A General Algorithm for Estimating a Markov-Generated Increment-Decrement Life Table with Applications to Marital-Status Patterns Author(s): Robert Schoen

and Kenneth C. Land Reviewed work(s): Source: Journal of the American Statistical Association, Vol. 74, No. 368 (Dec., 1979), pp. 761776 Published by: American Statistical Association Stable URL: http://www.jstor.org/stable/2286398 . Accessed: 28/03/2012 08:54
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A GeneralAlgorithm Estimating for a Markov-Generated Increment-DecrementTable With Life Applications to Marital-Status Patterns
ROBERT SCHOEN and KENNETH LAND* C.

life Extant methods of estimatingincrement-decrement tables Flow Diagram for a Three-StateMarkov Chain of thatthe forces transition Model Corresponding a Two-Table IDLT System (IDLT's) are based on the assumption to of within each interval time (age) from state to state are constant the of for examined.A generalalgorithm estimating functions a 1 2 herein,whichtreats (k + 1)-stateMarkovianIDLT is set forth as assumption a special case. Three different the constant-forces and are called p, xr, t probabilities, identified, State kindsofprobabilities, 2 1 Sate Particular is on are attention focused and their properties discussed. 2 1 are functions assumedto the three-state in whichthe survival case and be linear within each age interval, sucha modelis appliedto the dissolution remarriage and usingdata for females analysisofmarital \ / 1p3 cohort born1930-34. in Sweden, 2p3 KEY WORDS: Markov chains; Population models; Marital Transition probaForcesof transition; dissolution remarriage; and rates. bilities; Occurrence/exposure state 3

(dead)

1. INTRODUCTION
studies (e.g., Arriaga Markov chain models correspondingto increment- decrementlife tables of mortality life decrement tables (IDLT's) have long been of interest and Davis 1969; Coale and Demeny 1966; Preston, to demographers and statisticians.The simplestpossible Keyfitz,and Schoen 1972). IDLT's allow entrantsand (increments) as well as exits (decrements) to, model of this type is illustrated in the figure,which reentrants each lifestatus. states from, exhibits flows between two intercommunicating Although the basic life-tablefunctionscan be given (1 and 2) and flows from each of these states to an tables that absorbing state (dead). Flows between states i and j interpretations in increment-decrement are indexed by the correspond rather closely to their interpretationsin (i = 1, 2; j = 1, 2, 3) in the figure tables, the simple estiinstantaneousforcesof transitionat time (age) x, iujx single- and multiple-decrement in context, mates of survival and death probabilities that exist, (definedrigorously Section 2). In a life-table table cannot be states 1 and 2 of the figuretypically correspond to for example, in a single-decrement directly into the estimation of transition mutually exclusive life statuses into which membersof transferred table. For ina human population can be classified,such as "in the probabilitiesin an increment-decrement labor force" and "not in the labor force" or "currently stance, if 4 denotes the usual "numberof personsliving married" and "not currentlymarried." The fact that at exact age x" (i.e., the survival function)of a singlestates 1 and 2 of the figureintercommunicate requires decrementlife table, then the probabilityof survival data be represented by fromage x to age x + t, tpx, can be estimated by the demographic that corresponding of tpx IDLT's, ratherthan by the standardsingle-or multiple- sampleversion the usual formula, = tx+t/tx.But one cannot estimatethe probability retention of between * RobertSchoenis Associate of Professor, Department Sociology, ages x and x + t in, say, state 1 of an increment-decreof University Illinois, Urbana, IL 61801. Kenneth C. Land is ment table corresponding the figureby the sample to of Department Sociologyand Director,Social Science version of the Professor, directlyanalogous formula tlplx = ltx+tl of University Illinois,Urbana,IL 61801. Laboratory, Quantitative The latter quotient may not even represent "proa Grants l4x. by This workwas supported National ScienceFoundation of SOC 75-09096and SOC 77-13261and NationalInstitute Child per" probability.Incrementsto state 1 between ages x Health and Human Development (DHEW) Grant 1 R01 for to are HD11756-01.The authors grateful BurtonSinger helpful and x + t may make the number of persons living in draft the articleand to JacquesLedent state 1 at age x + t (14t+,) larger than the number of of on suggestions an earlier namesare ordered personslivingin state 1 at age x ('4x), so that tlplx may Authors' and Andrei Rogersfortheircomments. of collaborative the to arbitrarily indicate jointproduct an ongoing to Schoen(1975)has contributed themethod- exceed one. Although relationship.
life ology of increment-decrement tables and Land (1971) has stochasticmodels of demographic developedtime-inhomogeneous reported at likelywouldhave arrived the results neither processes, withtheother. of herewithout stimulation working the
? Journalof the AmericanStatistical Association December 1979,Volume74, Number368 ApplicationsSection

761

762

Journal the American of Statistical Association, December 1979

general algorithmand (f) exhibitthe classical constantforces algorithm as a special case. Thus, the main methodological contribution the article is to integrate of recent work on the estimationof IDLT models into a general model and estimationalgorithm.This algorithm is fullydeveloped in the sense that estimators derived are for all the standard IDLT functions well as for the as transition probabilities and instantaneous forces of transition of the underlying Markov process. It is internallyconsistentin the sense that all the life-table functionsappear in closed-form mathematicalrelationships to one another. Our presentationbegins in Section 2 with a specification of the Markov chain model. Section 3 then defines estimatorsof the Markov transition probabilities,while Section 4 derivesthe Schoen (1975a) flowequations and general estimationalgorithmfor the survival functions fromthe Kolmogorov equations of the MVarkov model. Three special cases of the estimation algorithmare examined in Section 5. Section 5.1 discusses the threestate "piecewise-hyperbolicforces of transition" or ''piecewise-linear survival function"model (the "linear model" for short) and gives closed-form expressionsfor the forcesof transitionand the transitionprobabilities in this simple case. In Section 5.2, the linear model is generalized to the (k + 1)-state case, and the Rogers and Ledent (1976) derivation of the matrix estimator is forthe transition probabilities reproduced.Finally,the classical "piecewise constant forces of transition" of specification an IDLT is shown in Section 5.3 to be a special case of our generalalgorithm. Section 6 extends the treatmentof the three-state three different kinds of linear model by distinguishing probabilities thatarisein IDLT's. A numberofimportant relationships among these different typesof probabilities linear model and the transitionrates in the three-state are derived. In Section 7, the methods discussed are applied to estimatean IDLT model forfemalesin Sweden, cohort born 1930-34, that recognizes the marital statuses of married and unmarried.Survivorshipvalues for three different cases ofthegeneralalgorithm compared,and are the degree of reliabilityand substantive value of the results are assessed. (To help the reader follow the actuarially based systemof notationused, the principal symbolsemployedare summarizedin Table 1). Throughout,the emphasis of the article is on the developmentof IDLT models and methods and on their application to the study of marital dissolution and remarriage. By estimating the correspondingMarkov IDLT models chain,we extendthe methodsofestimating describedin Schoen (1975a), whichhave previouslybeen applied to the analysis of marital-statuspatterns by Hastings and Tu (1976), Woodrow (1977), Schoen and Nelson (1974), Schoen and Urton (1977), and Sutton (1977). Although some statistical properties of the methods are described,a systematicstatistical analysis is beyondthe scope of the article.Rather,our objectives

It is for the purpose of estimatingprobabilities of transitionbetween states of an IDLT that research attentionhas been given to the problem of estimating Markov chain. Most existingmethods the corresponding of such estimation are based on a formal model first discussedby Du Pasquier (1912, 1913) in the contextof disabilityinsurance. Fix and Neyman (1951) extended this Markov chain model to the study of recovery,relapse, death, and loss of patients,and Sverdrup (1965) studied estimation and test procedures for a threestate Markov chain model of disability similar to the modelof Fix and Neyman. The applicationof the threeparticipationwas state model to the study of labor-force suggested by Hoem (1970) and worked out in detail withnumericalestimatesforDanish data by Hoem and have needed Fong (1976). Such classical models,however, and all of them reassumptions, one or more restrictive to quired the forcesof transition be constantover time (age), at least withinthe smallest time (age) intervals approach, Rogers considered. Using a quite different models (1973a, b, 1975) applied increment-decrement migration.Rogers's estito the study of interregional mation methods used rates other than occurrence/ exposure rates, however, and could not accommodate duringan age interval. multiple transitions The present article presentsa fullydeveloped, interfor nally consistentgeneral algorithm estimatingIDLT models based on substantiallyless restrictiveassumptions, in that the models are completelytime inhomogeneous and fully reflectall the observed rates. The is algorithm based on notionsdeveloped over the years and builds directlyon in the previouslycited literature the contributionsof Schoen (1975a) and Rogers and however, Ledent (1976). Both the latter contributions, deal with limited aspects of the algorithmdeveloped in treats the the presentarticle. Schoen (1975a) primarily estimation of the (finite-age-interval)survivorship columns for each table in the IDLT from observed rates, while Rogers and Ledent occurrence/exposure (1976) deal primarilywith derivinga matrixestimator of "interstate transition probabilities" from a linear versionof the Schoen (1975a) algorithm.Not only is it of not clear what the parametriccounterpart the latter instantaneousprois-because the underlying estimator cess is not specified-but the Rogers and Ledent (1976) related to observed occurestimatoris inconsistently rates (cf. Schoen 1977a). rence/exposure in These deficiencies eliminated the presentarticle. are First, we (a) specify the general, discrete-state,continuous-time Markov process model that underlies equationsgoverning IDLT's, (b) lay out the Kolmogorov flow this process,and (c) derive the finite-age-interval the equationsof Schoen (1975a) from Kolmogorovequations.Second, after (d) relatingthe flowsto occurrence/ exposurerates of movementand to person years lived forcesof transition, definedin terms of the underlying the Rogers and Ledent (1976) estimator we (e) integrate into a linear survival functionversion of the present

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1. Summary the Principal of SymbolsUsed

Symbol taAb, Interpretation For any functionA 1 Left superscript a represents the state of origin or the state in which the function resides Defined by Equation(s) (3.1), (4.12), etc. Boundaries

2. Right superscript represents stateof destination b the 3. Rightsubscript represents age involved, the age at x the or the beginning the interval of 4. Left subscript represents width theage interval the t of (4.12),(4.13),etc. (6.7), (6.14),etc. (5.3) (4.10) and (4.11)
20;
20

A
a[A],+t

for The estimator A Forsymbols e, e, L, and T, the value of thefunction statea at in d, thatthereare no entries state age x + t underthe assumption to a after x (used inderiving probabilities) f age The numberof transfers from state i to statej betweenthe ages ofx and x + t The numberof transfers from statej to statek betweenthe ages of x and x + t by members the closed group of personswho of werein statei at age x The number personsinstatei at exact age x of The number transfers of from statei to statej at the above age x The number personsin the closed group of those in statei at of exact age x who werein statej at exact age x + t The numberof transfers from statej to state k at or above exact of age x + t by members the closed group of personswho were in statei at age x The number person-years (in one year)instatei between of lived the ages ofx and x + t The numberof person-years lived in statej betweenthe ages of x and x +t by membersof the closed group of persons who werein statei at age x The life-table oftransfer rate from statei to statej between ages the ofx and x + t The life-table rate of transfer fromstate i to statej betweenthe ages ofx and x + t bythose in statek at age x The observedpopulation rateof transfer from statei to statej betweenthe ages ofx and x + t The average number transfers of from state one to state two per from the person transferring stateone to statetwobetween ages of x and x + t
The p probabilitybeing in state i at ages x and x + t

tidix
tiidkx

[iej

if' if jx ijex+t
ijkx+t

(5.3) (6.7) (3.2) and (4.8)-(4.11) (4.6) (5.5) (4.13) and (4.14) (6.13) (4.12) (3.1), (4.12),and (5.4) (6.16)

20

?0

tiLx tijLx

?0
?0

tkimix

?0
?0

tiMjx

tjMjx IN2

?0 ?1

tipix
tiq'x

(6.5)

>0; ?ti6i; >0;

,tiTi

of from statei to statej betweentheages Thep probability transfer ofx and x + t livedin statei at and above age x in The number person-years of one year The forceof transition from statei to statej at exact age x The f probability a personin statei at age x willmoveto statej that between ages ofx and x + t the that The 7 probability a personin statei at age x willbe in state] at age x + t The Markov transition matrix ages x to x + t for probability

(6.5) Section 7 Table 2; text, (2.2), (4.6),and (5.2) (6.6) and (6.8) (2.1) and (3.2) (4.2)

tifx; ?t,ir'x

iTx

?0

igjx tifix
ti'7rix

?0 -0; <1 ?0; <1 Allelements are X7probabilities.

trIZ

are to explicate the models and methods,to relate them tinuous-time Markov process model corresponding a to to existing work, and to exhibit their application to k-table IDLT, we begin by assuming that the statedemographic data. space Q of the process has k + 1 states, where k is a positive integergreaterthan 1. One of these states, the 2. SPECIFICATION THE MARKOV OF CHAINMODEL (k + I)st, will be assumed to be an absorbingstate. A To specifythe time-inhomogeneous, finite-space, con- k-table IDLT contains an implicit absorbing state of

764

Journalof the AmericanStatisticalAssociation,December1979 1larkov chain model specifiedin the precedingsection. By occurrence/exposure rates, we mean rates of the form
01ij = tiDZix ' ipx t x

death that simplybecomesthe (k + 1)st state in the corMarkov model. At least two of the remaining responding in k states of Q will be assumed to intercommunicate from, to, orderto ensureincrements as well as decrements some states of the model. On the state space Q, we definea stochastic process parameterx {S(x): x > 0}, where the continuous-time we denotes the exact age attained. For simplicity, will assume that the IDLT's to be modeled do not record durationof residencein the states of the model in addito it tion to age. Therefore, is sufficient defineS(.) as a process. (It is well known iMlarkov time-inhomogeneous that, for many empiricalprocesses,the transitionprobabilities depend on duration of residence in a state as it well as on age. Therefore, mightseem appropriateto deal directlywith the more general problemof relating IDLT's indexed by both age and durationtime to semiMarkov processes. Althoughthe general algorithmpresented hereincan be extendedto that case, the present article is already very long and complicated.Moreover, the models developed are of morethan mereintellectual They can be applied to processesforwhichdurainterest. are negligibleor for which cohort data are tion effects available; see the relateddiscussionin Section 7.) assumed absolutely conThe transitionprobabilities, tinuous,are
ti7rjx

j,

i= 1,..,k ,j = 1,...,k + 1,

(3.1)

= prob {S(x + t) = jjS(x)

= it,

(2.1)

wherewe adopt the "halo" notationof actuarial theory. These 7r probabilitiesconditionon occupancy of a given as state at age x. Consequently, notedin the introduction, they cannot be estimated by quotients of ordinary t functionsin an IDLT. This contrasts with the usual quotient estimates of survival (p) and death (q) problife-table abilities in single- and multiple-decrement theory.For this reason, we use the 7r notation to distinguish these conditional probabilities from straightforward applications of p and q probabilities to an context. increment-decrement of To complete the specification the Markov model, of we assume the existenceand continuity all forcesof intensities) transition(transition
-

where tiDixdenotes the numberof transitions moves or fromstate i to state j of the state-space Q occurring among membersof the population who are age x to x + t duringthe period of observation, and tiPxdenotes the average numberof personsin the population living in state i duringthe observationperiod. We assume that such rates are available for a sequence of age intervals [x, x + t) that partition age range [xo,xt,).This is the an usual data situationprovidedby vital statisticsagencies, and we seek to estimate the transitionprobabilitiesof the Mlarkov model specified withinthat context. It may be noted that Rogers (1973a, 1975), working in the area of migrationwhere no vital statisticsexist, developed a methodfor estimatingtransitionprobabilities by using rates otherthan occurrence/exposure rates. Because occurrence/exposure rates of the form of (3.1) do not constitutea set of individual-level observations at two or more time points,it is impossibleto use standard methods for estimatingthe transitionprobabilities (e.g., the methodsgiven by Andersonand Goodman 1957). M\loreover, is clear that the logical strucit ture of occurrence/exposure rates (3.1) differs fromthat of transition probabilities(2.1), so that the former cannot be taken as directestimatorsof the latter. A traditional approach is to take age-specific occurrence/exposure rates as direct estimatesof the forcesof transition within intervals age (e.g.,Fix and Neyman1951; Sverdrup 1965). This method requiresthe restrictive assumption that the forcesof transitioncan be represented conby stant parameterswithin age intervals. In contrast,we proposeto apply the observedoccurrence/exposure rates to the life-table population to generateestimatesof the transitionprobabilities. Therefore,we define the estimators
-

x+t

iy j

y1

k+

(3.2)

where jfx+, denotes the estimated number of persons in the closed group of those in the life-tablepopulation ,t = lim (2.3) who werein state i at age x who will also be in state j at T -A age x + t, and itxdenotes the estimatednumberof persons in state i at age x (cf. Hoem, 1970). The definition where we again use the halo notation. Finally, in order to rule out empiricallyunrealisticinstantaneousstates, in (3.2) holds forall values of i and j, 1 < i, j < k + 1, almost surely includingcases in which i = j. Because the numerator numberof transitions we postulate a finite of the rightside of (3.2) is a subset of the denominator, in any bounded age interval. tiJxmust be bounded by 0 and 1. It is clear that

l' = lim

i - j,

(2.2)

THE TRANSITION PROBABILITIES 3. ESTIMATING

iix = its, i = 1,..., k + 1,

(3.3)

Within the context of observed occurrence/exposure because the number of persons in the closed group of rates as empiricaldata, we now turn to the problemof those in state i at age x is the same as the numberof of probabilities the personsin state it at age x. obtainingestimatesof the transition

for Schoen and Land: Algorithm Estimating Increment-Decrement Tables Life

765

occurrence/expo- The firstequality in (4.4) followsfromexpanding the In brief,we propose to transform sure rates into estimates of transitionprobabilitiesby matrix product in (4.3). The second equality requires applying such rates to the life-table population. It the use of should be noted that, in order for these estimatorsto i _ Ej j (4.5) iiA yield statisticallyconsistentestimatorsof the transition jF6i probabilities,an assumption,stated at the end of the which follows from our specifications(2.2) and (2.3). next section,is necessary.This assumptionensuresthat The thirdequality in (4.4) followsfromuse of the parathe structureof the real-worldpopulation, fromwhich metric of counterpart definition (3.2) and the assumption the rates are computed, is similar to that of the life embodied in (4.6). That assumption relates the forces table. definedin (2.2) and (2.3) to the survivalfunction the of FUNCTIONS THE SURVIVAL 4. ESTIMATING IDLT by corresponding Althoughwe have indicated in the precedingsection ii.jx if+t that the transitionprobabilitiesof the Markov chain lAx= lim tI o tt model specifiedin Section 2 can be estimatedby apply-1 d rates to the coring observed occurrence/exposure - __i, j 1, .. ., k + 1, i 5 j, (4.6) "ij respondingIDLT population, we have not yet derived of of estimators the survival functions the life table. To denotesthe total numberof moves fromstate do so, we firstcollect the transitionintensitiesdefined whereiifjx i to state j at ages x and above in the life-table populain (2.2) and (2.3) into a (k + 1) by (k + 1) matrix tion made by membersof the closed group of those who k+ were in state i at age x and ii"4 denotes the numberof persons of the life-tablepopulation in state i at age x. | 2p2Z+T * * * 2y1 + we Similarly, assume (4.1)
'A 1l+7 1JA2 +X+T ... * * x+Px

Z+T

k+l

X+T

k+12X+12+

. . .

/ k+1Ak+ X+T

and we use this matrix togetherwith the (k + 1) by probabilities (k + 1) matrixof transition

17i 'ttXt t27rl 17X t27r2x . . . . .,. t17rk+1 x t27rk+1z x

Ax

lim

tdo

ittx.t

-1 d =d_ sii
iifxdx

i=1,

...,/k+1

(4.7)

In words, (4.6) and (4.7) assume that an arbitrarily closed subgroupof the life-table population is characterized by the instantaneous forces of transitionof the . . . ' tk+1 tk+lrk+lxJ X tk+l7r2x Markov chain. Fundamentally,in the limit,our model assumes that there can be only one forceof transition equations to write the Kolmogorov forwarddifferential betweenstates i and j at age x, and (4.6) and (4.7) are of the Markov chain at time (age) x + r as expressions extending that assumption to arbitrarily = . (4.3) formedsubgroupsof the life-tablepopulation. Finally, : the fourth fromcancellationand equality in (4.4) follows simplification. For fixedx, the partial differential operator in (4.3) Equations (4.4) can be used to derive a general becomes an ordinarydifferential operator,and we obfor the IDLT corresponding the to algorithm estimating the equations governing instantaneous tain the following Markov chain governedby (4.3). First,multiplication of probability, rate of change in the conditionaltransition the (4.4) by ii"xyields the following equation governing theagesofx and x + t TiXni, between instantaneousrate of change in iifx+?, the number of kc+1 d personsof the life-table populationin state i, i =1,..., T7 X I.4 X+T + E T7rjX .X+T (T irX) k + 1, at age x + r out of the original numberwho were k+1 k+1 in state i at age x: + E Tr j x+T = - E 7rtiX x * JX+r k+l d d k+l d isi isi
t2irI 2x

(4.2)

3$i

L 2jxI4+

dr

ii+

j.i dr

-iifjX+

j6i dr

i+T

(4-8)

dT Jt[t [4t+rl_i iii

k+ 1

+ E~ idx

d i " d i kx+T

Lix+r][j dr "iJL Edi

1
jtX+Tj X+

Integration (4.8) withrespectto r over all higherages of foreach nonabsorbing state i yields

k+1

+l 1 di"4ix- 'f+ d i-,..,+-

ii =

k+1

k+1~~~~~~~~(44

. 4.x+T

isi

zitix _Eijfix,i1
jHi

k+1

... k .(4.9)

In words, (4.9) says that the numberof personsin nonabsorbingstate i of the Markov chain (or, equivalently,

766

Journal the American of Statistical Association, December 1979

In our notation,the carets indicate an estimatedfunction, tiimh^ denotes the occurrence/exposure rate of transferfrom state j to state h of the (parametric) IDLT betweenthe ages of x and x + t forthose in state i at age x, and tijLx representsthe numberof personyears lived in state j between the ages of x and x + t by personsin the life-table populationwho were in state i at age x. Equation (4.12a) relates the occurrence/ exposure rates in the estimated life table (i.e., the tij&hh) to the observed population rates. Some assumption is needed to relate the age compositionof the lifetable population,withineach age intervaland each lifestatus subgroup, to that of the real population from which the rates are observed. In strictestterms, the Markovian assumption that movementdepends solely on present state and age applies only to the forcesof transition;hence we definetijmhx in (4.12b) in termsof

the numberof persons living in table i of the IDLT) at age x is equal to the total numberof futureexits less the total number of futureentrants.Since all persons eventuallyenterthe absorbingstate (i.e., die), this is a betweenthe Markov necessaryconditionforconsistency IDLT. chain model and the corresponding Next, we integrate (4.8) with respect to r between state i to obtain ages x and x + t foreach nonabsorbing the flowequations iif+t = 4iwhere
tiidix =
k+1

jis

tiidix E ttijdix +
j#i

k+1

i =l,1 ...,I k, 1(4.10)

iipjx ii-X+t

table i (state i) fromi represents numberof transitions the to table j (state j) betweenthe ages of x and x + t in andjjshx+. Data areusually available populanot on the Markov chain that has i4 as the entirepopulationof i]4x+, tionsor movements personswho werein a givenstate for thesystem age x. For j 5 i, ijt'x = 0, so thattheflow at at a given exact age. Furthermore, relativelyshort for are of the form equations time intervals, the tiMhx movement rates provide a k+1 k+1 mostsuitable substitute the tijMhx. Hence, in (4.12a), for E tiijdh + E (4.11) we revert to the rate defined in (3.1) and employ a ihdix Xi4t+= h h kltable version of the standard sectionally stationary where assumption or ordinary single-decrementlife-table tiijdh = i -jh _ ij4h +t that is, that withineach age intervalthe observed theory, While ij4 is 0, ijfhx is generallynot zero, as it represents populationis assumed to have a stationaryage distributhe total numberof transitions fromstate j to state h tion. (Keyfitz1968 has shown that this assumptioncan to at ages x and above in the IDLT corresponding the be replaced with a sectionallystable premise in singleMarkov chain where i4t is the total population of the decrement theory, and Preston, Keyfitz, and Schoen system at age x. Equations (4.10) and (4.11) modify 1973 extendedthat workto includemultipledecrements. thegeneralflow equationoftheSchoen (1975a) algorithm Our estimators (3.2) remain consistent under both forestimatinga k-table IDLT bv includingonly those assumptions.) incrementsand decrementsthat pertain to the closed The third subset of equations includes k person-year subgroup of those who are in a given state at age x. equations that expressthe tijLxin termsof the number from of personsin the jth life-table Because flowsinto the dead state can be inferred populationat certainexact the flowsof the other k states in an IDLT by a trivial ages near the intervalor in termsof such numbersand identity, (4.10) and (4.11) reduce to k flow equations the rates of transition.For instance, if the estimated in each of the closed subgroups,one for each of the k numberof person-years lived in table j during an age livingstates, at each age x. These k equations, or, more intervalby those in table i at the beginning the interof are precisely,theirestimatedcounterparts, one of three val is approximatedby a simple linear combinationof subsets of equations that compose our algorithmfor the boundaryages, that is, if estimating the k-table IDLT correspondingto the (k + 1)-state Markov chain specifiedin Section 2. In [jt_=2 x + MX+I], (4.13) 2 contrast to earlier work by Rogers (1973a, b, 1975), these equations relate the openingand closing "stocks" of survivorsto the movements ("flows") between the then the k2+ 2k estimatingequations for each age x the states of the model and hencedo not restrict number and initial state i can be given an explicit algebraic of moves an individualmay make withinan age interval. solution,and this solution is displayed in the next secAs a second subset, we have k2orientationequations tion of the article. On the other hand, if the estimated in numberof person-years the intervalis calculated by of the form a more sophisticated numerical integration formula, forexample,the cubic h =h (4.12a) tMh=
A

withthe parameter
t?mx=

tiLx=

-2E ix + ijtx+t]+ - [iix_t

iMz+2t] , (4.14)

?i$tyh+d/

z'4+rdr .

(4.12b)

then a computerized recursion solutionof the estimation equations iS necessary.

for and Land: Algorithm Estimating Increment-DecrementTables Schoen Life

767

In summary, our estimation algorithm consists of and (4.10) and (4.11), (4.12), and either (4.13) or (4.14) (or _ = iitj + - (iit . (5.1) iitxsome suitable alternative). Combined they produce t k2+ 2k (or more) estimating equations that can be solved forthe numberof personslivingin table j (state Thus, the forceof transition iM3xr is given by (4.6) as j) at age x + t who also were livingin state i at age x. 1 d The solution yields ijtx+,,because everyonein the subsystemwas requiredto be in state i at age x. From the ~~ associated witheach of thek possible k setsof itifunctions ~~Iix - -itx ifxt choices for initial state i, all the quantities definedbe4X+T dI and the transition fore,includingthe forcesof transition (1/t) E$$tj ii43 ]j probabilities,can be estimated. Explicit algebraic exfor pressions estimatesof the forcesdepend on the choice iitx_ (,rlt)(Oit,_ iit +t) formulasused to estimate the numberof of integration tiidix lived in each life-tablestate. Some special person-years t* (5.2) t4x - T7ii4x - 4it4+tl cases are discussed in the next section.
I X+T
.+

iitTd

5. THREESPECIALCASESOF THE ALGORITHM ESTIMATION

The estimation algorithmsketched in the preceding two sectionsis verygeneral,and it can be applied to the estimationof particular models that vary in terms of of numberand configuration states and in termsof the specificationof the functionalform of the transition intensities(or, equivalently,in termsof the specification of the integrationequations for the numberof personyears lived in each state). In this section, we discuss three such special cases. First, in Section 5.1, we treat a three-statemodel with force functions (or, equivalently, piecewise-hyperbolic survival functions).For this model, we piecewise-linear estimatorsof the forcesof transition, give closed-form and transition survivalfunctions, functions, person-year probabilities.Althoughthe latter are scalar expressions of of the Rogers and Ledent (1976) estimator the transition probability matrix for the (k + 1)-state linear 1i = 1i + t2d1X Id2X I3X , (5.3a) of model treated in Section 5.2, the structure the scalar estimatorsprovides insightsthat are lost in the general and matrixexpression.Finally, in Section 5.3, we show that = 2^ + tld2x-2 -dl 2^ (5.3b) the classical constant-forcesmodel and estimation can be viewed as a special case of the general where'40and 240are knownconstants(initialconditions) algorithm presentedin this article. algorithm and the tidixrepresentthe number of transfersfrom state i to state j betweenthe ages of x and x + t; four equations of the form Force orientation Model With Piecewise-Hyperbolic 5.1 A Three-State Functions) Survival (or Functions Piecewise-Linear iM' = thi (5.4) iL x , h, i = 1, 2, j = 1, 2, 3; First consider the estimation of the three-state by Markov model,diagrammedin the figure, use of the equations of the form of linear integration(4.13) specification our estimation and two person-year is We claim that this specification equivalent algorithm. t i = 1, 2 . tiLx= - (it + ifx+t), (5.5) of to a piecewise-hyperbolic specification the forcefunc2 tions of the model. To verifythis, considerthe application of (4.13) to the age interval [x, x + t). Then, for Equations (5.3) to (5.5) yield the solutions 0 < -r < t, (4.13) implies a uniform distribution of (t/2) t'M'(P/Q)] or decrements, that Gx1- (t/2)'M ' - U
ii+=

As the finalequality in (5.2) is of the forma/(b + c-r), it is clearly hyperbolic,and because the age intervals are assumed to partitiona total age range, this implies that the repetitionof (4.13) throughoutthe age range is equivalent to the specification piecewise-hyperbolic of forcefunctions. The expressionfor i,4jx+, (5.2) is not in restrictedto the three-statecase, but is generallyapplicable underlinear integration. In the three-stateMarkov chain model of the figure, thereare two states, 1 and 2, betweenwhichindividuals flow according to the age-specificintensities l,u2x and 2j.t'x. Moreover, from each of these states, individuals may die or flowinto the absorbingstate 3, accordingto the age-specificforces A x and 2M3x. This specifiesthe Markov chain model correspondingto a two-table IDLT system. The latter system can be estimated, according to the Schoen (1975a) linear integration of algorithm, a systemconsisting two flowequations by of the form

ii4

_ (t

2t

[14

(t/2 ='

'4$.t.[(t'M'x)/Q1 + +t/2-' (P/)_ (5.6a)

768
where t 2 t 2 t

1979 December Association, of Statistical Journal the American

wherethe subscriptst and x are omittedfromthe iMix to simplify the notation. Using (5.6), we similarlyhave
-

1 + - t2M%, +

and
A

t2MIx,

Xr

12 4+t

tt.M2'

? 11LX (t/2) tM2X 4ElM32[l1- t2M3X - (t/2)t2M'L]

[1

1+ (t/2) .2M'+ (t/2) .2M1 1+ (t/2) 'M3+ (t/2) .-M2( 1+ (1/2).M3 A \+ (t/2) 2M3+ (t/2) .2MX (5.13)

? + (t/2)t2M% (t/2)2Mtx]

(5.6b)

which originallyappeared as equations (9) and (10) in Schoen (1975a). Because the model of this subsectionis force functions, specifiedto have piecewise-hyperbolic solutions of our general (5.6a) and (5.6b) are exact estimation algorithm. They provide estimates of the in survival functions the sense that the observed transferrates represent only one realizationof the underlying stochasticprocess. To estimate the correspondingMarkov chain, we modifythis algorithmin the manner indicated in the precedingtwo sections. First, when if i = 1, 2, is assumed to be the total population alive in the estimated flowequations systemat age x, we obtain the modified + tidix- tiijx - tiid3x tx.- it (5.7) and
t = t
x- t -idx -t
,x

The total (parametric) probabilityof death for the l'x persons is the sum of the (parametric) probabilitiesof dying in states 1 and 2. Hence, we get the parametric equation
t 73 =13fx+

t3 =-e=

tlld3x

-1

t12d3x

(.4 (5.14)

as there is no movementout of state 3. When (5.9), (5.10), and (5.12) are used, the number of deaths in state 1 betweenthe ages of x and x + t of personswho were in state 1 at age x is estimatedby
tld3
=

t tM3z'*

L2

= -M3' * (t/2) [114+ 114+t] I1 t.1M3

(5.8)

1+ (t/2) .1M3+ (t/2) .1M2

1+ (t/2) 2M3

) (5.15)

orientation wherei 5z? j. Second, the modified equations are of the form
tiMh x = t -inh = j

i, j =1,

2 (5.9)

h=1,2,3;

The numberof deaths in state 2 betweenthe ages of x and x + t of persons who were in state 1 at age x is similarly foundby using (5.9), (5.10), (5.11), and (5.13) to be estimatedby
tl2d3.= t2M3
.

and, third,the modified person-year equations are of the form

t -Lx

J2L.

=-,'M3 . (t/2)(I2i^+12tz+,) ltZ-t1 + 1+ (12) ''+ (t/2) .M3+

[Et_ +

ii+t]

X i, j

1,

I\.+ (t/2) .2M3+ (t/2) .2M1)

(1 , (t/2) 1M2(
1 + (t/2) (t/2) 1+ (/2) .2M3+ .2M3 .2M11

(5.10)

The Markov transition probabilitymatrixis

t 7rx
tllx=

(5.16)

t'7r2
t272.

t7rx3 t23x

Substituting(5.15) and (5.16) into (5.14) yields

t.IM3+t.lM2 13 x Z-7r

t2i1r

(t'2).2M3
(1 + - (t/2) .2M3+ (t/2/2M1
1(M

t*M+t +1+

+/2).2M3

To estimatethe first row of tnx, we note that and ii4x= lx (5. 1la)

(t/2) .2M3+ (t/2) .2MI1 (5.17)

which completes the solution for the firstrow of the Markov transitionprobabilitymatrix. The reader can (5.11b) verify x= 0, that the sum of t r X in (5.12), t1r2xin (5.13), and whenllQxconstitutesthe total population alive in the t *3xin (5.17) is unity. Estimation of the second row of the transitionprobsystem at age x. Using conditions (5.11) and (5.6a), ability matrixproceedsin a manneridenticalto that for we obtain the estimator the first row, except that 2ex is assumed to be the total for population alive at age x. Consequently,expressions ,, t272 r and L2*3 in termsof the tiMix are foundthat t27rx 1 + (t/2) .2M3 . 1 - (t/2) 'MI - (t/2) .'IM2 are identicalto (5.12), (5.13), and (5.17) except that the ( 1+ (t/2) .a (t/2)\ 2M3+ M' superscripts1 and 2 are reversed.Once again, the estimated row probabilities sum to 1, and the survival .2M3+(t/2) *2M1/ ( 1+ +(t/2) algorithm estimatedaccordingto the modified functions (5.12)
,,z

for Schoen and Land: Algorithm Estimating Increment-Decrement Tables Life

769

(5.7) to (5.10) are related to those estimatedaccording assumed to apply, without affectingthe estimated to algorithm(5.3) to (5.5) by transition probabilitymatrixI*. The estimator of the transition probability matrix 4X tL+ + 'L + i ? j . (5.18) thus has a simple matrixalgebra expression(in termsof This completes the derivation of estimatorsfor the estimated occurrence/exposure rates) for a (k + 1)elements of the transition probability matrix in the state model under a piecewise-hyperbolic specification three-statelinear model. Note that the elementsof the of the force functions.Conversely,should the t*w be of otherbasic parametermatrix the Markov chain model, known or estimated by other means, the corresponding the Upx+T matrixof (4.1), can be estimatedby using, in IDLT can be calculated directly and the matrix of functions occurrence/exposure (5.2), the values of the survivaland decrement rates can be estimatedby sample from(5.7) to (5.10) that have beenestimatedfrom data. It is possible, of course, to formulateother estitmz (I -t1i'2) (2I + 2 tIIr).' (5.22) but intensities, a full consideramatorsof the transition is tion of these and theirsamplingproperties beyondthe 5.3 A Three-State ModelWithPiecewise-Constant scope of the presentarticle. Force Functions

ModelWithPiecewise-Hyperbolic The estimationof IDLT's on the assumptionthat the 5.2 A (k + 1)-State forcesof transitionare constant withineach intervalof ForceFunctions Piecewise-Linear (or age has been treated by Fix and Neyman (1951), Functions) Survival

Sverdrup (1965), Hoem and Fong (1976), and others. to The general or (k + 1)-state model corresponding The solution proceeds directlyfromthe defining differmodel of Section 5.1 is mostconveniently the three-state ential equations (4.3), and in the two-table (threeapproached by using matrixalgebra. Rogers and Ledent state) case, the resultscan be written as (1976) introduced matrix notation and expressed the equations as Schoen (1975a) flowand orientation
tx?t

= Ix-1M x t
t Lx

li14t

t(r

143

(5.19) and

r2-ri

12)erit

where
1t2

(ri +

143 +

12)er2t]

(5.23)

1tx=

where and
k+1

-r2 -ri

(er2t -

erlt)

(5.24)

k+t

tjk+1LX

r2

2(

241

343

:i+ [(143

+
142

142]

243

2A1)2

41-2.221]j)

jis
k+1

and
x

tMx

M2-t

j52

iAjx+ t-2Mjx -k+1M2

= ttMjx,

i = 1, 2

j = 1, 2, 3;

0< r< t

-lMk+l

_ t2Mk+lx

k+1 . . .

The person-years lived in each state can be found,without introducing additional assumptions,by integrating (5.23) and (5.24). The resultsare
A = 1A t 1LX ltx

tk+lMlx

jp'k+l

(r2 1(+

in formula (4.13) in the form Using the linearintegration

tPx = 2 (fx + 2

-- + 142) (erit-1) -_A ri (r2 - r)

(r, +
1-3

A3

142)

er2t

fx+t)

(5.20)

and
andL
12=

~~(r2 ri

p
r 4X -(26 r )
ri

5.5 (5.26)

theyrewrote(5.19) as
t=

(142r)
r2 ri

7
r2

[(I +

tMx) (I

- tMx [x= tHixti (5.21)

where I is the identitymatrixof order k + 1, and fti' is the transpose of the matrixdefinedin (4.2). Rogers and Ledent (1976) and Schoen (1977a) have also shown equations that the flowequations (4.10) and person-year (4.13) can be writtenin termsof 1 and 2 matricesinstead of vectors when orientationequations (4.12a) are

If (5.25) and (5.26) are taken as the person-yearequations, the constant-forces-of-transition approach can be viewed as a special case of the general solution being discussed here. In this instance,the assumptionsof the model are stated more conveniently termsof restricin tions on the forcesof transition ratherthan on the areas under the 4r curves, but the formerserve to specify the latter.

770

Journal the American of Statistical Association, December 1979

bilities,whichcan be definedformally by
ifT2+ t

FUNCTIONS 6. ESTIMATING OTHERLIFE-TABLE LINEAR MODEL IN THE THREE-STATE

Up to this point, we have confinedour attention to of withinone age interval. probabilities eventsoccurring There is no mathematicalreason, however,fornot continuingto follow the closed group of itx persons from x + t to age x + 2t to age x + 3t and so on. The probabilitythat a personin state i at age x will be in state j at age x + 2t (t being the unit age intervalon whichthe table is based) can be estimatedby

tipix

and
tiq}z5___

Z+t

is

(6.5)

The p probabilitiesrelate the numberof transfers from a state (or the number in the state at the end of an interval) to the numberin the state at the beginning of the interval. The second kind are the 7rprobabilities ijiz+2t and are definedby (2.1). The r probabilitiescompose 2tt*2$ =x ^-^(6.1) the Markov transitionprobability matrix and express i4x the probability that a personin a given state at a certain state at some later age. It is wherethe ijix+2t's are the estimatednumberof persons age will be in some specified to a in the life table who were in state i at age x and state j now appropriate distinguish thirdkindofprobability, j that a personin a givenstate at a certain linear the probability at age x + 2t. To estimate2ti7r in the three-state model, firstcalculate the survivorsto age x + t in the age will leave that state within a specifiedperiod of modifiedmodel (where the itx's are the only personsin time. We shall call these probabilities t probabilities, the system at age x) by using (5.12) and (5.13). Then and definethe parameter use those i4x+tvalues in (5.6) to solve forijtx+2t This procedurecan be continuedand (5.6) can be used tiX= [Eflx+i,'uiz+,dTr (6.6a) of to depict the experience the closed groupof it persons fromage x to the end of the table, as they are subjected withthe estimator to all the rates of transitionoperatingin the two-table (three-state) model. By so doing, several measures of 5=, tix =i (6.6b) on the effects the closed group of behavioral rates at ages afterage x can be calculated. First,the total number of person-yearslived by the closed group in state j where'Et]x+tis a memberof the closed groupof persons who were in state i at age x and remained in state i at ages x and above can be estimatedby throughage x + t, and t'Edljz represents the estimated 00 number of decrementsto state j fromthe 'Etj2 group = 1, 2 , i, j (6.2) ijTX tijL+8t; between the ages of x and x + t. Consistent with pre8=o in vious definitions (4.10) and (4.11), lived by the the where tijLx+8t, numberof person-years (6.7) t. persons in state j between the ages of x + st and [Edjx _= VLYx - iLEf]4+t, x + (s + 1)t, is calculated by a person-yearequation, where the estimatednumberof those iE]fx+trepresents such as (4.13). Then the expectationof total futurelife in the closed groupof persons who were in state i at age in state j fora memberof the closed group can be esti- x and who,upon first leavingstate i at or afterage x + t, mated by in moved to state j. The t probabilityof remaining the same state is estimatedby ijTz TX i, j = 1,2. (6.3) e34=

itz

The mean durationof stay in state j is estimatedby the lived in state j divided by total numberof person-years the total numberof exitsfromthe state, or

=jA

i4x

(6.8)

iE= ;z

ijTx
,ijt,+
A

iit3 x

, j = 1, 2,

i$ j

(6.4)

The estimation of t probabilities is straightforward, followingthe specificationof the flow equations, the orientation equations, and the person-yearequations, in as illustrated Sections4 and 5. In the two-tablelinear case, we have
A

It should be noted that the expected duration of stay calculated in (6.4) is not the average duration to first transfer of j, but the averagedurationbeforea transout of ferof any order.The estimation the mean durationto kind of firsttransferrequires the use of a different probability. So far,we have been talkingabout two distinctkinds of probabilities.The firstkind can be called p proba-

tl[d]2$
t=

= ; 1 + (t/2)*'M2 + (t/2)*'M3
t3
=

t. 1M2

~~~~~~~~~(6.9) (6)
(6.10)

1 + ft/2) 'M2 + (t/2)

l1J3;

for Schoen and Land: Algorithm Estimating Increment-Decrement Tables Life and
A

771

Then, we have the estimator

1 1 +

(t/2) 1M2 .

(t/2)

171M3

(t/2)*'M2

+ (t/2).1M3

tN2= tEd]2 and using (5.9), (5.10), (5.12), (5.13), and (6.6),

(6.16)

It can easily be seen that

t t2 + t't3 +
t''1V =

2M3+ .2M1 (6.17) In general,the t probabilitiesare identical to the probIn the two-table (three-state)linear case, it can be life abilities of an ordinarymultiple-decrement table or the probabilities that would prevail in the model if shownthat t1N2x= t2N' (6.18) to therewere no increments the table being considered. It can be shown that the set of probabilitiesof first and that t1*A2 1M22 to is transfer sufficient estimate IDLT rates. Under the = - *Mi (6.19) linear assumption,we obtain t 7r
t

(6. 12)

X2 x=

E-

1 1'2~~~ +

_.

. A,

tA?li

tm

= t[lt12E
12

i
tiA hx]
hp i

(6.13)

By using t probabilities,it is possible to estimatethe to transfer state j fora personin state mean age at first i at age x who will later move to state j. Denoting the by mean duration to firsttransfer {Ee]lixthe estimated mean age is
t E t${E]j2+s(x
00

x + [E] 3

8=0

+ st + (t/2))

(6.14)

E t'Ed]jx+8t
8=0

The probabilitythat a person in state i at age x will ever move to state j can be expressed in terms of t Because the probability of moving from state i to probabilities.In the two-table case, let state (-1), or state j betweenthe ages of x and x + t must be as great ''not 1,'' representeither state 2 or state 3. Then the as, or greater than, the probabilityof moving and reof probability ever movingfromstate 1 to state 2 is one mainingin state j throughage x + t, the relationships minus the probabilityof never moving into state 2 or betweenthe t and r probabilities must hold. Because a p 00 probability has the same denominatorbut allows en1 - I[ tl-2[Z+8t1 1'2trantsinto state i afterage x to augmentthe numerator, it must be at least as large as the comparable t or r - t1t-2x *t1t-2 [$+t].*t1t-2 [z+2t] . . . probability.Equations (6.20) and (6.21) are generally applicable, except that for increment-decrement models Elz+t + t'[dl3x) with more than two tables (three states), the second inequality in (6.21) will not necessarilyhold. In such + e By cm n[e+ti+t t hd p[b+t]lia cases, it is possible for iqj and itj to be smallerthan iri, as persons can move from state i to state j through J V lf[x+tl some intermediate state. (65 E[x+2t]+t + tl[Ed3 [2+2t]) e1 The relationship (6.20) can be analyzed further in in lf[z+2t] terms of the linear estimation equations. From (6.5) where the brackets in the rightsubscriptsindicate the and (5.6a) we get age at whichthe closed groupwas formed.
8=0

Both 1N2 and 2N1 deal with transfers per person transferring. Thus, it is reasonable that a person who has moved fromstate 1 to state 2 would be as likely to go back to state 1 and move again to state 2 as a person who has moved fromstate 2 to state 1 would be to returnto state 2 and then move again to state 1. It is also not unreasonable for the r probabilities of transfer between 1 and 2 to vary proportionately with the rates of transfer. To conclude this section, we examine the relationships betweenthe p, (, and r probabilities.By considering theirparametric it definitions, can be seen that in the two-tablecase ti? i >? tYx tiPix 2 (6.20) and x , i = j . tiqjx> titj > (6.21)

t28{ +{ in we can estimate the numberof transfers an interval per person transferring. Consider,in the two-tablecase, .6~~~~/ Art2 the closed group of personswho are in state 1 at age x. from state 1 to Let t'N22 be the number of transfers state 2 between the ages of x and x ? t, occurringto membersof the closed group, per person transferring. Equation (5.12) shows that tll
1 ^1 \1.t22\lIA
(

of estimates the t and 7r probabilities, By combining

[~~~~~~~

(+

+ (t/2) 2M3 (t/2)*2MI)

t.2MM
1+

+ (t/2)*2M3 (t/2)*2MI}

1+I/./nXI'

2M3+ .2M3 (t/2)

(6.22)

is the same as tP2

772

Journalof the AmericanStatisticalAssociation,December1979 tion of the model to actual data. Let us take the case of a two-table (three-state)system where a person in the systemis eithermarried (state m), unmarried(state u), or dead (state d). Table 2 presentssuch an IDLT model calculated by the linear method using cohort data for femalesin Sweden born in the period 1930-34. The data are the same as those employed by Schoen and Urton (1977) and use the experienceof the year 1973 to complete the cohorts' life history.The first tier of the table presentsan abridged life table for the birth cohort of 100,000 females,and it shows the number survivingto subsequent ages (TO), the estimated numberof personyears lived by the cohort at and above each age (TT)) and the estimated numberof person-years lived by the cohort at and above each age in the married (mT) and unmarried(UT) states. The observed rates of transition, mMu, mMld uMm, and uMd, also are shown. The reader can verify that = ? uO To mt.

of except that it lacks the 2fi/.1 termin the numerator (6.22). That term reflectsthe contributionof persons who were in state 2 at age x but move to state 1 before age x + t, and it never can be less than zero. Thus, to tVl5xwill be largerthan tw1rlx the extentthat personsin state 2 at age x are in state 1 at age x + t.

the same as t x, except that t' UX lacks the factor attached to the tlM2x term in both the numeratorand of denominator (6.22). That factor,which must be positive and has a maximumvalue of one, acts to reduce the effect the rate of transfer from state 1 to state 2 by the of fromstate 2 to state 1 "returnflow"of those who return beforeage x + t. The smaller the factorthe larger the returnflow,and the smaller the factor the larger the of numerator and the smaller the denominfator tlAlx. Thus, t'i x cannot be smallerthan t' 'x, and the extent to whichit is largerthan t't'x depends on the magnitude of the returnflowfromstate 2 to state 1. Finally, it can be seen that in the case of an ordinarymultiple-decre- and ment life table, where there are no incrementsto the TTx = mT + uT x (7.1) table and no returnflows,the p, 7r,and t probabilities The second tier of the table considers the married are all identical,as are theirsample counterparts. state. For each age, it shows the estimated number TO DISSOLUTION married(m), the estimated-rprobabilitiesof being in a 7. AN APPLICATION MARITAL given state at the next age shown in the table (mi? m,

Now,comparing (5.12) and (6.11) showsthat

tl1rAl

is

AND REMARRIAGE

rnu,

state and dyingduringtheinterval, estimated With the theoreticaland operational foundationsof married the in of the Markov processIDLT modelset forth the preced- t probability movingto the unmarried state withinthe ing paragraphs,it is appropriateto consideran applica- interval (mAt), and the estimated number of transfers 2. Marital-StatusLife Table, Females in Sweden, Cohort Born 1930-34
a. Aggregate Life Table forAll Persons Number of Persons at Number of Person Years Lived at and Above the Number of Person Years Lived in m at and Above the Age Shown (mt) 3,565,744 3,565,744 3,565,744 3,565,744 3,565,744 3,529,971 3,510,707 3,481,047 3,440,854 3,390,971 3,332,881 3,268,282 3,198,723 3,125,699 3,050,254 2,973,005 2,576,781 2,181,190 1,802,037 1,442,150 1,103,211 792,375 520,656 300,603 143,280 51,247 11,637 Number of Person Years Lived in u at and Above the Rate of TransferFrom State m to u
(rMu)

mfd)X

the probability transferring the unof to

Age

(x)

Age x

(Te)

Age Shown(Tt)
7,417,452 7,320,842 6,939,403 6,465,911 5,994,536 5,524,632 5,430,781 5,336,978 5,243,235 5,149,548 5,055,916 4,962,340 4,868,823 4,775,371 4,681,983 4,588,661 4,123,121 3,659,799 3,199,586 2,744,079 2,295,821 1,858,121 1,436,163 1,039,270 682,890 389,195 179,749

Age Shown(uT)
3,851,708 3,755,098 3,373,658 2,900,167 2,428,792 1,994,660 1,920,074 1,855,931 1,802,381 1,758,577 1,723,034 1,694,058 1,670,100 1,649,672 1,631,729 1,615,656 1,546,340 1,478,609 1,397,549 1,301,929 1,192,610 1,065,745 915,507 738,667 539,610 337,948 168,112

m to d
(mMd)

u to m
(uMm)

u to d (uMd)

0 1 5 10 15 20 21 22 23 24 25 26 27 28 29 30 35 40 45 50 55 60 65 70 75 80 85

100,000 96,062 94,939 94,458 94,092 93,870 93,831 93,775 93,711 93,662 93,602 93,551 93,483 93,420 93,355 93,290 92,926 92,403 91,682 90,521 88,782 86,298 82,485 76,272 66,280 51,198 32,580

.000000 .000000 .000000 .000000 .003191 .007144 .009893 .011612 .010814 .010983 .011279 .011395 .011656 .010437 .009917 .009264 .011609 .013179 .012014 .012507 .017602 .025512 .039434 .059783 .089778 .126430 .171942

.000000 .000000 .000000 .000000 .000665 .000220 .000582 .000391 .000343 .000519 .000469 .000472 .000427 .000616 .000569 .000618 .000898 .001284 .002122 .003359 .005092 .008225 .014042 .025723 .048466 .082431 .153682

.000000 .000000 .000000 .000000 .033278 .134771 .174481 .199203 .222593 .221969 .226296 .206438 .180675 .159834 .148415 .091324 .033658 .019438 .013481 .007286 .003105 .001201 .000494 .000203 .000094 .000045 .000000

.040764 .002944 .001015 .000776 .000457 .000463 .000608 .000890 .000726 .000856 .000727 .001446 .001544 .001066 .001288 .001724 .002478 .002888 .004158 .005491 .007105 .010504 .107660 .029869 .052667 .090402 .133160

Life Increment-Decrement Tables for Schoen and Land: Algorithm Estimating

b. Married (m) Numberof Currently Married Persons at Age x (m?) That a Person in m Will, aProbability at the Next Age Shown, Be in m (mm) Be in u
(m7U)

773

Age (x)

Be in d
(mfd)

Be in d Via State u

Probabilityof Moving From m to u During the Interval (m(u)

Number of Transfers From m to u per Person Transferring

(nNU)

15 20 21 22 23 24 25 26 27 28 29 30 35 40 45 50 55 60 65 70 75 80 85

10

0 1 5

0 0 0 0 14,309 24,219 35,100 45,285 54,479 61,701 67,499 71,619 74,428 76,462 78,037 80,452 77,784 73,877 70,078 65,497 58,837 49,851 38,170 24,759 12,055 3,789
0

1.0000 1.0000 1.0000

1.0000

.0000 .0000 .0000 .0146 .0067 .0091 .0105 .0097 .0098 .0101 .0103 .0106 .0096 .0092 .0368 .0517 .0603 .0556 .0583 .0812 .1143 .1664 .2291 .2947 .3387 .0000
.0000

.0000 .0000 .0000 .0033 .0002 .0006 .0004 .0003 .0005 .0005 .0005 .0004 .0006 .0006 .0032 .0047 .0066 .0108 .0170 .0255 .0409 .0693 .1231 .2189 .3473 1.0000
.0000

.0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0000 .0002 .0003 .0004 .0006 .0008 .0014 .0030 .0073 .0171 .0388 .0766 .5280
.0000

.0000 .0000 .0000 .0158 .0071 .0098 .0115 .0108 .0109 .0112 .0113 .0116 .0104 .0099 .0452 .0563 .0636 .0580 .0601 .0833 .1176 .1739 .2463 .3336 .4153 .5280
.0000

1.0000 1.0000 1.0000 1.0006 1.0002 1.0004 1.0005 1.0005 1.0005 1.0006 1.0005 1.0005 1.0004 1.0003 1.0042 1.0022 1.0015 1.0009 1.0005 1.0003 1.0002 1.0001 1.0001 1.0000 1.0000 1.0000
Number of Transfers 1.0000

.9821 .9931 .9904 .9891 .9900 .9896 .9895 .9893 .9889 .9898 .9902 .9600 .9436 .9330 .9335 .9247 .8932 .8448 .7643 .6479 .4864 .3140 .0000

c. Unmarried(u) ProbabilityThat a Person it) u Will, Age (x) Unmarried Persons at Age x (u?) Be in u
(u*~$u)

at the Next Age Shown, Be in d Via Be in d Be in m State m (U*Ad) (um)

Probabilityof Moving From u to m During the Interval(u?m)

From u to m per Person Transferring

(UZNm)

0 1 5 10 15 20 21 22 23 24 25 26 27 28 29 30 35 40 45 50 55 60 65 70 75 80 85

100,000 96,062 94,939 94,458 94,092 79,561 69,612 58,674 48,426 39,183 31,901 26,052 21,864 18,993 16,893 15,253 12,474 14,618 17,806 20,443 23,285 27,461 32,634 38,102 41,521 39,144 28,791

.9606 .9883 .9949 .9961 .8456 .8738 .8397 .8191 .8001 .8005 .7971 .8126 .8339 .8518 .8614 .6294 .8383 .8970 .9173 .9391 .9508 .9435 .9134 .8603 .7670 .6312 .0000

.0000 .0000 .0000 .0000 .1521 .1258 .1597 .1801 .1992 .1987 .2022 .1860 .1647 .1472 .1374 .3630 .1500 .0890 .0624 .0340 .0143 .0054 .0021 .0008 .0003 .0001 .0000

.0394 .0117 .0051 .0039 .0024 .0004 .0006 .0008 .0007 .0008 .0007 .0014 .0015 .0010 .0012 .0076 .0117 .0140 .0203 .0269 .0348 .0511 .0845 .1390 .2327 .3687 1.0000

.0000 .0000 .0000 .0000 .0003 .0000 .0000 .0000 .0000 .0001 .0000 .0000 .0000 .0000 .0000 .0006 .0003 .0003 .0003 .0003 .0002 .0001 .0001 .0000 .0000 .0000 .0000

.0000 .0000 .0000 .0000 .1534 .1262 .1604 .1811 .2002 .1997 .2032 .1870 .1656 .1479 .1381 .3704 .1543 .0921 .0646 .0353 .0151 .0058 .0024 .0009 .0004 .0002 .0000

1.0000 1.0000 1.0000 1.0000 1.0006 1.0002 1.0004 1.0005 1.0005 1.0005 1.0006 1.0005 1.0005 1.0004 1.0003 1.0042 1.0022 1.0015 1.0009 1.0005 1.0003 1.0002 1.0001 1.0001 1.0000 1.0000 1.0000

in as procedures described text. (1977).Calculation Schoen and Urton Source: Data from

to the unmarriedstate per person transferring u The table was calculated by using the linear integra(mNU) The third tier of the table presentsthe corresponding tion formulas derived in the earlier sections of the for article. For the highest (85 years and over) age group, figures the unmarried state.

774

Journal the American of Statistical Association, December 1979

All Persons(Ti) Married Persons(me)

modified werenecessaryand werederivedalong values are formulas the lines describedin the Appendix to Schoen (1975a). The resultantestimationequations were the following:
Age 20 30 50 80
/ "lL85 =
145

Table 2 Schoen/Urton Table 2 Schoen/Urton 93,870 93,290 90,521 51,198 93,861 93,283 90,504 51,021 14,309 78,037 70,078 12,055 14,523 78,019 70,178 12,208

2M3

1M3 +

M221
\2M3 + 2M 1

0012d385 oo2dS=

= o ooL85
1 ^

/1M2.2M3

2M3 + 2M1)

iEL]85=-8
'0
oo 285

M3+ 'M3
1M2

=1M2

+ 1M3

and
1185.
01XV2 oo285
-

iLL]85. _ 001M285

1M285

_~~~~~~~~~0 /2M3
1M3 + 1M2

1M3 + 1M2

N185

(7.2)

+ \2M3

2M1)

The IDLT modelof Table 2 can be extendedin several directions.Additional marital statuses could be recognized (widowed and divorced). Lacking those statuses limitsthe scope of the table, but has only a small effect on most values when compared with the marital-status life-tablemodel forSwedish females,cohortborn 193034, that was prepared by Schoen and Urton and that the statuses:nevermarried, recognized following married, widowed, and divorced. Both tables showed a life expectancyof 74.2 years. Schoen and Urton found .480 of the total lifespan was lived in the married state; of Table 2 implies a proportion .481. Other comparable

Because it is well known that the probability of divorceand remarriage depends not only on age but on duration in the relevant state (e.g., Jones 1962; Land 1971; Schoen 1977b), a doubly indexed IDLT (or semi-Markovmodel) mightseem to be moreappropriate to model marriageformation and dissolution. Ignoring duration effects may introducesignificant distortions in singly indexed IDLT's based on data froma one-year period, as the duration composition of the observed population may be very different from the implicit durationcomposition the table. When cohortdata are of used, however,ignoring duration effects not likely to is be of consequence. The model reflects the experienceof a real group of persons. Thus, at each age and within each marital status, the duration composition of the model will be the same as the duration compositionof the actual population,and that de facto standardization for duration will minimizethe errorinvolved in failing to recognizedurationexplicitly. Because period data for the year 1973 are used for ages over 40, the results in Table 2 are less realistic at those ages. It should be noted, however,that most marriagesand divorcesoccur earlierin the lifecycle. The linear methodof (5.10) was used in the calculation of Table 2 largely for reasons of convenience. in Differences the survivorshipcolumns of the IDLT betweenthe linear assumption,the cubic assumptionof (4.14), and the exponential(or constantforcesof transition) assumption of (5.25) and (5.26) are shown in Table 3. To accent the differences between the three approaches,we begin with the linear methodvalues for

3. A Comparison of Survivorshipf(f) Columns Under AlternativeMethods of Increment-DecrementLife-Table Construction,Using Data for Swedish Females, Cohort Born 1930-34
Number Married (me) Age Cubic Method Linear Method Exponential Method Cubic Method 100,000 Number Unmarried(ue) Linear Method 100,000 Exponential Method 100,000

30 35 40 45 50 55 60 65 70 75 80 85

78,037 80,137 77,485 73,620 69,853 65,285 58,630 49,644 37,970 24,617 12,094 3,802

78,037 80,452 77,784 73,877 70,078 65,497 58,837 49,851 38,170 24,759 12,055 3,789

78,037 80,406 77,757 73,861 70,070 65,494 58,842 49,876 38,251 24,977 12,526 4,413

15,253 12,793 14,920 18,063 20,665 23,492 27,660 32,825 38,265 41,577 38,952 28,683

15,253 12,474 14,618 17,806 20,443 23,285 27,461 32,634 38,102 41,521 39,144 28,791

15,253 12,520 14,646 17,820 20,450 23,287 27,453 32,606 38,017 41,307 38,740 28,450

NOTE: The "cubic" values forage 85 were calculated by the linear method.

for Schoenand Land: Algorithm Estimating Increment-DecrementTables Life

430.

775

While all three methods produce roughlysimilar probability of about 6 percent that she will be unon there are differences the order of marriedfive years later. A marriedfemale in her early results,frequently several hundred persons between corresponding 4 twentiesis estimated to have about 1 chance in 100 of values. Because the cubic method makes use of more being unmarriedone year later. The t probabilityof information than the other two, its values for ages 30 movingfrom marriedto unmarried,mVu, appreciably is to 80 are probably somewhat more reliable. In both larger than the corresponding probability,reflecting ir the marriedand unmarriedtables, it can be seen that the chances of remarriage during the interval. The the exponential values are a bit closer to the cubic chance of multiple moves is quite negligible.For each values at ages 35 through55, while the linear values are female movingfrommarriedto unmarriedbetween the closer to the cubic values at ages 60 and above. Both ages of 30 and 35, therewere 1.004 moves fromm to u. the linear and exponential values are almost always The thirdtier of Table 2 indicates the estimatedexhigherthan the cubic values for the marriedtable and perienceof femalesin the unmarried state. The chances lowerforthe unmarried table (also see Schoen 1979). of remarriage estimatedto be fairlyhighforfemales are The differences between the three methodsshown in in their twenties,one-year probabilitiesvarying about Table 3 can be relatedto how the alternativeintegration 1 in 5 to 1 in 6. Unmarriedfemalesaged 30 have a 7r in of assumptions implydifferences how the forces transi- probabilityof .36 of being marriedat age 35 and a t tion vary withineach age interval.The cubic assumption probability .37 of remarrying of duringthe interval.The affordsthe greatest latitude and allows the forces of estimated probabilityof remarriagedeclines markedly to transition increaseor decrease duringan age interval with age, and females aged 60 have a t probabilityof depending on the constellationof observed rates. The only .005 of remarrying before age 65. The values of and equates uNm are equal to the corresponding values in the exponentialmethod is the most restrictive mJTu at the forceof transition all pointsin the intervalto the second tier,as those two quantities are identical in the observed rate of transition.The linear method allows two-table (three-state) linearcase. as moreflexibility, (5.2) shows that the forcesof slightly The marital-status IDLT model of Table 2 quantifies over the interval. At the transfer transitionincrease monotonically probabilitiesthat underlieSweden's moderthe highages, when steeplyrisingmortality accounts for ately high marriage/high divorce pattern, one quite most transitions,the linear method with its implicit similarto that noted in the United States and most of forcesis moreappropriatethan Europe (cf. Glick and Norton 1973; Greenblatt and assumptionof increasing the exponentialmethodwith its assumptionof constant Cohen 1967; Schoen and Nelson 1974; Williams and life forces.For a simple mortality-only table, the linear Kuhn 1973). A period of serial monogamyhas begun, to method is to be preferred the exponential. On the and it is too early to say whetheror not that pattern other hand, when changes in maritalstatus account for will become a permanentpart of the social matrix of miost transitions but marriageand divorce rates are de- industrializedcountries.Because of its implicationsfor cliningwithage, such as in ages 30 to 39, the exponential the institution the familyand its relevanceto fertility, of method will be more appropriate than the linear. It femaleparticipation the labor force,and the women's in still would not be optimal, however. Assuming that movement,patterns of family formationand dissoluforces of transitionare always constant is clearly un- tion are an importantfocus forresearchand an area in realistic,as behavior seldom resemblesa step function. whichIDLT modelscan contribute. The range of assumptionsmade possible by the general 8. CONCLUDING COMMENTS algorithmdeveloped in this articleallows IDLT models to approximaterealitymore closely. A need forfurther The objective of this article has been to set fortha work on developinga wider range of alternativesto ex- firmfoundationof a general algorithmfor estimating of is ploit the flexibility our generalalgorithm indicated. Markovian IDLT's in terms of the underlying inReturning to the substantive results, the firsttier stantaneous forces of transition.It also has been our ofTable 2 estimates for that thelifeexpectancy a member objective, however, to provide practical estimation of the cohortis 74.2 years, 35.7 of whichwill be lived in formulasand proceduresso that readers will be able to the marriedstate and 38.5 of which will be lived in the apply IDLT modelsin theiranalyticalwork. unmarried state. The second tier estimates that the The life table has proved itselfto be a valuable renumberof persons in the marriedstate is 0 at age 15, searchtool formorethan 300 years. The generalizedliferises sharply duringthe early twenties,finallyreaches table modelsdescribedheremake it possible to bringthe a maximumof 80,452 at age 35, and then declines to power of life-tableanalysis to bear on a broad range of that a marriedfemale social and demographic 3,789 at age 85. The irprobability processesand thus to capturethe will remainmarriedat two successiveages in the table is fullimplications a set of interrelated of behavioral rates. the .92 or higher through 50 to 54 age group.At the higher Aggregate sample data on the statuses occupied by ages, the estimatedprobabilitydrops rapidly,reflecting persons at two different points in time are becoming the increased chances of death and widowhood. The more available in a large numberof substantive areas. reverse trend characterizesthe "??- and m*?d columns. Such data, even when quite limited,can provide a basis For a marriedfemalein herforties, thereis an estimated forestimating ID)LT and the corresponding an Markov

776

of Journal the American Statistical Association, December 1979

ModelsofDivorceby Marriage Cohort," Journal Mathematical of models chain (cf. MacRae 1977). Increment-decrement Sociology, 213-232. 1, have already been productivelyapplied to problemsin MacRae, ElizabethC. (1977),"Estimation Time-Varying of Markov disabilityand mortality;recovery,relapse, and death; Processes WithAggregate Data," Econometrica, 183-198. 45, Samuel H., Keyfitz, Nathan,and Schoen,Robert (1972), changes in marital status; labor-forceentry and exit; Preston, CausesofDeath:Life Tables NationalPopulations, for New York: migration.It is only logical to expect and interregional Seminar Press. that they will be useful in the study of many other Life (1973), "Cause-of-Death Tables: Application a New of Techniqueto Worldwide Data," Transactions theSocietyof of questionsas well.

[ReceivedJuly 1977. RevisedMarch 1979.] REFERENCES

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