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Forecasting Dementia Incidence

Author

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  • Simons, J. R.
  • Chen, Y.
  • Brunner, E.
  • French, E.

Abstract

This paper estimates the stochastic process of how dementia incidence evolves over time. We proceed in two steps: first, we estimate a time trend for dementia using a multi-state Cox model. The multi-state model addresses problems of both interval censoring arising from infrequent measurement and also measurement error in dementia. Second, we feed the estimated mean and variance of the time trend into a Kalman filter to infer the population level dementia process. Using data from the English Longitudinal Study of Aging (ELSA), we find that dementia incidence is no longer declining in England. Furthermore, our forecast is that future incidence remains constant, although there is considerable uncertainty in this forecast. Our twostep estimation procedure has significant computational advantages by combining a multi-state model with a time series method. To account for the short sample that is available for dementia, we derive expressions for the Kalman filter’s convergence speed, size, and power to detect changes and conclude our estimator performs well even in short samples.

Suggested Citation

  • Simons, J. R. & Chen, Y. & Brunner, E. & French, E., 2025. "Forecasting Dementia Incidence," Cambridge Working Papers in Economics 2563, Faculty of Economics, University of Cambridge.
  • Handle: RePEc:cam:camdae:2563
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    References listed on IDEAS

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    1. Steffen Unkel & C. Paddy Farrington & Heather J. Whitaker & Richard Pebody, 2014. "Time varying frailty models and the estimation of heterogeneities in transmission of infectious diseases," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 63(1), pages 141-158, January.
    2. Edward L. Ionides & Kidus Asfaw & Joonha Park & Aaron A. King, 2023. "Bagged Filters for Partially Observed Interacting Systems," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 1078-1089, April.
    3. Harvey,Andrew C., 1991. "Forecasting, Structural Time Series Models and the Kalman Filter," Cambridge Books, Cambridge University Press, number 9780521405737, January.
    4. Bhadra, Anindya & Ionides, Edward L. & Laneri, Karina & Pascual, Mercedes & Bouma, Menno & Dhiman, Ramesh C., 2011. "Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 440-451.
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