensitivity analysis. In the present paper, the deterministic compartmental system of ordinary differential equations is randomized in a different manner, by employing Itô-type stochastic differential equations. The derivatives of the compartments are perturbed by Gaussian white noise-type pure errors that have a rough and unpredictable structure. From the Euler-Maruyama discretization, several strategies are utilized for estimating the parameters, based on the moments method and maximum likelihood estimation. Comparison is performed numerically by assessing the fit to the data.

Suggested Citation

  • Calatayud, Julia & Jornet, Marc, 2021. "Modeling of adulthood obesity in Spain using Itô-type stochastic differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
  • Handle: RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001387
    DOI: 10.1016/j.chaos.2021.110786
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077921001387
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2021.110786?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    References listed on IDEAS

    as
    1. Acedo, L. & Moraño, J.-A. & Santonja, F.-J. & Villanueva, R.-J., 2016. "A deterministic model for highly contagious diseases: The case of varicella," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 278-286.
    2. David G. Blanchflower & Andrew J. Oswald & Bert Van Landeghem, 2009. "Imitative Obesity and Relative Utility," Journal of the European Economic Association, MIT Press, vol. 7(2-3), pages 528-538, 04-05.
    3. Calatayud, Julia & Jornet, Marc, 2020. "Mathematical modeling of adulthood obesity epidemic in Spain using deterministic, frequentist and Bayesian approaches," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    4. Bauman, Adrian & Smith, Ben J. & Maibach, Edward W. & Reger-Nash, Bill, 2006. "Evaluation of mass media campaigns for physical activity," Evaluation and Program Planning, Elsevier, vol. 29(3), pages 312-322, August.
    5. Ola Elerian, 1998. "A note on the existence of a closed form conditional transition density for the Milstein scheme," Economics Series Working Papers 1998-W18, University of Oxford, Department of Economics.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Calatayud, Julia & Jornet, Marc & Pinto, Carla M.A., 2024. "On the interpretation of Caputo fractional compartmental models," Chaos, Solitons & Fractals, Elsevier, vol. 186(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Calatayud, Julia & Jornet, Marc, 2020. "Mathematical modeling of adulthood obesity epidemic in Spain using deterministic, frequentist and Bayesian approaches," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    2. repec:hal:pseose:halshs-00566139 is not listed on IDEAS
    3. Collewet, M.M.F. & de Grip, A. & Koning, J.d., 2015. "Peer working time, labour supply, and happiness for male workers," ROA Research Memorandum 006, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    4. Joan Costa-Font & Mireia Jofre-Bonet, 2013. "Anorexia, Body Image and Peer Effects: Evidence from a Sample of European Women," Economica, London School of Economics and Political Science, vol. 80(317), pages 44-64, January.
    5. Liam Delaney & Arie Kapteyn & James Smith, 2013. "Why do some Irish drink so much? Family, historical and regional effects on students’ alcohol consumption and subjective normative thresholds," Review of Economics of the Household, Springer, vol. 11(1), pages 1-27, March.
    6. Arni, Patrick & Dragone, Davide & Goette, Lorenz & Ziebarth, Nicolas R., 2021. "Biased health perceptions and risky health behaviors—Theory and evidence," Journal of Health Economics, Elsevier, vol. 76(C).
    7. Fahr, René, 2006. "The Wage Effects of Social Norms: Evidence of Deviations from Peers’ Body-Mass in Europe," IZA Discussion Papers 2323, IZA Network @ LISER.
    8. Bin Chen & Cornelis W. Oosterlee & Hans Van Der Weide, 2012. "A Low-Bias Simulation Scheme For The Sabr Stochastic Volatility Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1-37.
    9. Santonja, F.-J. & Morales, A. & Villanueva, R.-J. & Cortés, J.-C., 2012. "Analysing the effect of public health campaigns on reducing excess weight: A modelling approach for the Spanish Autonomous Region of the Community of Valencia," Evaluation and Program Planning, Elsevier, vol. 35(1), pages 34-39.
    10. Ana Balsa & Carlos D az, 2018. "Social interactions in health behaviors and conditions," Documentos de Trabajo/Working Papers 1802, Facultad de Ciencias Empresariales y Economia. Universidad de Montevideo..
    11. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation," Stan Hurn Discussion Papers 2006-01, School of Economics and Finance, Queensland University of Technology.
    12. Paolo Nicola Barbieri, 2022. "Social distortion in weight perception: a decomposition of the obesity epidemic," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 39(2), pages 685-713, July.
    13. Erik Lindström, 2007. "Estimating parameters in diffusion processes using an approximate maximum likelihood approach," Annals of Operations Research, Springer, vol. 151(1), pages 269-288, April.
    14. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, University Library of Munich, Germany.
    15. Strulik, Holger, 2014. "A mass phenomenon: The social evolution of obesity," Journal of Health Economics, Elsevier, vol. 33(C), pages 113-125.
    16. Wang, Xiaohu & Phillips, Peter C.B. & Yu, Jun, 2011. "Bias in estimating multivariate and univariate diffusions," Journal of Econometrics, Elsevier, vol. 161(2), pages 228-245, April.
    17. Stan Hurn & J.Jeisman & K.A. Lindsay, 2006. "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2," NCER Working Paper Series 2, National Centre for Econometric Research.
    18. García Villar, Jaume & Quintana-Domeque, Climent, 2009. "Income and body mass index in Europe," Economics & Human Biology, Elsevier, vol. 7(1), pages 73-83, March.
    19. Deconinck, Koen & Swinnen, Johan, 2015. "Peer effects and the rise of beer in Russia," Food Policy, Elsevier, vol. 51(C), pages 83-96.
    20. Olivier Bargain & Jinan Zeidan, 2019. "Heterogeneous effects of obesity on mental health: Evidence from Mexico," Health Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 447-460, April.
    21. Mujcic, Redzo & Frijters, Paul, 2015. "Conspicuous consumption, conspicuous health, and optimal taxation," Journal of Economic Behavior & Organization, Elsevier, vol. 111(C), pages 59-70.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001387. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.