Unobserved population heterogeneity

James W. Vaupel and Trifon Missov
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James W. Vaupel: Syddansk Universitet
Trifon Missov: Syddansk Universitet

Demographic Research, 2014, vol. 31, issue 22, 659-686

Abstract: Background: Survival models accounting for unobserved heterogeneity (frailty models) play an important role in mortality research, yet there is no article that concisely summarizes useful relationships. Objective: We present a list of important mathematical relationships that govern populations in which individuals differ from each other in unobserved ways. For some relationships we present proofs that, albeit formal, tend to be simple and intuitive. Methods: We organize the article in a progression, starting with general relationships and then turning to models with stronger and stronger assumptions. Results: We start with the general case, in which we do not assume any structure of the underlying baseline hazard, the frailty distribution, or their link to one another. Then we sequentially assume, first, a relative-risk model; second, a gamma distribution for frailty; and, finally, a Gompertz and Gompertz-Makeham specification for baseline mortality. Comments: The article might serve as a handy overall reference to frailty models, especially for mortality research.

Keywords: unobserved heterogeneity; relative-risk models; Gompertz–Makeham law of mortality; gamma-distributed frailty (search for similar items in EconPapers)
JEL-codes: J1 Z0 (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12)

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Persistent link: https://EconPapers.repec.org/RePEc:dem:demres:v:31:y:2014:i:22

DOI: 10.4054/DemRes.2014.31.22

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