Journal article
Over-dispersed age-period-cohort models
- Abstract:
- We consider inference and forecasting for aggregate data organised in a twoway table with age and cohort as indices, but without measures of exposure. This is modelled using a Poisson likelihood with an age-period-cohort structure for the mean while allowing for over-dispersion. We propose a repetitive structure that keeps the dimension of table fixed while increasing the latent exposure. For this we use a class of infinitely divisible distributions which include a variety of compound Poisson models and Poisson mixture models. This results in asymptotic F inference and t forecast distributions.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
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- Files:
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(Preview, Accepted manuscript, pdf, 278.1KB, Terms of use)
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- Publisher copy:
- 10.1080/01621459.2017.1366908
Authors
+ Economic and Social Research Council
More from this funder
- Funding agency for:
- Nielsen, B
- Grant:
- ES/J500112/1
- Publisher:
- Taylor and Francis
- Journal:
- Journal of the American Statistical Association More from this journal
- Volume:
- 113
- Issue:
- 524
- Pages:
- 1722-1732
- Publication date:
- 2017-08-28
- Acceptance date:
- 2017-07-27
- DOI:
- EISSN:
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1537-274X
- ISSN:
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0162-1459
- Keywords:
- Pubs id:
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pubs:710082
- UUID:
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uuid:ec5cbb51-e9fa-4a49-861c-6982a9d8c7ee
- Local pid:
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pubs:710082
- Source identifiers:
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710082
- Deposit date:
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2017-08-01
- ARK identifier:
Terms of use
- Copyright holder:
- © 2018 American Statistical Association
- Copyright date:
- 2017
- Notes:
- This is the author accepted manuscript following peer review version of the article. The final version is available online from Taylor and Francis at: 10.1080/01621459.2017.1366908
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