Bayesian Age-Period-Cohort Modeling and Prediction - BAMP

Volker J. Schmid and Leonhard Held

Journal of Statistical Software, 2007, vol. 021, issue i08

Abstract: The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.

Date: 2007-10-16
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:021:i08

DOI: 10.18637/jss.v021.i08

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