1. bookVolume 37 (2021): Issue 3 (September 2021)
    Special Issue on Population Statistics for the 21st Century
Journal Details
License
Format
Journal
First Published
01 Oct 2013
Publication timeframe
4 times per year
Languages
English
access type Open Access

Probabilistic Projection of Subnational Life Expectancy

Published Online: 13 Sep 2021
Page range: 591 - 610
Received: 01 Dec 2019
Accepted: 01 Nov 2020
Journal Details
License
Format
Journal
First Published
01 Oct 2013
Publication timeframe
4 times per year
Languages
English
Abstract

Projecting mortality for subnational units, or regions, is of great interest to practicing demographers. We seek a probabilistic method for projecting subnational life expectancy that is based on the national Bayesian hierarchical model used by the United Nations, and at the same time is easy to use. We propose three methods of this kind. Two of them are variants of simple scaling methods. The third method models life expectancy for a region as equal to national life expectancy plus a region-specific stochastic process which is a heteroskedastic first-order autoregressive process (AR(1)), with a variance that declines to a constant as life expectancy increases. We apply our models to data from 29 countries. In an out-of-sample comparison, the proposed methods outperformed other comparative methods and were well calibrated for individual regions. The AR (1) method performed best in terms of crossover patterns between regions. Although the methods work well for individual regions, there are some limitations when evaluating within-country variation. We identified four countries for which the AR(1) method either underestimated or overestimated the predictive between-region within-country standard deviation. However, none of the competing methods work better in this regard than the AR(1) method. In addition to providing the full distribution of subnational life expectancy, the methods can be used to obtain probabilistic forecasts of age-specific mortality rates.

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