NOT FOR QUOTATION
WITHOUT PERMISSION OF THE AUTHORS
PARAMETRI ZED MULTI STATE POPULATION PRQJ ECTI ONS
Andrei Rogers F r i e d r i c h Planck
August 1984
CP-84-35
Paper prepared f o r presentation a t t h e Annual Meeting o f t h e Population Association o f
America, Minneapolis, Minnesota, May 3-5, 1984.
The authors g r a t e f u l l y acknowledge t h e support o f t h e I n t e r n a t i o n a l I n s t i t u t e f o r Applied Systems Analysis, Laxenburg, Austria, where much o f t h e work on t h i s paper was c a r r i e d out.
C o Z Z a b o r a t i o e P a p e r s r e p o r t work w h i c h h a s n o t b e e n p e r f o r m e d s o l e l y a t t h e I n t e r n a t i o n a l I n s t i t u t e f o r A p p l i e d S y s t e m s A n a l y s i s and w h i c h h a s r e c e i v e d o n l y
l i m i t e d r e v i e w . V i e w s o r o p i n i o n s e x p r e s s e d h e r e i n d o n o t n e c e s s a r i l y r e p r e s e n t t h o s e o f t h e I n s t i t u t e , i t s N a t i o n a l Member O r g a n i z a t i o n s , o r o t h e r o r g a n i - z a t i o n s s u p p o r t i n g t h e work.
INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS A-2361 L a x e n b u r g , A u s t r i a
ABOUT THE AUTHORS
Andrei Rogers i s Professor o f Geography and D i r e c t o r o f t h e Population Program, I n s t i t u t e o f Behavioral Science,
U n i v e r s i t y o f Colorado, Boulder, Colorado, 80309, USA.
F r i e d r i c h Planck i s Research Associate a t t h e I n s t i t u t e o f Social Sciences, U n i v e r s i t y o f Er langen, Nurnberg, D-85, Federal Republic o f Germany.
ABSTRACT
T h i s paper r e p o r t s progress on t h e development o f a populhtion p r o j e c t i o n process t h a t emphasizes model s e l e c t i o n over demographic accounting. Transparent multiregional/multistate population p r o j e c t i o n s t h a t r e l y on parametrized model schedules are i l l u s t r a t e d , together w i t h simple techniques t h a t e x t r a p o l a t e t h e recent trends exhibited by t h e parameters of such scheaules. The parametrized schedules condense t h e amount o f demographic information, expressing i t i n a language and variables t h a t are more r e a d i l y understood by t h e users o f t h e
projections. I n addition, they permit a concise s p e c i f i c a t i o n o f t h e expected temporal p a t t e r n s of v a r i a t i o n among these variables, and they a l l w a disaggregated focus on demographic change t h a t otherwise would n o t be feasible.
PARAMETRIZED HULTI STATE POPULATION PROJECTIONS
I t has been argued t h a t t h e population p r o j e c t i o n process should be formulated as one o f model s e l e c t i o n r a t h e r than o f demographic accounting (Brass, 1974 and 1977; K e y f i t z 1972). This paper r e p o r t s progress on the development o f such a p r o j e c t i o n process. I t describes methods f o r
generating m u l t i r e g i o n a l / m u l t i s t a t e population p r o j e c t i o n s t h a t r e l y on parametrized model schedules and simple techniques t h a t extrapolate trends f o r t h e parameters o f such schedules. The parametrized schedules condense t h e m u n t o f information t o be s p e c i f i e d as assumptions, s i m p l i f y i n g and making more transparent what i s being modeled; they express t h i s condensed
information i n a language and variables t h a t are r e a d i l y understood by t h e users of t h e projections; they permit a more concise s p e c i f i c a t i o n o f t h e expected temporal p a t t e r n s o f v a r i a t i o n among these variables; and they allow a f i n e r disaggregation o f demographic change components than would otherwise be feasible.
1. INTRODUCTION
Mult i s t a t e general i z a t i o n s o f t h e c l a s s i c a l sing1 e s t a t e p r o j e c t i o n m d e l s widely used i n applied demography today assess t h e numerical consequences, t o an observed o r hypothetical (single-sex) m u l t i s t a t e population, o f a p a r t i c u l a r s e t o f assumptions regarding f u t u r e patterns o f m o r t a l i t y , f e r t i l i t y , and i n t e r s t a t e transfers. The m u l t i s t a t e model of demographic growth and change expresses t h e population p r o j e c t i o n process by means o f a simple m a t r i x operation i n which a population s e t out as a vector i s m u l t i p l i e d by a growth m a t r i x t h a t survives t h e population forward over time. The p r o j e c t i o n computes t h e state- and age-specific survivors o f a given sex and adds t o t h i s t o t a l the corresponding s u r v i v i n g new b i r t h s .
2
Multistate demographic projections incorporate two important aspects of population dynamics t h a t lead to greater consistency among projected outputs:
1)accounting identities that interconnect changes in events and f l w s
w i t hchanges
i npopulation stocks, and
2)i n t e r s t a t e transition probabilities that r e f l e c t the influences of past events and flows through the current age and s t a t u s distributions of the aggregate population.
For example, the number of widowings
i na given region will be influenced by the nunber of married women residing there, a nunber t h a t in turn i s influenced by the nur&er of marriages in previous periods in a l l regions and the number of married women inmigrating t o and outmigrating from the region of interest.
To ensure t h a t accounting identities connecting events, f l w s , and stocks are respected, the multistate projection model traces the evolution of each status-specific category of individuals by adjusting an i n i t i a l stock t o take into account the number of events and flows t h a t are
expected t o occur during a projection period. In t h i s way, changes in the nunber of events and flows are reflected
i nthe projected age- and
status-specif ic distribution of the population.
The influences running
i nthe reverse direction a r e also included.
Changes
i nage- and status-specific population stocks influence future events and flows. For example, increases
i nthe number of marriages a t a particular age
i na given region will lead t o increases in the nurher of married persons and thereby produce a r i s e
i nnuptial b i r t h s there
i nthe future.
Mu1
t is t a t e population project ions general ly need to keep track of
enormous amounts of data. The disaggregations incorporated
i nsuch
projections are introduced either because forecasts of the specified
3
population subgroups are important i n t h e i r own r i g h t , o r because i t i s believed t h a t simple and r e g u l a r trends a r e more l i k e l y t o be discovered a t r e l a t i v e l y higher l e v e l s o f disaggregation.
High l e v e l s of disaggregation permit a greater f l e x i b i l i t y i n t h e use o f t h e p r o j e c t i o n s by a wide v a r i e t y o f users; they also o f t e n lead t o a d e t e c t i o n o f greater consistency i n patterns o f behavior among more
homogeneous population subgroups. But greater disaggregation r e q u i r e s the estimation o f even g r e a t e r nunbers o f data points, both those describing i n i t i a l population stocks and those d e f i n i n g t h e f u t u r e r a t e s of events and flows t h a t are expected t o occur. The p r a c t i c a l d i f f i c u l t i e s o f obtaining and i n t e r p r e t i n g such data soon o u t s t r i p the benefits o f disaggregation.
Mathematical d e s c r i p t i o n s o f schedules o f demographic rates, here c a l l e d parametrized d e l schedules, o f f e r a means f o r condensing t h e amount of information t o be specified as assumptions. They a l s o express t h i s condensed information i n a language and variables t h a t are more r e a d i l y understood by t h e users of t h e projections, and they provide a convenient way of associating t h e variables t o one another, e x t r a p o l a t i n g them over time, and r e l a t i n g them t o v a r i a b l e s describing t h e economic environment t h a t under1 i e s t h e projections.
The use o f parametrized model schedules i n t h e population p r o j e c t i o n process allows one t o develop an e f f e c t i v e d e s c r i p t i o n o f how t h e
components of demographic change (e. g. mortal i t y
,
f e r t i l i t y,
and migration) are assumed t o vary over time i n terms o f a r e l a t i v e l y few parameters. Insofar as t h e assumptions c o r r e c t l y a n t i c i p a t e t h e future, t h e p r o j e c t i o n f o r e t e l l s what indeed comes t o pass. I n s o f a r as t h e parameters are readi l y i n t e r p r e t a b l e by non-demographer users o f t h eprojection, they make poss'ible t h e assessment o f the reasonableness o f a s e t of assumptions instead of a s e t o f projected population t o t a l s .
As K e y f i t z (1972) c o r r e c t l y observes, a trend e x t r a p o l a t i o n o f each age-specific r a t e i n a population p r o j e c t i o n i s an excessive concession t o f l e x i b i l i t y t h a t can r e a d i l y produce e r r a t i c r e s u l t s . On t h e other hand, t o assume t h a t change i n a s e t o f r a t e s occurs uniformly a t a l l ages i s t o go against experience. Parametrized model schedul es o f f e r a way o f
introducing f l e x i b i l i t y , w h i l e a t t h e same time r e t a i n i n g t h e interdependence between t h e r a t e s of a p a r t i c u l a r schedul e.
The aim o f t h i s paper i s t o i l l u s t r a t e a procedure for m u l t i s t a t e population p r o j e c t i o n t h a t r e q u i r e s t h e s p e c i f i c a t i o n o f f u t u r e trends f o r a number o f s i g n i f i c a n t parameters d e f i n i n g a c o l l e c t i o n o f model
schedules. The i n t e n t o f such a procedure i s , i n t h e words o f W i l l i a m Brass (1977, p. 15):
...
t o sketch o u t a procedure f o r population p r o j e c t i o n which requires the estimation of future trends f o r a minimum of s i g n i f i c a n t parameters....
t o s h i f t as f a r as p r a c t i c a b l e from t h e appearance o f abookkeeping, accounting system t o one i n which t h e somewhat crude model elements are apparent and, thus, t h e i r inescapable lack o f c e r t a i n t y displayed.
The i l l u s t r a t i o n considers a two region-four s t a t e d e s c r i p t i o n o f t h e Swedish female population i n 1974 and examines a l t e r n a t i v e p r o j e c t i o n s o f t h a t population i n t o t h e future. Me begin w i t h a d e s c r i p t i o n o f
parametrized model schedules and t h e i n p u t data, continue w i t h a discussion o f t h e associated m u l t i s t a t e l i f e t a b l e s and constant c o e f f i c i e n t projections, and conclude w i t h an exposition o f simple v a r i a b l e c o e f f i c i e n t p r o j e c t i o n s t h a t are d r i v e n by assumed patterns o f change i n f e r t i l i t y , m a r i t a l s t a t u s t r a n s i t i o n s , and i n t e r n a l migration.
5
2. PARAME'TRIZED MODEL SCHEDULES AND INPUT DATA
The use of mathematical functions, expressed in terms of a small s e t of parameters, to smooth and describe parsimoniously schedules of
age-specific rates i s a c m n practice in demography. Such functions have been f i t t e d t o mortality and f e r t i l i t y data, f o r example, and the r e s u l t s have been widely used for data smoothing, interpolation,
comparative analysis, data inference, and forecasting (Brass 1971, Coale and Demeny 1966 and 1983, Coale and Trussell 1974, Helignan and Pollard 1980, Hoem e t a1
.
1981, and United Nations 1967 and 1983. )More recently, the range of parametrized schedules has been expanded t o include i n t e r s t a t e transfers such as migration (Rogers, Raquillet, and Castro 1978; Rogers and Castro 1981) and changes i n marital s t a t u s other than f i r s t marriage (Rogers and Wil liams 1982, and Williams 1981). Thus i t i s
now
possible t o define a model (hypothetical) multistate dynamics t h a t describes the evolution of a single-sex population exposed t o parametrized schedules of mortality,
f e r t i l i t y , migration, and several forms of marital s t a t u s change ( t h a t i s , f i r s t marriage, divorce, widowhood, and remarriage).Parametrized model schedul es describe the remarkably persistent
r e g u l a r i t i e s i n age pattern t h a t are exhibited by many empirical schedules of age-specif ic rates. Mortality schedules, for example, normally show a moderately high death r a t e following.birth, a f t e r which the rates drop to a minimum between ages 10 to 15, then increase slowly until about age 50, and thereafter r i s e a t an increasing pace until the l a s t years of l i f e .
This section i s drawn from Rogers (1982).
6
F e r t i l i t y r a t e s generally s t a r t t o take on nonzero values a t a b w t age 15 and a t t a i n a maximum somewhere between ages 20 and 30; t h e curve i s
u n i m d a l and declines t o zero once again a t some age close t o 50. S i m i l a r u n i m d a l p r o f i l e s may be found i n schedules o f f i r s t marriage, divorce, and remarriage. The most prominent r e g u l a r i t y i n age-specif i c schedules o f migration i s t h e h i g h concentration o f migration among young adults;
r a t e s o f m i g r a t i o n a l s o are high among children, s t a r t i n g w i t h a peak during t h e f i r s t year o f l i f e , dropping t o a low p o i n t a t a b w t age 16, t u r n i n g sharply upward t o a peak near ages 20 t o 22, and d e c l i n i n g
r e g u l a r l y t h e r e a f t e r except f o r a possible s l i g h t hump o r upward slope a t t h e onset o f t h e p r i n c i p a l ages o f retiremznt. Although data on r a t e s o f labor force e n t r y and e x i t are very scarce, t h e few published studies t h a t are a v a i l a b l e i n d i c a t e t h a t r e g u l a r i t i e s i n age p a t t e r n a l s o may be found i n such schedules. F i g u r e 1 i l l u s t r a t e s a n u d e r o f t y p i c a l age p r o f i l e s exhibited by schedules of r a t e s i n m u l t i s t a t e demography.
The shape o r p r o f i l e o f a schedule o f age-specific r a t e s i s a feature t h a t may be usefully examined independently o f i t s i n t e n s i t y o r l e v e l . T h i s i s because t h e r e a r e considerable empirical data s h w i n g t h a t
although t h e l a t t e r tends t o vary s i g n i f i c a n t l y from place t o place, the former remains remarkably s i m i l a r .
The l e v e l a t which occurrences o f an event o r a f l w take place i n a r m l t i s t a t e population system may be represented by t h e area under the curve of t h e p a r t i c u l a r schedule o f rates. I n f e r t i l i t y studies, f o r example, t h i s area i s c a l l e d t h e gross reproduction r a t e i f t h e r a t e s r e f e r t o parents and babies of a s i n g l e sex. By analogy, therefore, we s h a l l r e f e r t o areas under a l l schedules o f r a t e s as gross t r a n s i t i o n r a t e s (GTRs), i n s e r t i n g t h e appropriate modifier when d e a l i n g w i t h a
FIRST MARRIAGE
F ERTI L I N DIVORCE
r
A w
LABOR FORCE ACCESSION
REMARRIAGE
F
Age
LABOR FORCE SEPARATION
Figure 1. M u l t i s t a t e schedules.
Source: Rogers (1 982).
8
particular event or flow--for example, gross mortality transition r a t e and gross accession transition rate. The term "transition" i s introduced throughout
i norder t o distinguish t h i s aggregate measure of level fran the other more common gross r a t e s used
i ndemography, such as the directional gross (instead of net) r a t e of migration.
The gross transition r a t e measures the intensity of particular events
w i t h i na s t a t e population or of flows between s t a t e populations during a given interval of time. The index, therefore, i s a cross-sectional measure and should not be confused
w i t hthe - net transition r a t e (such a s the net reproduction r a t e ) , which i s a cohort-related index t h a t measures the intensity
~fsuch events o r flows over a lifetime. Moreover,
i na multistate framework, where return flows such as remarriages play an important role, gross and net r a t e s can give widely differing indications of interstate movement intensities.
2.1
Mortality
Three principal approaches have been advanced f o r s u m r i z i n g age patterns of mortality: functional descriptions
i nthe form of
mathematical expressions
w i t ha
fewparameters (Benjamin and Pol 1 ard 1980), numerical tabu1 ations generated
frans t a t i s t i c a l summaries of large data s e t s (Coale and Demeny 1966 and 1983), and relational procedures associating observed patterns
w i t hthose found
i na standard schedul e (Brass 1971).
The search for a "mathematical law" of mortality has, until recently, produced mathematical functions t h a t were successful
i ncapturing
empirical regularities
i nonly parts of the age range, and numerical
tabulations have proven t o be somewhat cumbersome and inflexible for
9
computer-based applied analysis. Consequently, t h e r e 1 a t i o n a l methods f i r s t proposed by W i l l i a m Brass have become widely adopted. With two parameters and a standard l i f e table, i t has become p o s s i b l e t o describe and analyze a l a r g e v a r i e t y o f m r t a l i t y regimes p a r s i m n i w s l y .
Recently, Heligman and P o l l a r d (1980) described a mathematical model t h a t appears t o provide s a t i s f a c t o r y representations of a wide v a r i e t y of age p a t t e r n s o f mortal i t y across t h e e n t i r e age range. T h e i r f u n c t i o n defines t h e v a r i a b l e q ( x ) , t h e p r o b a b i l i t y o f d y i n g w i t h i n one year f o r an
i n d i v i d u a l a t age x. We have f w n d i t more convenient t o focus instead on d ( x ) , t h e annual death r a t e a t age x, and t o adopt t h e s l i g h t l y modified Heligman-Pollard formula, suggested by Brooks e t a l . (1980) o f t h e IMPACT P r o j e c t , t h a t appears as Equation 1 i n F i g u r e 2 . The t h r e e terms i n t h a t equation represent i n f a n t and childhood m o r t a l i t y ( I ) , m o r t a l i t y due t o accidents (A), and a senescent m r t a l i t y component (S) which r e f l e c t s m o r t a l i t y due t o aging. Figure 3 e x h i b i t s those t h r e e cmponents and t h e i r sum, drawing on A u s t r a l i a n data f o r 1950.
Death r a t e s d i f f e r markedly n o t only between ages, b u t a l s o between sexes, m a r i t a l states, and occasionally regions. A t t h e IHPACT Project, model schedules based on Equation 1 o f Figure 2 have been successfully f i t t e d t o A u s t r a l i a n age-specific data f o r t h e death r a t e s o f persons o f each sex and m a r i t a l s t a t u s (Figure 4 ) . Not a l l components o f t h e
He1 igman-Pollard curve were used; t h e f i r s t component was omitted f o r married males and females
,
as w e l l as f o r divorced and widowed females;t h e f i r s t and second components were b o t h omitted f o r divorced and widowea ma1 es.
M O R T A L I TY
W H E R E
I Qo
for x = 0d A ( x ) = Q A e for x 1 0
W I D O W H O O D
f o r x 2 0
F E R T I L I T Y , M A R R I A G E , A N D D I V O R C E
Figure
2 .Model Schedules.
Source: Rogers
( 1 982)WHERE
NOTE: a l
=a1
= 0FOR MIGRATION OF MARRIED) WIDOWED)
- AND DIVORCED PERSONS
AND
R = c = O
Figure 2 (continued) Model Schedul es .
1 4
After f i t t i n g such model schedules
i neach region of a multiregional system, movements over time
i nt h e i r parameters could then be analyzed and used for projecting future mortality by age, sex, marital status, and region. For example, linear regression equations could be f i t t e d t o the trajectories s e t out
i nFigure
4,and short extrapolations of those trends could produce the needed projected future regimes of mortality. The re1 a t ively large number of parameters, hmever, suggests the desirabi l i ty of extrapolating some function of the parameters instead--for example, the two-parameter Brass (1971) 1 ogi t transformation of the mortality schedule.
2.2
F e r t i l i t y
Among t h e relatively large number of different parametric functions t h a t have been proposed recently for representing schedules of
age-specific f e r t i l i t y , the formula put forward by Coale and Trussell (1974) has assumed a certain pre-eminence.
T h i sformula can be viewed as the product of two component schedules: a model nuptiality schedule and a rrodel marital f e r t i l i t y schedule. The former adopts the
double-exponential f i r s t marriage function of Coale and McNeil (1972):
where xo i s t h e age a t which a consequential wnber of f i r s t marriages begin t o occur, and
k isthe number of years
i nt h e observea population into which one year of marriage
i nthe standard population is
transformed. Integrating, one finds
15
which when multiplied by the proportion who will ever marry represents the proportion married a t each age.
Coale and Trussell (1974) argue t h a t marital f e r t i l i t y either follows a pattern t h a t Henry (1961) called natural f e r t i l i t y or deviates from
i t i na regular manner that increases with age, such t h a t the r a t i o of marital f e r t i l i t y t o natural f e r t i l i t y can be expressed by
where
Mi s a scaling factor that s e t s the r a t i o r ( x ) / n ( x ) equal t o unity a t some fixed age,
mindicates the degree of control of marital f e r t i l i t y , and v ( x ) and n ( x ) are fixed values t h a t a r e assuwd t o remain invariant across populations and over time.
Multiplying the two-parameter model schedule of proportions ever married a t each age
bythe one-parameter &el schedule of marital f e r t i l i t y , Coale and Trussell (1974) generated an extensive s e t of model schedules t h a t describe empirical f e r t i
1 ity rates
w i t hsurprising
accuracy. Their representation as
allows one t o obtain f e r t i l i t y age profiles
( b u tnot levels) t h a t depend only on the fixed single-year values of the functions n ( x ) and v(x), and on estimates f o r xg,
k ,and
m.I f the populations t o be projected are already disaggregated by
marital status, such that the proportions married, never married, and
previously married a t each age are
known,appropriate model schedules f o r
16
the age-specif i c f e r t i l i t y r a t e s o f wanen o f each m a r i t a l s t a t u s may be developed. This a1 l m s one t o consider separately m a r i t a l and non-marital f e r t i l i t y , each o f which may be influenced by d i f f e r e n t demographic and economic factors. I n t h e i l l u s t r a t i v e p r o j e c t i o n developed l a t e r i n t h i s paper, a double-exponential f u n c t i o n ( s e t o u t as Equation 3 i n Figure 2) i s used t o describe f e r t i l i t y r a t e s a t age x f o r women o f each m a r i t a l status i n each region. F i g u r e 5 i l l u s t r a t e s t h e f i t o f t h i s f u n c t i o n t o t h e 1962-1971 age-spec i f i c f e r t i 1 i t y r a t e s o f Denmark analyzed by Hoem e t al. (1981).
The shape o f t h e double-exponential curve i s defined by t h e t h r e e parameters, a, P, and
A,
and t h e l e v e l o f t h e curve i s defined by t h e scaling parameter a. Although these parameters are n o t r e a d i l yinterpretable, i t i s p o s s i b l e t o d e r i v e the'propensity, mean, variance, and mode o f t h e double-exponential f u n c t i o n i n terms o f them (Coale and McNeil 1972; Rogers and Castro 1981; and Sams 1981).
2.3 M i g r a t i o n
A recent study of age p a t t e r n s i n m i g r a t i o n schedules (Rogers and Castro 1981) has s h w n t h a t such p a t t e r n s e x h i b i t an age p r o f i l e t h a t can be adequately described by t h e mathematical expression appearing as Equation 4 i n F i g u r e 2. The four terms i n the equation represent
childhood migration, l a b o r f o r c e age migration, retirement migration, and a constant l e v e l o f m i g r a t i o n across a l l ages.
The shape of t h e second term, t h e l a b o r force component o f t h e curve, i s t h e double exponential formula p u t forward by Coale and McNeil (1972).
The f i r s t term, a simple negative exponential curve, describes t h e m i g r a t i o n age p r o f i l e o f c h i l d r e n and adolescents. F i n a l l y , t h e
post-labor force component i s a constant, another doubl e-exponential
,
o rFigure
5.
The double exponential model f e r t i l i t y schedule:Denmark, 1962-71
.
Source: Hoem e t a1
.
(1 981 ) and Rogers (1 982).1
8
an upward sloping positive exponential. The fourth term decribes a constant level of migration across a l l ages. The migration r a t e , m ( x ) , therefore, depends on values taken on
byanywhere frcm 7 t o
11parameters. Figure 6 i l l u s t r a t e s the f i t of the nine parameter model schedule t o intercomnunal migration
i nthe Nether1 ands.
2.4 Marital Status
Coale and McNeil ' s (1972) double-exponential model schedule of f i r s t marriages was introduced a decade ago. Parametrized schedules of other changes
i nmarital status, however, seem to have been f i r s t used only recently,
i na study carried out
bythe IMPACT Project
i nAustralia
(Powell 1977). Working
w i t ha detailed demographic data bank produced
byBrown and Hall (1978), Williams (1981) f i t t e d gamma distributions t o Australian rates of f i r s t marriage, divorce, remarriage of divorcees, and remarriage of widws, for each year from 1921 to 1976. These mdel schedules provided adequate descriptions of Australian marital s t a t u s changes, although some d i f f i c u l t i e s arose with age distributions that exhibited steep r i s e s
i nearly ages;
i nparticular, the age distributions of f i r s t marriages. This difficulty was overcome by the addition of a second time-invariant g a m distribution.
Functions based on t h e Coale-McNeil double-exponential distribution seem better able t o cope
w i t hthe problem of steeply rising age
distributions than the gamma distribution. Figure 7 i l l u s t r a t e s the goodness-of-fit of the doubl e-exponential distribution t o data on
Australian males
i n1976. Although the parameters of both functions can be expressed
i nterms of the propensity, mean age and variance
i nage, the double-exponential function requires a further parameter--the mdal
age--whose movements over
timemay be more d i f f i c u l t to model and project.
F i r s t marriage Divorce
0 20 4 0 60 80
b e
Remarriage of divorccd Remarriage of widowed
F i g u r e 7. Double e x p o n e n t i a l model s c h e d u l e s
o fm a r i t a l s t a t u s c h a n g e
(---model s c h e d u l e , - o b s e r v e d d a t a )
: .A u s t r a l i a n males
1 9 7 6 .Source: Brown
a n dHal
1 (1978)
a n dRogers
(1982).
2.5 Other T r a n s i t i o n s
The n o t i o n o f model schedules may be used t o describe a wide range o f demographic t r a n s i t i o n s . We have considered m o r t a l i t y , f e r t i l i t y ,
migration, marriage, divorce, and remarriage. We could as e a s i l y have focused on flows between d i f f e r e n t states of, f o r instance, income, education, health, and labor force a c t i v i t y .
Consider, for example, t h e flows between a c t i v e and i n a c t i v e statuses i n studies o f labor f o r c e p a r t i c i p a t i o n . Rates o f entry i n t o the labor force, c a l l e d accession rates, e x h i b i t an age p r o f i l e t h a t can be
described as t h e sum o f t h r e e double exponential d i s t r i b u t i o n s . Rates o f e x i t from t h e l a b o r force, c a l l e d separation rates, may be described by a U-shaped curve defined as
Figure 8 i l l u s t r a t e s t h e f i t o f these two curves t o accession and
separation rates, respectively, of Danish males i n 1972-74 (Hoem and Fong 1976).
2.6 I n p u t Data: Swedish F m l e s , 1974
To i l l u s t r a t e t h e process o f c a r r y i n g o u t a parametrized m u l t i s t a t e population projection, we have brought together data t h a t describe the m r t a l i t y , f e r t i l i t y , migration, and m a r i t a l s t a t u s change patterns o f the Swedish female population i n 1974. Data describing t h e f i r s t t h r e e
components o f change were provided by Arne Arvidsson o f t h e Swedish Central Bureau o f S t a t i s t i c s f o r a study o f Sweden's m i g r a t i o n and
settlement s t r u c t u r e (Andersson and Holmberg 1980). Data on m a r i t a l s t a t u s change flows were unavailable i n t h e d e t a i l required and had t o be
i n f e r r e d by borrowing t h e age p r o f i l e s observed i n Norway i n 1977-78 (Brunborg e t a l . 1981). Table 1 s e t s out t h e r e s u l t i n g crude r a t e s of events and f l o w s i n t h e two r e g i o n system o f Stockholm and t h e r e s t o f Sweden, and Table 2 presents t h e parameters t h a t d e f i n e t h e corresponding model schedules o f age-specif i c rates. Figures 9 through 12 il l u s t r a t e t h e f i t s o f t h e d e l schedules t o observed data, i n c l u d i n g a nunber of ma1 e schedules f o r purposes o f comparison.
Our experience w i t h f i t t i n g t h e Heligman-Pollard f u n c t i o n t o Swedish data suggests' t h a t t h e model schedule i s over-parametrized. (A s i m i l a r observation i s made by Brooks e t a1
.
1980. ) W i t h so many v a r i a b l e s t o estimate, very s i m i l a r d i s t r i b u t i o n s can be obtained w i t h s i g n i f i c a n t l y d i f f e r e n t conbinations o f values f o r t h e parameters. The n e t r e s u l t o f t h i s i s t h e c r e a t i o n of r e l a t i v e l y l a r g e f l u c t u a t i o n s i n parameter estimates over time, as changes i n t h e values o f one parameter produce compensating s h i f t s i n those o f another. To dampen such f l u c t u a t i o n s we f o l l o w t h e suggestion o f Brooks e t a l . (1980) and f i x t h e values o f X h and a. T h i s e s t a b l i s h e s t h e p o s i t i o n and shape o f t h e accident component b u t permits i t s l e v e l QA t o change from y e a r t o year.Except f o r m r t a l i t y , t h e l e v e l p a r a k t e r s o f a l l model schedules have values scaled t o produce a u n i t area under t h e curve (i.e., a gross
t r a n s i t i o n r a t e o f u n i t y ) . When used f o r p r o j e c t i o n purposes, these parameters need t o be mu 1 ti p 1 ie d by t h e appropriate observed o r forecasted gross t r a n s i t i o n rates.
3. HULTISTATE LIFE TABLES
The simplest l i f e t a b l e s recognize o n l y one c l a s s o f decrement, e.g., death, and t h e i r c o n s t r u c t i o n i s normally i n i t i a t e d by e s t i m a t i n g a s e t o f
\
' TO '. STOCKIIOLM .\ FROM NEVER STOCKIIOLM NEVER MARRIED MARRI ED WIDOWED DIVORCED REST OF SWEDEN NEVER MARRl ED MARRIED WIDOWED DIVORCEDDl R'TII 9.3 10.9 0.3 9.1 9.2 19.4 0.3 7.7 -
REST OF SWEDEN NEVER MARRIED blARnIED WIDOWED DIVORCED 25.2 1.2
- - - - - -
15.0 0.1 0.1- -
0.0 5.8-- - -
2.0- -
13.6-
- 21 -5- - - -
-- -
- 13:3 12.1-
- 1.02- - - -
--
36.5- - - -
--MARRIED MARRIED WIDOWED DIVORCED
- -
23.5- - - - -- - -
12.1 25.6- -
1.1- -
-- - -
39.8- - - -
5.0 0.9- - - - - -
2.5 0.1 0.1- -
0.0 0.6- - - -
1.5- -
1.9 13.0DEATll -- 4.2 5.0 43.7 8.G 4 .G 6
.
11 46.0 9.G--
SWEDEN TO'TAI. 9.5 ---
0 0)m N P , Q \ O N N N
N m N m U O m I - 0
o o
.
o m.
o m o m o o0 0 0 m 0 0 0 m 0 0 0
C 0)
Stockholm, males Stockholm, females
Rest of Sweden, males Rest of Sweden, females
F i g u r e 9. Model m o r t a l i t y s c h e d u l e s f o r Swedish d a t a (--- model s c h e d u l e ,
-
observed d a t a ) , 1974.Source: Andersson and Holmberg
(1
980) and Rogers (1 982).Stockholm, male babies Stockholni, female babies
Age Resr of Sweden, male babies
Age R e s t of Sweden, female babies
Figure
1 0 .Model
fertilityschedules
for Swedish d a t a (---model s c h e d u l e , - observed d a t a ) , 1974.
Source: Andersson and Hol mberg
(1980) and Rogers
(1982).
Stockholm, mala Stockholm, females
Age Rest of Sweden, males
Age Rest of Sweden, females
Figure 11. Model m i g r a t i o n schedules for Swedish
data (--- model schedule,
-
observed d a t a ) , i 9 7 4 .Source: Andersson and Holrnberg ( 1 980) and
Rocers
(1 982).First Marriage Divorce
A w Rmmarriagr of d i v o r d
b e Remarriage of widowed
Figure 12. Model schedules of marital status change: Norwegian
females ( - - - model schedule,
-
observed data), 1977-1978.Source: Brunborg e t a7. (1981 ) and Rogers ( 1 982).
3 1
a g e - s p e c i f i c p r o b a b i l i t i e s o f l e a v i n g t h e p o p u l a t i o n , e.g., d y i n g , w i t h i n each i n t e r v a l o f age f r o m observed d a t a o n a g e - s p e c i f i c e x i t r a t e s .
E x t e n d i n g s i m p l e l i f e t a b l e s t o r e c o g n i z e s e v e r a l modes o f e x i t f r o m t h e p o p u l a t i o n g i v e s r i s e t o m u l t i p l e - d e c r e m e n t l i f e t a b l e s . A f u r t h e r g e n e r a l i z a t i o n o f t h e l i f e t a b l e c o n c e p t a r i s e s w i t h t h e r e c o g n i t i o n o f e n t r i e s as w e l l a s e x i t s . Such i n c r e m e n t - d e c r e m e n t l i f e t a b l e s a l l o w f o r m u l t i p l e movements between s e v e r a l s t a t e s , f o r example, t r a n s i t i o n s
between m a r i t a l s t a t u s e s and d e a t h ( s i n g l e , m a r r i e d , d i v o r c e d , widowed, dead), o r between l a b o r f o r c e s t a t u s e s and d e a t h (employed, unemployed, r e t i r e d , dead).
M u l t i p l e r a d i x increment-decrement l i f e t a b l e s t h a t r e c o g n i z e s e v e r a l r e g i o n a l p o p u l a t i o n s , each w i t h a r e g i o n - s p e c i f i c s c h e d u l e o f m o r t a l i t y and s e v e r a l d e s t i n a t i o n - s p e c i f i c s c h e d u l e s o f i n t e r n a l m i g r a t i o n a r e c a l l e d m u l t i . r e g i o n a 1 l i f e t a b l e s . They r e p r e s e n t t h e most g e n e r a l c l a s s o f l i f e t a b l e s and were o r i g i n a l l y d e v e l o p e d f o r t h e s t u d y of
i n t e r r e g i o n a l m i g r a t i o n between i n t e r a c t i n g m u l t i p l e r e g i o n a l
p o p u l a t i o n s . T h e i r c o n s t r u c t i o n i s u s u a l l y i n i t i a t e d by e s t i m a t i n g a m a t r i x of a g e - s p e c i f i c d e a t h and m i g r a t i o n r a t e s .
One o f t h e most u s e f u l s t a t i s t i c s p r o v i d e d by a l i f e t a b l e i s t h e average e x p e c t a t i o n o f 1 i f e beyond age x, c a l c u l a t e d by a p p l y i n g
a g e - s p e c i f i c p r o b a b i l i t i e s o f s u r v i v a l t o a h y p o t h e t i c a l c o h o r t o f b a b i e s and t h e n o b s e r v i n g a t each age t h e i r average l e n g t h o f r e m a i n i n g l i f e i n each s t a t e .
T a b l e 3 p r e s e n t s f o u r s e t s o f e x p e c t a t i o n s o f l i f e a t b i r t h ,
a s s o c i a t e d w i t h o u r i l l u s t r a t i o n f o c u s i n g o n Swedish females i n 1974. The f i r s t i s f o r t h e t o t a l p o p u l a t i o n ; t h e second i s f o r a t w o - r e g i o n
d i s a g g r e g a t i o n o f t h i s t o t a l i n t o t h e p o p u l a t i o n s o f Stockholm and t h e
TABLE
3
8 A COMPARISON OF MODEL-BASED A[.(D DATA-BASED MULT I STATE L I FE 'TAELES:
EXPECTAT I Or45 OF LIFE AT BIRTH, BY REGION OF RESIDENCE AND STATE OF EXISTENCE BORN IN SWEDEN (78.2)BORN IN LIVING REST OF IN STOCKHOLM SWEDEN STOCKtI. 37.9 8.2 (38.1) (8.41 STOCKHOLM NEVER EIARRIED REST OF SWEDEN TOTAL
LIVING DORN IN AS SWEDEN NEVER 37.2 MARRIED (37.4) MARRIED
39.8 69.5 (40.1) (69.8) 77.7 77.7 (78.2) (78.2)
ElARRIED WIDOWED DIVORCED TOTAL
WIDOWED
26.6 (26.3) 6.0 (6.1) . 8.0 (8.4) 77.8 (78.2)
DIVORCED REST OF SWEDEN NEVER MARRIED MARRIED WIDOWED DIVORCED TOTA 11
33
r e s t o f Sweden; t h e t h i r d i s f o r a f o u r - s t a t e d i s a g g r e g a t i o n o f t h e Swedish t o t a l i n t o t h e n e v e r m a r r i e d , m a r r i e d , widowed, and d i v o r c e d c a t e g o r i e s ; and t h e f o u r t h i s f o r an e i g h t - s t a t e d i s a g g r e g a t i o n t h a t combines t h e two r e g i o n a l s t a t e s w i t h t h e f o u r m a r i t a l s t a t e s .
Two s e t s o f l i f e e x p e c t a n c i e s a r e d i s t i n g u i s h e d i n T a b l e 3. Those s e t o u t i n p a r e n t h e s e s were o b t a i n e d u s i n g t h e observed d a t a ; t h o s e w i t h o u t p a r e n t h e s e s were c a l c u l a t e d on t h e b a s i s o f r a t e s d e f i n e d by t h e model s c h e d u l e s p r e s e n t e d i n T a b l e 2 . The d i f f e r e n c e s a r e i n s i g n i f i c a n t i n a l l i n s t a n c e s , w i t h no d e v i a t i o n e x c e e d i n g s i x months;
A c c o r d i n g t o T a b l e 3, a baby g i r l exposed t o t h e 1974 Swedish
m o r t a l i t y r e g i m e c o u l d e x p e c t t o l i v e a b o u t 78 years. O f t h i s t o t a l , she c o u l d e x p e c t t o l i v e a p p r o x i m a t e l y 26 y e a r s i n t h e m a r r i e d s t a t e and 8 y e a r s as a d i v o r c e e . I f t h e g i r l was b o r n i n Stockholm, she c o u l d e x p e c t t o l i v e j u s t o v e r a h a l f o f h e r t o t a l l i f e , and a l m o s t t w o - t h i r d s o f h e r m a r r i e d l i f e , o u t s i d e h e r r e g i o n o f b i r t h .
4. MULTISTATE PROJECTION WITH CONSTANT COEFFICIENTS
M u l t i s t a t e g e n e r a l i z a t i o n s of t h e c l a s s i c a l p r o j e c t i o n model of m a t h e m a t i c a l demography t y p i c a l l y i n v o l v e t h r e e b a s i c s t e p s . The f i r s t a s c e r t a i n s t h e s t a r t i n g a g e - b y - s t a t e d i s t r i b u t i o n and t h e a g e - s t a t e -
s p e c i f i c s c h e d u l e s o f f e r t i l i t y , m o r t a l i t y , and i n t e r s t a t e f l o w s t o w h i c h t h e m u l t i s t a t e p o p u l a t i o n has been s u b j e c t d u r i n g a p a s t p e r i o d ; t h e second a d o p t s a s e t of assumptions r e g a r d i n g t h e f u t u r e b e h a v i o r o f such s c h e d u l e s ; and t h e t h i r d d e r i v e s t h e consequences o f a p p l y i n g t h e s e s c h e d u l e s t o t h e i n i t i a l p o p u l a t i o n .
3 4
A multistate population project ion calculates the state- and
age-specific survivors of a population of a given sex and adds to this total the n w births that survive to the end of the unit time interval.
Given appropriate data, survivorship proportions can be obtained as part of the calculations carried out in developing a multistate life table or from the observed data, and they then can be applied to the initial population. For example, it is possible to simultaneously determine the projected ma1 e or femal e popul at ion and its agelmari tal statuslregional distribution from the observed agelmarital statuslregion-specific flows of marital status changes, regional migrant inflows and outfl cws, deaths, and fertility. The projected population so derived should then be augmented by the numbers of international migrant arrivals and departures
(disaggregated by age, marital status, and region of arrival or departure) to give the projected male or female population by age, marital status, and region of residence.
The asymptotic properties of mult istate population projections have been extensively studied in mathematical demography. This body of theory draws on the properties of matrices with non-negative e l m n t s and
establishes the existence of a unique, real, positive, dominant
characteristic root and an associated positive characteristic vector to which the population converges as it approaches its stable distribution.
As with most population projection models in the demographic
literature, the multistate projection model deals only with a single sex
at a time. Hcwever, the separate projection of the evolution of the male
and female populations generally leads to inconsistencies, such as the
35
n u h e r of married males not coinciding
w i t ht h e n u h e r of
marriedfemales for a given year, the t o t a l n u h e r of new widows during a year not
coinciding
w i t hthe total n u h e r of deaths among married men t h a t year, and so on. Thus
i ti s somewhat unrealistic t o project the transitions among individuals of one sex without taking into account parallel
transitions among individuals of the other sex. Methods for coping
w i t ht h i s inconsistency and incorporating i t into a multistate projection process a r e not yet well developed,
butthey a r e discussed, for example,
bySanderson (1981). Such methods a r e not considered
i nt h i s paper.
Tables
4and 5 present four s e t s of i l l u s t r a t i v e projections of the 1974 Swedish female population corresponding t o the four s e t s of
multistate l i f e expectancies listed e a r l i e r
i nTab1 e 3.
A11 projections were carried out
w i t hunchanging age-specific rates. Once again, the m b e r s
i nparentheses r e f e r t o r e s u l t s obtained
w i t hobserved data and those without parentheses r e f e r t o figures derived by means of
mdel-schedule based computations. And once again the differences between the two a r e re1 atively minor.
The projections s e t out
i nTables
4and 5 s h w Sweden's female
population t o be relatively stationary over the next 30 years
w i t hthe
one- and two-state projections showing a very s l i g h t increase and the
four- and eight-state r e s u l t s indicating a very small decrease. The
annual r a t e of growth
i nthe year 2004 i s negative
i na1 1 instances,
however.
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