Sweeting text page 379 on Poisson MLE

Discussion in 'SP9' started by ALEX_AK, Jul 20, 2019.

  1. ALEX_AK

    ALEX_AK Member

    Hello,
    I cant seem to derive the f(dx)=0.0888 where dx =20.

    qx=-9.05+0.08x
    q(80)=-9.05+0.08(80)=-2.53
    How can qx be greater than 1? Is the text missing out something?

    Can anyone derive f(dx) where dx=20?
     
  2. Anna Bishop

    Anna Bishop ActEd Tutor Staff Member

    Hi Alex

    This is a good question, had to stare at it for a while before the penny finally dropped! The model for qx is a log-linear function of age.

    Therefore:

    ln qx = a + bx
    qx = exp(a+bx)

    With x = 80, a = -9.05 and b = 0.0815, I get qx = 0.079659.

    Then yx = qx * lx = 0.079659 * 250 = 19.91476.

    And f(dx) = [exp(-19.91476) * 19.91476^20]/20! = 0.0888

    This is a type of generalised linear model from CT6.

    Hope this helps :)
    Anna
     
    ALEX_AK likes this.
  3. ALEX_AK

    ALEX_AK Member

    Hi Anna,

    Thanks a lot for your help. You have been very helpful.
     
    Anna Bishop likes this.

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