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An Application of the James-Stein Estimation Method in Modeling of Mortality Rates

An Application of the James-Stein Estimation Method in Modeling of Mortality Rates
Author: Jinjin (Summer) Shan
Publisher:
Total Pages: 0
Release: 2023
Genre:
ISBN:

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It is known that the James-Stein estimation method outperforms the Maximum Likelihood Estimation method when we estimate a p−dimension independently distributed random variable with p ≥ 3. In this project, an explicit formula based on a modified James-Stein estimation is first derived to forecast a p−dimension random variable. Then the modified James-Stein estimator is applied to forecasting of mortality rates for 10, 20 and 30 years for six populations (both genders of the U.S., the U.K., and Japan). Moreover, some underlying mortality models (the Lee-Carter model, the Cairns-Blake-Dowd model, the M6 and M7 models, and the Renshaw-Haberman model) are also used in the forecasting of mortality rates to compare their forecast performances with the modified James-Stein estimation method. The results show that the modified James-Stein estimation method has the lowest overall average estimation error compared to all other mortality models. Finally, the shrinkage effect of the modified James-Stein estimate is studied with numerical illustrations for six populations and three forecasting years.


Applied Statistical Science III

Applied Statistical Science III
Author: Mohammad Ahsanullah
Publisher:
Total Pages: 458
Release: 1998
Genre: Mathematics
ISBN: 9781560725817

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CONTENTS: Partially Adaptive Rank and Regression Rank Scores Tests in Linear Models; An Analysis of Nonoparametric Smoothers; Supercritical Branching Random Walk in D-Dimensional Random Environment; Lack of Fit Tests in Regression With Non-Random Design; Asymptotics of the Deepest Line; Multivariate Rank Statistics Processes and Change Point Analysis; Improved Estimation of the Parameters of an Autoagressive Gaussian Process Under Uncertain Restrictions; Testing Normality For Censored Data; Large Sample theory For Estimators of the Moments Based On Synthetic Data Under Randomly Right-Censoring; The Stein Phenomenon in Simultaneous Estimation: A Review; Two Techniques of Integration By Parts and Some Applications; Conditional Confidence Intervals of Regression Coefficients Following Rejection of Preliminary Test; Order Preserving Estimators of Eigenvalues of the Scale Matrix in the Multivariate F Distribution Under Stein's Loss Function; Sequential Estimation of the Man of An Exponential Distribution Via Partial Piece Wise Sampling; Recent Developments on Probability Matching Priors; On the Informative Presentation of Likelihood; Bahadur Risk, Exponential Families and Recursive Estimation; Some Quick Estimators Based on Sample Maxima; Inferences of Power Function Distribution Based on Ordered Random Variables; Estimation of the Location Parameter of A Cauchy Distribution Using A Ranked Set Sample; On A Delayed Service Queuing System With Random Server Capacity and Impatient Customers; Canonical Co-ordinated for Graphical Representation of Multivariate Data; Some Single Use Confidence Regions in Multivariate Calibration Problem; The Likelihood Ratio Test of Non-Nested Linear Regression Models; Exact Power of Classical Tests for Bivariate Linear Hypothesis; Characterisation of the Gamma and the Complex Case Wishart Densities; Jack-knife and Robust Estimation for the Parameters in Pharmocokinetes.


Bayesian Thinking, Modeling and Computation

Bayesian Thinking, Modeling and Computation
Author:
Publisher: Elsevier
Total Pages: 1062
Release: 2005-11-29
Genre: Mathematics
ISBN: 0080461174

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This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics


Applied Statistical Science III

Applied Statistical Science III
Author: Mohammad Ahsanullah
Publisher:
Total Pages: 458
Release: 1998
Genre: Mathematics
ISBN:

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CONTENTS: Partially Adaptive Rank and Regression Rank Scores Tests in Linear Models; An Analysis of Nonoparametric Smoothers; Supercritical Branching Random Walk in D-Dimensional Random Environment; Lack of Fit Tests in Regression With Non-Random Design; Asymptotics of the Deepest Line; Multivariate Rank Statistics Processes and Change Point Analysis; Improved Estimation of the Parameters of an Autoagressive Gaussian Process Under Uncertain Restrictions; Testing Normality For Censored Data; Large Sample theory For Estimators of the Moments Based On Synthetic Data Under Randomly Right-Censoring; The Stein Phenomenon in Simultaneous Estimation: A Review; Two Techniques of Integration By Parts and Some Applications; Conditional Confidence Intervals of Regression Coefficients Following Rejection of Preliminary Test; Order Preserving Estimators of Eigenvalues of the Scale Matrix in the Multivariate F Distribution Under Stein's Loss Function; Sequential Estimation of the Man of An Exponential Distribution Via Partial Piece Wise Sampling; Recent Developments on Probability Matching Priors; On the Informative Presentation of Likelihood; Bahadur Risk, Exponential Families and Recursive Estimation; Some Quick Estimators Based on Sample Maxima; Inferences of Power Function Distribution Based on Ordered Random Variables; Estimation of the Location Parameter of A Cauchy Distribution Using A Ranked Set Sample; On A Delayed Service Queuing System With Random Server Capacity and Impatient Customers; Canonical Co-ordinated for Graphical Representation of Multivariate Data; Some Single Use Confidence Regions in Multivariate Calibration Problem; The Likelihood Ratio Test of Non-Nested Linear Regression Models; Exact Power of Classical Tests for Bivariate Linear Hypothesis; Characterisation of the Gamma and the Complex Case Wishart Densities; Jack-knife and Robust Estimation for the Parameters in Pharmocokinetes.


Small Area Estimation and Microsimulation Modeling

Small Area Estimation and Microsimulation Modeling
Author: Azizur Rahman
Publisher: CRC Press
Total Pages: 522
Release: 2016-11-30
Genre: Mathematics
ISBN: 1482260735

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Small Area Estimation and Microsimulation Modeling is the first practical handbook that comprehensively presents modern statistical SAE methods in the framework of ultramodern spatial microsimulation modeling while providing the novel approach of creating synthetic spatial microdata. Along with describing the necessary theories and their advantages and limitations, the authors illustrate the practical application of the techniques to a large number of substantive problems, including how to build up models, organize and link data, create synthetic microdata, conduct analyses, yield informative tables and graphs, and evaluate how the findings effectively support the decision making processes in government and non-government organizations. Features Covers both theoretical and applied aspects for real-world comparative research and regional statistics production Thoroughly explains how microsimulation modeling technology can be constructed using available datasets for reliable small area statistics Provides SAS codes that allow readers to utilize these latest technologies in their own work. This book is designed for advanced graduate students, academics, professionals and applied practitioners who are generally interested in small area estimation and/or microsimulation modeling and dealing with vital issues in social and behavioural sciences, applied economics and policy analysis, government and/or social statistics, health sciences, business, psychology, environmental and agriculture modeling, computational statistics and data simulation, spatial statistics, transport and urban planning, and geospatial modeling. Dr Azizur Rahman is a Senior Lecturer in Statistics and convenor of the Graduate Program in Applied Statistics at the Charles Sturt University, and an Adjunct Associate Professor of Public Health and Biostatistics at the University of Canberra. His research encompasses small area estimation, applied economics, microsimulation modeling, Bayesian inference and public health. He has more than 60 scholarly publications including two books. Dr. Rahman’s research is funded by the Australian Federal and State Governments, and he serves on a range of editorial boards including the International Journal of Microsimulation (IJM). Professor Ann Harding, AO is an Emeritus Professor of Applied Economics and Social Policy at the National Centre for Social and Economic Modelling (NATSEM) of the University of Canberra. She was the founder and inaugural Director of this world class Research Centre for more than sixteen years, and also a co-founder of the International Microsimulation Association (IMA) and served as the inaugural elected president of IMA from 2004 to 2011. She is a fellow of the Academy of the Social Sciences in Australia. She has more than 300 publications including several books in microsimulation modeling.


Mortality Estimation for National Populations

Mortality Estimation for National Populations
Author: Alan D. Lopez
Publisher:
Total Pages: 200
Release: 2012-06-01
Genre: Medical
ISBN: 9780295991832

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Monitoring progress toward global health and development goals requires a basic understanding of levels, patterns, and trends in mortality. National health, population, and social services planning also depend on reliably measuring mortality rates. Yet current practice in estimating mortality levels in populations does not adequately capture the impact of recent public health crises, including the AIDS epidemic, war, and natural disasters. Mortality Estimation for National Populations provides a comprehensive methodological reassessment on how mortality is measured, resulting in new, unbiased, and comparable estimates of age-specific mortality rates, life expectancy by age, and other health indicators for 187 national populations. A novel feature of this work is the estimation of annual mortality rates from 1970 to 2011, providing important perspectives on the pace of mortality change in countries. To provide better age- and sex-specific measurements for all-cause mortality, this book thoroughly updates formal demographic methods including summary birth history, sibling survival, and death distribution methods. Innovative statistical models such as spatial-temporal and Gaussian process regressions are used as data synthesizing tools. New demographic models to estimate mortality for neonatal age groups and new model life tables are developed and applied. Validation studies demonstrate that these new methods provide estimates with higher predictive validity than those based on conventional methods. Detailed case studies of the methods' application to Ethiopia, India, and Nicaragua are included. Christopher J.L. Murray is professor of global health and director of the Institute for Health Metrics and Evaluation (IHME) at the University of Washington. Alan D. Lopez is head of the School of Population Health at the University of Queensland, Australia. Haidong Wang is assistant professor of global health at IHME.


Estimation of Mortality Rates in Stage-Structured Population

Estimation of Mortality Rates in Stage-Structured Population
Author: Simon N. Wood
Publisher: Springer Science & Business Media
Total Pages: 113
Release: 2013-03-08
Genre: Social Science
ISBN: 3642499791

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The stated aims of the Lecture Notes in Biomathematics allow for work that is "unfinished or tentative". This volume is offered in that spirit. The problem addressed is one of the classics of statistical ecology, the estimation of mortality rates from stage-frequency data, but in tackling it we found ourselves making use of ideas and techniques very different from those we expected to use, and in which we had no previous experience. Specifically we drifted towards consideration of some rather specific curve and surface fitting and smoothing techniques. We think we have made some progress (otherwise why publish?), but are acutely aware of the conceptual and statistical clumsiness of parts of the work. Readers with sufficient expertise to be offended should regard the monograph as a challenge to do better. The central theme in this book is a somewhat complex algorithm for mortality estimation (detailed at the end of Chapter 4). Because of its complexity, the job of implementing the method is intimidating. Any reader interested in using the methods may obtain copies of our code as follows: Intelligible Structured Code 1. Hutchinson and deHoog's algorithm for fitting smoothing splines by cross validation 2. Cubic covariant area-approximating splines 3. Cubic interpolating splines 4. Cubic area matching splines 5. Hyman's algorithm for monotonic interpolation based on cubic splines. Prototype User-Hostile Code 6. Positive constrained interpolation 7. Positive constrained area matching 8. The "full method" from chapter 4 9. The "simpler" method from chapter 4.


The Frontiers of Applied Demography

The Frontiers of Applied Demography
Author: David A. Swanson
Publisher: Springer
Total Pages: 519
Release: 2016-11-11
Genre: Social Science
ISBN: 3319433296

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This book details cutting-edge methods and findings that may shape the future of applied demography. Inside, readers will discover new insights into the databases, substantive issues, and methodological approaches that can help them to improve how they use demography in decision making and planning problems in both public and private settings. The topics and perspectives are found in the book’s 23 chapters, which are organized into three major sections: (I) Demographic Information for Decision-Making: Case Studies; (II) Data: Issues and Analyses; and (III) Projection and Estimation Methods: Evaluations, Examples, and Discussions. Coverage includes chapters on migration, demographic market analysis, future courtroom needs, trends in the needs of the elderly, access to health care, longitudinal data systems, census costs, and new approaches to small area estimation and projection methods. The case studies represent a wide range of countries, including Australia, Canada, China, England, India, Japan, and the United States of America. Overall, this edited volume collects papers that were presented at different conferences, including the 8th international conference on population geographies (University of Queensland, 2015), the 2014 Applied Demography Conference (San Antonio, Texas, USA), and the annual conference of the Canadian Population Society. Applied demography touches many aspects of our lives and its practitioners continue to push methodological and empirical boundaries. This book documents the steady evolution of this field. It shows demographers, sociologists, economists, planners, marketers, and others how they can improve the quality and relevance of demographic information now and in the future.