Accounting for uncertainty about past values in probabilistic projections of the total fertility rate for most countries

DOI10.1214/19-AOAS1294zbMATH Open1446.62280arXiv1806.01513OpenAlexW3037095558MaRDI QIDQ2194458FDOQ2194458

Authors: Peiran Liu, Adrian E. Raftery 

Publication date: 26 August 2020

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: Since the 1940s, population projections have in most cases been produced using the deterministic cohort component method. However, in 2015, for the first time, in a major advance, the United Nations issued official probabilistic population projections for all countries based on Bayesian hierarchical models for total fertility and life expectancy. The estimates of these models and the resulting projections are conditional on the UN's official estimates of past values. However, these past values are themselves uncertain, particularly for the majority of the world's countries that do not have longstanding high-quality vital registration systems, when they rely on surveys and censuses with their own biases and measurement errors. This paper is a first attempt to remedy this for total fertility rates, by extending the UN model for the future to take account of uncertainty about past values. This is done by adding an additional level to the hierarchical model to represent the multiple data sources, in each case estimating their bias and measurement error variance. We assess the method by out-of-sample predictive validation. While the prediction intervals produced by the current method have somewhat less than nominal coverage, we find that our proposed method achieves close to nominal coverage. The prediction intervals become wider for countries for which the estimates of past total fertility rates rely heavily on surveys rather than on vital registration data.

Full work available at URL: https://arxiv.org/abs/1806.01513

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zbMATH Keywords

Markov chain Monte Carlomeasurement errorBayesian hierarchical modeltotal fertility ratepopulation projectionvital registration

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Title not available (Why is that?)
• Slice sampling. (With discussions and rejoinder)
• Inference from iterative simulation using multiple sequences
• Bayesian population projections for the united nations

Cited In (6)

• Bayesian population projections for the united nations
• Simpler Probabilistic Population Forecasts: Making Scenarios Work
• Probabilistic Population Projections for India with Explicit Consideration of the Education-Fertility Link
• Time Series Based Errors and Empirical Errors in Fertility Forecasts in the Nordic Countries*
• Uncertainty quantification of world population growth: a self-similar PDF model
• Toward a New Model for Probabilistic Household Forecasts

Uses Software

• bayesDem
• bayesPop
• bayesLife
• bayesTFR
• Gibbsit

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