Asymptotic properties of estimators in age-period-cohort analysis

Wenjiang J. Fu; Peter Hall

doi:10.1016/j.spl.2006.04.051

Asymptotic properties of estimators in age-period-cohort analysis

Wenjiang J. Fu^*, Peter Hall

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

20 Citations (Scopus)

Abstract

We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an a × p table with one response in each cell.

Original language	English
Pages (from-to)	1925-1929
Number of pages	5
Journal	Statistics and Probability Letters
Volume	76
Issue number	17
DOIs	https://doi.org/10.1016/j.spl.2006.04.051
Publication status	Published - 1 Nov 2006

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10.1016/j.spl.2006.04.051

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title = "Asymptotic properties of estimators in age-period-cohort analysis",

abstract = "We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an a × p table with one response in each cell.",

keywords = "Central limit theorem, Chronic disease rates, Cohort analysis, Consistency, Diagonal effects, Least-squares, Lexis diagram, Linear model, Maximum likelihood",

author = "Fu, {Wenjiang J.} and Peter Hall",

year = "2006",

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doi = "10.1016/j.spl.2006.04.051",

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AU - Hall, Peter

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N2 - We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an a × p table with one response in each cell.

AB - We study asymptotics and convergence rates of multiple estimators in a general linear age-period-cohort model with a singular design matrix. The covariates are fixed effects of rows, columns and diagonals in an a × p table with one response in each cell.

KW - Central limit theorem

KW - Chronic disease rates

KW - Cohort analysis

KW - Consistency

KW - Diagonal effects

KW - Least-squares

KW - Lexis diagram

KW - Linear model

KW - Maximum likelihood

UR - http://www.scopus.com/inward/record.url?scp=33748510562&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2006.04.051

DO - 10.1016/j.spl.2006.04.051

M3 - Article

SN - 0167-7152

VL - 76

SP - 1925

EP - 1929

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 17

ER -

Asymptotic properties of estimators in age-period-cohort analysis

Abstract

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