A Mixed Model Estimation of Age, Period, and Cohort Effects
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Date
2008-02
Authors
O'Brien, Robert M.
Hudson, Kenneth
Stockard, Jean
Journal Title
Journal ISSN
Volume Title
Publisher
SAGE Publications
Abstract
For more than 30 years, sociologists and demographers have struggled to
come to terms with the age, period, cohort conundrum: Given the linear
dependency between age groups, periods, and cohorts, how can these effects
be estimated separately? This article offers a partial solution to this problem.
The authors treat cohort effects as random effects and age and period effects
as fixed effects in a mixed model. Using this approach, they can (1) assess
the amount of variance in the dependent variable that is associated with
cohorts while controlling for the age and period dummy variables, (2) model
the dependencies that result from the age-period-specific rates for a single
cohort being observed multiple times, and (3) assess how much of the variance
in observations that is associated with cohorts is explained by differences
in the characteristics of cohorts. The authors use empirical data to see
how their results compare with other analyses in the literature.
Description
27 pages
Keywords
Age, Period, Cohort, Mixed Models
Citation
O’Brien, R. M., Hudson, K., & Stockard, J. (2008). A Mixed Model Estimation of Age, Period, and Cohort Effects. Sociological Methods & Research, 36(3), 402- 428. https://doi.org/10.1177/0049124106290392