Graduating the age-specific fertility pattern using Support Vector Machines

A topic of interest in demographic literature is the graduation of the age-specific fertility pattern. A standard graduation technique extensively used by demographers is to fit parametric models that accurately reproduce it. Non-parametric statistical methodology might be alternatively used for this graduation purpose. Support Vector Machines (SVM) is a non-parametric methodology that could be utilized for fertility graduation purposes. This paper evaluates the SVM techniques as tools for graduating fertility rates In that we apply these techniques to empirical age specific fertility rates from a variety of populations, time period, and cohorts. Additionally, for comparison reasons we also fit known parametric models to the same empirical data sets.age patterns of fertility, graduation techniques, parametric models of fertility, support vector machines

Propagation and smoothing of shocks in alternative social security systems

Even with well-developed capital markets, there is no private market mechanism for trading between current and future generations. This generates a potential role for public old-age pension systems to spread economic and demographic shocks among different generations. This paper evaluates how different systems smooth and propagate shocks to productivity, fertility, mortality and migration in a realistic OLG model. We use reductions in the variance of wealth equivalents to measure performance, starting with the existing U.S. system as a unifying framework, in which we vary how much taxes and benefits adjust, and which we then compare to the existing German and Swedish systems. We find that system design and shock type are key factors. The German system and the benefit-adjustment-only U.S. system best smooth productivity shocks, which are by far the most important shocks. Overall, the German system performs best, while the Swedish system, which includes a buffer stock to relax annual budget constraints, performs rather poorly. Focusing on the U.S. system, reliance solely on tax adjustment fares best for mortality and migration shocks, while equal reliance on tax and benefit adjustments is best for fertility shocks

A comparison of in-sample forecasting methods

In-sample forecasting is a recent continuous modification of well-known forecasting methods based on aggregated data. These aggregated methods are known as age-cohort methods in demography, economics, epidemiology and sociology and as chain ladder in non-life insurance. Data is organized in a two-way table with age and cohort as indices, but without measures of exposure. It has recently been established that such structured forecasting methods based on aggregated data can be interpreted as structured histogram estimators. Continuous in-sample forecasting transfers these classical forecasting models into a modern statistical world including smoothing methodology that is more efficient than smoothing via histograms. All in-sample forecasting estimators are collected and their performance is compared via a finite sample simulation study. All methods are extended via multiplicative bias correction. Asymptotic theory is being developed for the histogram-type method of sieves and for the multiplicatively corrected estimators. The multiplicative bias corrected estimators improve all other known in-sample forecasters in the simulation study. The density projection approach seems to have the best performance with forecasting based on survival densities being the runner-up

Estimating infectious disease parameters from data on social contacts and serological status

In dynamic models of infectious disease transmission, typically various mixing patterns are imposed on the so-called Who-Acquires-Infection-From-Whom matrix (WAIFW). These imposed mixing patterns are based on prior knowledge of age-related social mixing behavior rather than observations. Alternatively, one can assume that transmission rates for infections transmitted predominantly through non-sexual social contacts, are proportional to rates of conversational contact which can be estimated from a contact survey. In general, however, contacts reported in social contact surveys are proxies of those events by which transmission may occur and there may exist age-specific characteristics related to susceptibility and infectiousness which are not captured by the contact rates. Therefore, in this paper, transmission is modeled as the product of two age-specific variables: the age-specific contact rate and an age-specific proportionality factor, which entails an improvement of fit for the seroprevalence of the varicella-zoster virus (VZV) in Belgium. Furthermore, we address the impact on the estimation of the basic reproduction number, using non-parametric bootstrapping to account for different sources of variability and using multi-model inference to deal with model selection uncertainty. The proposed method makes it possible to obtain important information on transmission dynamics that cannot be inferred from approaches traditionally applied hitherto.Comment: 25 pages, 6 figure

Multiple imputation for sharing precise geographies in public use data

When releasing data to the public, data stewards are ethically and often legally obligated to protect the confidentiality of data subjects' identities and sensitive attributes. They also strive to release data that are informative for a wide range of secondary analyses. Achieving both objectives is particularly challenging when data stewards seek to release highly resolved geographical information. We present an approach for protecting the confidentiality of data with geographic identifiers based on multiple imputation. The basic idea is to convert geography to latitude and longitude, estimate a bivariate response model conditional on attributes, and simulate new latitude and longitude values from these models. We illustrate the proposed methods using data describing causes of death in Durham, North Carolina. In the context of the application, we present a straightforward tool for generating simulated geographies and attributes based on regression trees, and we present methods for assessing disclosure risks with such simulated data.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS506 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org