Modeling U.S. Cause-Specific Mortality Rates Using an Age-Segmented Lee-Carter model

• Activity Number: 341
• Type: Contributed
• Date/Time: Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
• Sponsor: Section on Statistics in Epidemiology
• Author(s): Jiraphan Suntornchost*+ and Rong Wei and Eric V. Slud
• Companies: National Center for Health Statistics and National Center for Health Statistics and University of Maryland
• Keywords: mortality ; penalized least squares ; iterative method ; cubic smoothing-spline ; Lee-Carter model

Abstract

In this paper, we propose a modification of the Lee-Carter model which combines an age-segmented Lee-Carter model with spline-smoothed period-effects within each age segment. With different period-effects across age groups, the segmented Lee-Carter model is fitted by using an Iterative Penalized Least Squares method. The new method is applied to the 1971-2006 public-use mortality data sets released by the National Center for Health Statistics(NCHS). Mortality rates by three leading causes of death, Heart Diseases, Cancer and Accidents, are studied in this research. The results from data analysis suggest that the new method improves the performance of the Lee-Carter method in capturing period-effects across ages.