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Bayesian Probabilistic Projections of Life Expectancy for All Countries

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  • Adrian Raftery

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  • Jennifer Chunn
  • Patrick Gerland
  • Hana Ševčíková

Abstract

We propose a Bayesian hierarchical model for producing probabilistic forecasts of male period life expectancy at birth for all the countries of the world to 2100. Such forecasts would be an input to the production of probabilistic population projections for all countries, which is currently being considered by the United Nations. To evaluate the method, we conducted an out-of-sample cross-validation experiment, fitting the model to the data from 1950–1995 and using the estimated model to forecast for the subsequent 10 years. The 10-year predictions had a mean absolute error of about 1 year, about 40 % less than the current UN methodology. The probabilistic forecasts were calibrated in the sense that, for example, the 80 % prediction intervals contained the truth about 80 % of the time. We illustrate our method with results from Madagascar (a typical country with steadily improving life expectancy), Latvia (a country that has had a mortality crisis), and Japan (a leading country). We also show aggregated results for South Asia, a region with eight countries. Free, publicly available R software packages called bayesLife and bayesDem are available to implement the method. Copyright The Author(s) 2013

Suggested Citation

  • Adrian Raftery & Jennifer Chunn & Patrick Gerland & Hana Ševčíková, 2013. "Bayesian Probabilistic Projections of Life Expectancy for All Countries," Demography, Springer;Population Association of America (PAA), vol. 50(3), pages 777-801, June.
  • Handle: RePEc:spr:demogr:v:50:y:2013:i:3:p:777-801 DOI: 10.1007/s13524-012-0193-x
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. Heer, Burkhard & Polito, Vito & Wickens, Michael R., 2017. "Population Aging, Social Security and Fiscal Limits," CEPR Discussion Papers 11978, C.E.P.R. Discussion Papers.
    2. Adrian E. Raftery & Nevena Lalic & Patrick Gerland, 2014. "Joint probabilistic projection of female and male life expectancy," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(27), pages 795-822, March.
    3. French, Declan, 2014. "International mortality modelling—An economic perspective," Economics Letters, Elsevier, vol. 122(2), pages 182-186.
    4. Jonathan Azose & Adrian Raftery, 2015. "Bayesian Probabilistic Projection of International Migration," Demography, Springer;Population Association of America (PAA), vol. 52(5), pages 1627-1650, October.
    5. repec:dem:demres:v:37:y:2017:i:17 is not listed on IDEAS
    6. Bailey Fosdick & Adrian E. Raftery, 2014. "Regional probabilistic fertility forecasting by modeling between-country correlations," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(35), pages 1011-1034, April.
    7. Hughes, Barry B. & Kuhn, Randall & Margolese-Malin, Eli S. & Rothman, Dale S. & Solórzano, José R., 2015. "Opportunities and challenges of a world with negligible senescence," Technological Forecasting and Social Change, Elsevier, pages 77-91.
    8. Guy Abel & Jakub Bijak & Jonathan J. Forster & James Raymer & Peter W.F. Smith & Jackie S.T. Wong, 2013. "Integrating uncertainty in time series population forecasts: An illustration using a simple projection model," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 29(43), pages 1187-1226, December.
    9. Francesco Billari & Rebecca Graziani & Eugenio Melilli, 2014. "Stochastic Population Forecasting Based on Combinations of Expert Evaluations Within the Bayesian Paradigm," Demography, Springer;Population Association of America (PAA), vol. 51(5), pages 1933-1954, October.
    10. Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015. "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," BAFFI CAREFIN Working Papers 1505, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    11. repec:spr:demogr:v:54:y:2017:i:6:d:10.1007_s13524-017-0618-7 is not listed on IDEAS
    12. repec:spr:demogr:v:54:y:2017:i:4:d:10.1007_s13524-017-0584-0 is not listed on IDEAS
    13. Nan Li & Ronald Lee & Patrick Gerland, 2013. "Extending the Lee-Carter Method to Model the Rotation of Age Patterns of Mortality Decline for Long-Term Projections," Demography, Springer;Population Association of America (PAA), vol. 50(6), pages 2037-2051, December.

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