Calibrated spline estimation of detailed fertility schedules from abridged data

Carl Schmertmann
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Carl Schmertmann: Max Planck Institute for Demographic Research, Rostock, Germany

No WP-2012-022, MPIDR Working Papers from Max Planck Institute for Demographic Research, Rostock, Germany

Abstract: OBJECTIVE I develop and explain a new method for interpolating detailed fertility schedules from age-group data. The method allows estimation of fertility rates over a fine grid of ages, from either standard or non-standard age groups. Users can calculate detailed schedules directly from the input data, using only elementary arithmetic. METHODS The new method, the calibrated spline (CS) estimator, expands an abridged fertility schedule by finding the smooth curve that minimizes a squared error penalty. The penalty is based both on fit to the available age-group data, and on similarity to patterns of 1fx schedules observed in the Human Fertility Database (HFD) and in the US Census International Database (IDB). RESULTS I compare the CS estimator to two very good alternative methods that require more computation: Beers interpolation and the HFD's splitting protocol. CS replicates known 1fx schedules from 5fx data better than the other two methods, and its interpolated schedules are also smoother. CONCLUSIONS The CS method is an easily computed, flexible, and accurate method for interpolating detailed fertility schedules from age-group data. COMMENTS Data and R programs for replicating this paper’s results are available online at http://calibrated-spline.schmert.net

JEL-codes: J1 Z0 (search for similar items in EconPapers)
Pages: 22 pages
Date: 2012
New Economics Papers: this item is included in nep-dem and nep-ecm
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:dem:wpaper:wp-2012-022

DOI: 10.4054/MPIDR-WP-2012-022

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