The main purpose of this paper is to define a statistical method to model mortality rates by age and sex for provincial areas in Italy. In a preliminary descriptive analysis, we demonstrate the existence of specific spatio-temporal patterns. Thus, we propose a hierarchical Bayesian model that allows area-level estimates to borrow strength from each other by exploiting spatial association of provincial mortality rates and taking into account temporal correlation. As a result, it appears that model based estimates are less variable than direct estimates.

A Space-Time Extension of the Lee-Carter Model in a Hierarchical Bayesian Framework: Modelling Provincial Mortality in Italy

GRECO, FEDELE PASQUALE;SCALONE, FRANCESCO
2014

Abstract

The main purpose of this paper is to define a statistical method to model mortality rates by age and sex for provincial areas in Italy. In a preliminary descriptive analysis, we demonstrate the existence of specific spatio-temporal patterns. Thus, we propose a hierarchical Bayesian model that allows area-level estimates to borrow strength from each other by exploiting spatial association of provincial mortality rates and taking into account temporal correlation. As a result, it appears that model based estimates are less variable than direct estimates.
Proceedings of the Sixth Eurostat/UNECE Work Session on Demographic Projections
412
423
Fedele Greco; Francesco Scalone
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/385502
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