Over-Dispersed Age-Period-Cohort Models

Jonas Harnau and Bent Nielsen

Journal of the American Statistical Association, 2018, vol. 113, issue 524, 1722-1732

Abstract: We consider inference and forecasting for aggregate data organized in a two-way table with age and cohort as indices, but without measures of exposure. This is modeled 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 the 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.

Date: 2018
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DOI: 10.1080/01621459.2017.1366908

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