MULTISTATE DEMOGRAPHY (DE7)
2001 - 2002
November 6, 2001

General Information
Objective
Background
Main literature
Timetable
Lectures
Assignments
Evaluation
Literature:

Books/reports on reserve in library
Highly relevant articles (including required reading), on reserve in library
List of literature (for information only)
Back to the course schedule of the M.Sc in Population Studies

General Information
 

Size 4 sp (points; credits)/160 sbu's (hours)
Period Trimester III; 27th May - 5th July 2002
Time and location Wednesday 14.00 - 17.00 p.m., WSN 64
Thursday 9.00 - 12.00 a.m., WSN 64
Other lectures or discussions if requested by students
Teaching Prof. dr. ir. F. Willekens, guest lecturers

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Objective

At the end of the course, students should be able to calculate multistate life tables for different data types, including census data, vital statistics, and survey data. They should be able to (re)construct cohort biographies and individual biographies from incomplete data, while explicating the assumptions that need to be made in the absence of comprehensive empirical evidence. They should be able to make multistate population projections and forecasts, and assess the long-term consequences of various demographic regimes. They should also be able to apply simple policy models to determine the interventions that are required to influence the population composition (e.g. marital status composition, household types, number of persons unemployed, number of diseased and disabled, number of residents in given set of regions) and the sojourn times in various stages of life (e.g. expected duration of unemployment, expected duration of disease and disability, expected length of time spent without social support).

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Background

Multistate demography is about the modeling, analysis and projection of populations  stratified by age, sex, and one or several attributes, e.g. health status, region of residence, employment status, household status. At each age, a person is characterized by a set of attributes. Some attributes are used as stratification variables (primary attributes). Age is generally viewed as a stratification variable, but in life history analysis, it is considered as a duration variable. Other attributes that are relevant but are not used to stratify the population, are secondary attributes or covariates. In multistate analysis, people that share common primary attributes are said to occupy the same state; they define a subpopulation. People with different attributes occupy different states (and belong therefore to different subpopulations). The states are discrete, hence an individual cannot occupy more than one state at a time, as e.g. in the grade-of-membership model. State occupancy is a central concept of multistate demography. The number of states distinguished is the state space. In a multistate population, individuals are allowed to move from one state to another. That results in interstate flows and the similarity between multistate models and flow models, e.g. in labour market research and geography. Some states may be entered and left freely (transient states). Other states can be entered but not left (absorbing states). The state occupancy is recorded at a point in time. We are often also interested in how long people stay in a given state before moving on to another state. It is the sojourn time in a state, or the length of an episode or stage.

A change in primary attribute implies a transition from one state to another and the end of an episode. State transition is a central concept. State transitions have two important consequences:

  1. For the life course: transitions affect the time people spend in each episode of life (duration; sojourn time).
  2. For the population: the transitions people experience, change the composition of the population. That is the basic link between micro (individual life histories) and macro (population change): experiences at the individual level have consequences at the population level. A transition at the individual level results in an attrition from one subpopulation (decrement, exit) and an addition to another subpopulation (increment, entry).

In order to keep track of the impact of individual transitions on the population, extensive demographic accounting schemes are used, either independently or as part of a multistate demographic model. The impact of the transitions on a stationary population is described by the multistate life table. The impact on a population that grows or declines at a constant rate (dynamic equilibrium) is given by the multistate stable population theory. The impact of transitions on a real population is given by multistate population projection models. The multistate life table is also referred to as an increment-decrement life table, in particular when it is approached as an extension of the multiple decrement life table which allows attrition for a number of reasons (e.g. causes of death; reasons for leaving home). In short, multistate demography studies the dynamics of multistate populations, i.e. populations stratified by a set of attributes. Multistate populations have also been referred to as multigroup populations (Schoen, 1988). Multistate demography has also been referred to as multidimensional demography (Land and Rogers, 1982). The founding father of multistate demography, Andrei Rogers, considered a population stratified by region of residence and defined the field as multiregional demography (Rogers, 1975, 1995). The term ‘multidimensional demography’ is also used (e.g. Land and Rogers, 1982).

Often, cohorts are distinguished (groups of people that share some initial condition, such as year and place of birth, or year and place of entry into graduate education). Cohorts can be real or hypothetical (synthetic). Traditionally, multistate demography is applied to cohorts. Cohort dynamics describes the life course of people born in the same period (e.g. year, five-year period). Period analysis studies the changes in a population from one point in time to another; it views the population as being composed of different cohorts (e.g. multistate cohort-survival model). The common life path experienced by the members of the cohort, has been referred to as the cohort biography or macro-biography (Ryder, 1965). It is the sequence of states cohort members occupy as they age. Intra-cohort variation received little attention initially, but is currently an important subject of research. The study of intra-cohort variation considers the effects of secondary attributes on transitions. Cohort members may have different initial conditions (e.g. endowments) and different experiences. Consequently, cohort biographies represent averages and there may be considerable differences in the biographies of individual members of a cohort. Intra-cohort variation emphasizes the differences in individual life histories of cohort members. Inter-cohort variation focuses on the differences in average biographies of cohort members. In general, the study of individual life histories requires individual data and repeated measurements (longitudinal data). The models are statistical specifications of multistate models. An extensive review is given by Hougaard (1999, 2000). Repeated observations on the same individuals are not commonly available. Sometimes, intra-cohort variation can be studied in the absence of observations on individuals; namely, when we know the distribution of a given attribute in a cohort; i.e. when we know the density function of a given attribute. This approach is adopted in micro-simulation and the study of unobserved heterogeneity. The approach is useful when individual data on a given attribute are lacking but when the distribution of the attribute in the population (cohort) is known/given.

The course approaches multistate demography from the perspective of cohort biographies and individual biographies. Examples of biographies or life histories are:

In the Life History Data Analysis course (which preceded this course on Multistate Demography), the emphasis was on the analysis of life histories using statistical models of survival analysis and event history analysis. This course deals with the following subjects:
  1. (re)Construction of life histories from available (frequently incomplete) data on transition rates and transition probabilities (from vital statistics or from surveys). The (re)construction relies on the multistate life table and extensions, Traditionally, multistate life tables describe life histories of cohorts (‘macro-biographies’). Cohorts may be real, but are often synthetic. Members of a same cohort may differ greatly and the heterogeneity may lead to selection that change the composition of the population. In the course, intra-cohort variation is also considered, using logit and log-rate models for transition data. Participants will learn how to construct multistate life tables using Excel and the specialized packages SPACE and LIFEHIST.
  2. Multistate stable population theory. Stable population theory is used for two main reasons:
    1.    To explore the relation between individual life histories and population characteristics (see e.g. Preston, 1982).
    2.    To explore the consequences of current life histories and variations in life histories. Stable populations are  populations in steady-state equilibrium. Stable population theory is about the ultimate (asymptotic) characteristics of a population that experiences particular demographic regimes (transitions) over a long period. The theory is used to magnify the effects of a current demographic regime and to assess the consequences of small changes in demographic behaviour (microscopic view). 

Applications of stable population theory to real data is enhanced  by packages such as SPACE.

  1. Multistate demographic projection models. In multistate projection models, several subpopulations are considered simultaneously and the effects of transactions (transitions) among subpopulations on the future population composition are quantified. As part of the teaching of projection models, two software packages will be presented: MUDEA and LIPRO. LIPRO 4.0 (Windows version) will be used more extensively.
  2. Multistate population policy analysis. Policy models are developed to determine the interventions that are required to influence population dynamics. Policies may be targeted at particular subpopulations, e.g. particular household type, the unemployed, the elderly, young adults, the diseased and disabled, inhabitants of a given region, etc. They may also address the structure of the population, e.g the age structure or the spatial distribution. Policies may also be designed to influence the life course of people, in particular the sojourn times in various stages of life (e.g. expected duration of unemployment, expected duration of disease and disability, expected length of time spent without social support).

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Main literature

Literature (in general, with focus on methods): suggested reading

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Timetable

Wednesday 14.00 - 17.00 p.m.

Thursday 9.00 - 12.00 a.m.

NOTE: the applications take a seminar format (relatively brief presentation and extensive discussion; be prepared!)
Day Date Time Location Subject
Wednesday 29 May 14-17 WSN 64 1. Introduction to multistate demography
2. Elements of probability theory: state occupancies and theory of competing risks
Thursday 30 May 9-12 WSN64 3. Elements of matrix algebra
4. Multistate models (transition model)
Wednesday 5 June 14-17 WSN64 4. Multistate models (transition model)
5. Life tables of staging processes: the fertility table
Thursday 6 June 9-12 WSN64 6. The multistate life table
Wednesday 12 June 14-17 WSN64 7. Application 1. Multistate models in health research: public health
1A. Public Health: Multistate life-table analysis of the Framingham Hearth Study (by A.A. Mamun)
1B: Reproductive health: Contraceptive use dynamics using calendar data and multistate life tables (by Mouri Khatun)
Thursday 13 June 9-12 WSN64 8. The multistate life table and regression models
9. Selected topics in multistate life tables
Wednesday 19 June 14-17 WSN64 10. Application 2. Multistate life tables of marital and fertility careers
2A. Changing marriage and fertility during the Second Demographic Transition: the case of Japan and The Netherlands (by Hideko Matsuo)
2B. Changing reproductive lives of women in India (by Sabu Padmadas)
Thursday 20 June 14-17 WSN64 11. Multistate stable population theory
Wednesday 26 June 9-12 WSN64 12. Multistate population forecasting
Thursday 27 June 14-17 WSN64 13. Questions and answers, including discussion of final assignment (synthetic biographies)
Thursday 4 July 9-12 t.b.a. Exam

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Lectures

1.    Introduction to multistate demography and transition data analysis

  1. Synthetic biographies: reconstruction of life histories (macro-biographies of cohorts, and individual biographies).
  1. Data types and measurement issues
  1. Small data sets
  1. Full data sets
Required reading:

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2.    Elements of probability theory: state occupancies and theory of competing risks (for details, see course Life History Data Analysis, available as PowerPoint presentation)

1. Descriptive statistics: odds, odds ratios, logits, relative risks
2. Introduction to probability theory: random variables, density function, distribution functions, quantile functions, hazard functions, link functions
3. Basic probability distributions and regression models for multistate demography:

  1. Continuous random variables

i.    The uniform distribution
ii.    The exponential distribution and the exponential model

  1. Discrete random variables

i. The Bernoulli distribution and the binomial and multinomial distributions
ii. The logit model and the logistic regression model
iii.The Poisson distribution, the log-linear model and the log-rate model

  1. Stochastic process
4. Theory of competing risks
5. Estimation of probability distributions and regression models using SPSS

Reading:

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3.    Elements of matrix algebra

Reading:    any text (see e.g. Namboodiri, 1984; a very good text is Rogers, 1971)

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4.    Multistate models

  1. State occupancy depends on state occupied at previous point in time: the Markov model derived from the (multinomial) logit model
  2. The transition model for status data (Option 2; panel data)
  3. The transition model for event data (number of events or rates)
i. The accounting equation and the rate equation
ii. The ‘linear’ model
iii. The ‘exponential’ model
  1. Events from status data: the inverse method for estimating transition rates from transition probabilities
  2. Multistate policy models
  3. Statistical inference for multistate models: maximum likelihood
  4. Estimation of transition models using SPSS and TDA

Reading:

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5.    Life tables for staging processes

  1. The fertility table of Chiang and van den Berg
  2. The disease model of Barendregt et al.

Reading:

Recommended reading:

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6.    The multistate life stable

  1. The multistate life table from vital statistics and census data
  1. The multistate life table from survey data (micro-data)
  2. Software: SPACE, LIFEHIST

Reading:

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7.    Application 1: Multistate models in health research

  1. Public health

Multistate life-table analysis of the Framingham Hearth Study (by A.A. Mamun)

  1. Reproductive health

Contraceptive use dynamics using calendar data and multistate life tables (by Mouri Khatun)

Reading:

Further recommended reading:

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8.    The multistate life table and regression models

a. The logit model (probabilities)
b. The log-rate model (rates)
c. Extended multistate models (Markov extension models)

i. Semi-Markov model: hazard depends on duration in current state
ii. Extended transition model
Reading:

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9.    Selected topics in multistate life tables

  1. Multiple contingency calculations: multistate life tables for insurance
  2. Episodes of disability and severity of disability: disability-adjusted years of life (DALYs)
  3. Multistate choice models (discrete choice)
  4. Multistate models for disease histories in AIDS research
  5. Estimation of confidence intervals for multistate life tables

Reading:

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10.    Application 2. Multistate life tables of marital and fertility careers and multiregional life tables

  1. Changing marriage and fertility during the Second Demographic Transition: the case of Japan and the Netherlands (by Hideko Matsuo)
  2. Changing reproductive lives of w omen in India (by Sabu Padmadas)

Reading: to be determined

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11.    Multistate stable population theory

a. Introduction to stable population theory

b. The theory of reproductive value (Fisher) Reading: Recommended reading:

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12.    Multistate population forecasting

a. The demographic projection model

b. Parameterized projections

Reading:

Recommended reading:

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13.    Questions and answers

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Assignments (tentative)

  1. Use the data prepared in the first assignment to construct a multistate life table (non-parametric method) 
  2. Search the literature for applications of the multistate life table (demography; public health (e.g. health expectancy); sociology; economics (labour market economics; market research); geography; political science (e.g. voting behaviour).
The assignments count for 70% of the grade. The assignments are essential.  Assignments must be completed within a week. They will be discussed in class. The final assignment is larger and covers the entire course. Groups of students may work on the same assignment, on the condition that the contribution of each member of the group is made explicit.

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Evaluation

In order to pass the course, you must obtain a passing mark on both the paper and the exam.

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Literature: Books/reports on reserve in library

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Literature: Highly relevant articles (including required reading)
These articles are on reserve in the library

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List of literature (for information only)

Note: At the RUG, you may have electronic access to many journals.
See: http://www.bibliotheek-ebr.rug.nl/ee-media3.html and
http://www.ub.rug.nl/bib/ej.html

Note: Many of the most significant papers in population research methodology are included in the Readings in Population Research Methodology (8 volumes), eded by D. Bogue et al., and published in 1993 for the United Nations Population Fund by the Social Development Center, Chicago, Ill. Of particular relevance is Chapter 22: Multistate methods (Volume 6, pp. 22.1-22.109)

Introduction to multistate mathematical demography (Rogers)
Multistate analysis: tables of working life (Willekens)
Multidimensional analysis with incomplete data (Willekens)
Parameterized multistate population dynamics and projections (Rogers)
The projection of family composition over the life course with family status life tables (Bongaarts)
Bongaarts et al. (1987) has a section (4 chapters) on multistate life tables: Bongaarts (1987), Espenshade (1987), Hofferth (1987) and Willekens (1987) Go to top of page