Lee R, Miller T
Demography and Economics, University of California, 2232 Piedmont Ave., Berkeley, CA 94720, USA.
Demography. 2001 Nov;38(4):537-49. doi: 10.1353/dem.2001.0036.
Lee and Carter (LC) published a new statistical method for forecasting mortality in 1992. This paper examines its actual and hypothetical forecast errors, and compares them with Social Security forecast errors. Hypothetical historical projections suggest that LC tended to underproject gains, but by less than did Social Security. True e0 was within the ex ante 95% probability interval 97% of the time overall, but intervals were too broad up to 40 years and too narrow after 50 years. Projections to 1998 made after 1945 always contain errors of less than two years. Hypothetical projections for France, Sweden, Japan, and Canada would have done well. Changing age patterns of mortality decline over the century pose problems for the method.
李和卡特（LC）于1992年发表了一种预测死亡率的新统计方法。本文研究了其实际和假设的预测误差，并将它们与社会保障预测误差进行比较。假设的历史预测表明，LC往往低估了收益，但低估程度小于社会保障。总体而言，实际的预期寿命（e0）在事前95%概率区间内的时间占97%，但在长达40年的时间里区间过宽，而在50年后区间过窄。1945年后对1998年的预测误差总是小于两年。对法国、瑞典、日本和加拿大的假设预测效果会不错。一个世纪以来死亡率下降的年龄模式变化给该方法带来了问题。
