Coherence Structure and Its Application in Mortality Forecasting
Interaction terms expressed as products of covariates may prove useful in regression problems. A graphical method is presented for identifying potentially useful interaction and related covariates in modeling mortality time series using lagged coherence, a nonlinear extension of the squared coherenc...
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| Veröffentlicht in: | Journal of statistical theory and practice 2014-10, Vol.8 (4), p.578-590 |
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| container_issue | 4 |
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| container_title | Journal of statistical theory and practice |
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| creator | Khan, Diba Katzoff, Myron Kedem, Benjamin |
| description | Interaction terms expressed as products of covariates may prove useful in regression problems. A graphical method is presented for identifying potentially useful interaction and related covariates in modeling mortality time series using lagged coherence, a nonlinear extension of the squared coherence, and its residual coherence offshoot. The identified covariates are tested for their significance within a regression model using quasi-likelihood and log link. |
| doi_str_mv | 10.1080/15598608.2013.816645 |
| format | Article |
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A graphical method is presented for identifying potentially useful interaction and related covariates in modeling mortality time series using lagged coherence, a nonlinear extension of the squared coherence, and its residual coherence offshoot. 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| ispartof | Journal of statistical theory and practice, 2014-10, Vol.8 (4), p.578-590 |
| issn | 1559-8608 1559-8616 |
| language | eng |
| recordid | cdi_crossref_primary_10_1080_15598608_2013_816645 |
| source | Springer Nature - Complete Springer Journals |
| subjects | All-cause mortality GLM Lagged coherence Prediction Primary 62M10 Probability Theory and Stochastic Processes Residual coherence Secondary 62M20 Squared coherence Statistical Theory and Methods Statistics |
| title | Coherence Structure and Its Application in Mortality Forecasting |
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