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Age-period-cohort modelling and covariates, with an application to obesity in England 2001-2014

Author

Listed:
  • Zoë Fannon

    (Somerville College, University of Oxford)

  • Christiaan Monden

    (Nuffield College, University of Oxford)

  • Bent Nielsen

    (Nuffield College, University of Oxford)

Abstract

We develop an age-period-cohort model for repeated cross-section data with individual covariates. This is done for both continuous and binary dependent variables. The age-periodcohort identification problem is addressed by use of the canonical parametrization which has freely varying parameters. We develop specification tests against a time saturated model where there is a dummy for each age-cohort combination. The method is applied to an analysis of the obesity epidemic in England using survey data.

Suggested Citation

  • Zoë Fannon & Christiaan Monden & Bent Nielsen, 2018. "Age-period-cohort modelling and covariates, with an application to obesity in England 2001-2014," Economics Papers 2018-W05, Economics Group, Nuffield College, University of Oxford.
    • Handle: RePEc:nuf:econwp:1805
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    File URL: https://www.nuffield.ox.ac.uk/economics/Papers/2018/2018W05_obesity.pdf
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    References listed on IDEAS

    as
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    3. María Dolores Martínez Miranda & Bent Nielsen & Jens Perch Nielsen, 2015. "Inference and forecasting in the age–period–cohort model with unknown exposure with an application to mesothelioma mortality," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 178(1), pages 29-55, January.
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    Cited by:

    1. Zoë Fannon & B. Nielsen, 2018. "Age-period cohort models," Economics Papers 2018-W04, Economics Group, Nuffield College, University of Oxford.
    2. Mammen, Enno & Martínez-Miranda, María Dolores & Nielsen, Jens Perch & Vogt, Michael, 2021. "Calendar effect and in-sample forecasting," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 31-52.

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