Two-dimensional smoothing of mortality rates
We propose three new practical methods of smoothing mortality rates (the procedure known in demography as graduation) over two dimensions: age and time. The first method uses bivariate thin plate splines. The second uses a similar procedure but with lasso-type regularization. The third method also uses bivariate lasso-type regularization, but allows for both period and cohort effects. Thus the mortality rates are modelled as the sum of four components: a smooth bivariate function of age and time, smooth one-dimensional cohort effects, smooth one-dimensional period effects and random errors. Cross validation is used to compare these new methods of graduation with existing approaches.
|Date of creation:||2013|
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- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- Rob J. Hyndman & Md. Shahid Ullah, 2005.
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- Camarda, Carlo G., 2012. "MortalitySmooth: An R Package for Smoothing Poisson Counts with P-Splines," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(i01).
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