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Wnioski z analizy głównych składowych dla modelu Lee-Cartera - populacja Polski i Hiszpanii

Author

Listed:
  • Ewa Dylewska

    (Metlife Amplico)

  • Maria Purificación Galindo Villardón

    (Universidad de Salamanca)

Abstract

Model Lee-Cartera jest obecnie szeroko stosowany w prognozowaniu śmiertelności oraz tworzeniu dynamicznych tablic trwania życia. Podstawową postać modelu Lee-Cartera można rozumieć jako model analizy głównych składowych (ang. Principal Component Analysis) ograniczony do pierwszej składowej. Stosowanie modelu uproszczonego wymaga jednak sprawdzenia, czy model w wystarczającym stopniu opisuje zmienność danych dla danej populacji, a także jaką część zmienności wyjaśniłyby kolejne składowe modelu. Artykuł przedstawia wnioski dotyczące zastosowania metody głównych składowych do analizy centralnego natężenia umieralności m(x, t) populacji kobiet i mężczyzn w Polsce, a także w celach porównawczych - w Hiszpanii.

Suggested Citation

  • Ewa Dylewska & Maria Purificación Galindo Villardón, 2013. "Wnioski z analizy głównych składowych dla modelu Lee-Cartera - populacja Polski i Hiszpanii," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 31, pages 187-198.
    • Handle: RePEc:sgh:annals:i:31:y:2013:p:187-198
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    References listed on IDEAS

    as
    1. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
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