Reference for age-period-cohort models I work in the loss forecasting area and would like to know a little bit more about the theory and implementation of age-period-cohort models. Several papers pop up in google search but I need a more comprehensive material relating to identification/estimation. Thank you.
 A: Try this one:
Carstensen, B. (2007). "Age-period-cohort models for the Lexis diagram." Stat Med 26(15): 3018-3045.

Analysis of rates from disease
  registers are often reported
  inadequately because of too coarse
  tabulation of data and because of
  confusion about the mechanics of the
  age-period-cohort model used for
  analysis. Rates should be considered
  as observations in a Lexis diagram,
  and tabulation a necessary reduction
  of data, which should be as small as
  possible, and age, period and cohort
  should be treated as continuous
  variables. Reporting should include
  the absolute level of the rates as
  part of the age-effects. This paper
  gives a guide to analysis of rates
  from a Lexis diagram by the
  age-period-cohort model. Three aspects
  are considered separately: (1)
  tabulation of cases and person-years;
  (2) modelling of age, period and
  cohort effects; and (3)
  parametrization and reporting of the
  estimated effects. It is argued that
  most of the confusion in the
  literature comes from failure to make
  a clear distinction between these
  three aspects. A set of
  recommendations for the practitioner
  is given and a package for R that
  implements the recommendations is
  introduced.

//M
