Abstract
Abstract
This article introduces double additive models to describe the effect of continuous covariates in cure survival models, thereby relaxing the traditional linearity assumption in the two regression parts. This class of models extends the classical event history models when an unknown proportion of the population under study will never experience the event of interest. They are used on data from the German Socio-Economic Panel (GSOEP) to examine how age at first birth relates to the timing and quantum of fertility for given education levels of the respondents. It is shown that the conditional probability of having further children decreases with the mother's age at first birth. While the effect of age at first birth in the third birth's probability model is fairly linear, this is not the case for the second child with an accelerating decline detected for women that had their first kid beyond age 30.
Keywords
Introduction
The increase in the age at first parenthood is a key indicator of the second demographic transition (Lesthaeghe, 1994, 2010; Sobotka, 2008; Sobotka et al., 2011). Albeit that the onset and pace of this development varied greatly across countries and in spite of the fact that some European countries have reported that postponement is even about to come to a halt, late first-time childbearing is a pertinent and common feature of the fertility patterns in European countries (Frejka and Sardon, 2006; Goldstein et al., 2009).
On the macro level, the great challenge has been to adequately account for the tempo effects that have distorted period fertility rates (Billari and Kohler, 2004; Sobotka, 2004). On the micro level, researchers have examined whether and how a late age at first birth affects parity progression, birth spacing and completed fertility(Marini and Hodsdon, 1981; Dommaraju, 2009; Bratti and Tatsiramos, 2012; Berrington et al., 2015). Both approaches have in common that they investigate whether and to which extent births can be ‘recuperated’ at later ages. In other words: Does the increase in the age at first birth simply shift the fertility schedule within the life course? Does it compress it into a shorter time period? Or does a late age at first childbearing eventually result in a decline in cohort fertility rates?
On the one hand, late age at first parenthood is assumed to result in lower completed fertility because of the rapid drop in fecundity with women's age (Billari et al., 2007). Albeit that the availability of assisted reproduction has fuelled a discussion on the biological limits of fertility, medical research usually points out that women's ability to conceive and bear children declines over time due to the ‘depletion and ageing of the pool of ovocytes stored in both ovaries during the fetal period’ (Velde et al., 2012, p. 1179). The ability to conceive and bear children declines gradually, but this process is assumed to accelerate around age 35. For men, fecundity is not subject to the same mechanisms, but the ability to father a child is nevertheless assumed to decay over time due to the decline of sperm quality with age(Schmidt et al., 2012; Johnson et al., 2015).
On the other hand, a late onset of fertility may not necessarily lead to lower completed fertility, because couples anticipate their impaired possibilities to have children at later ages. Postponement may be irrelevant for completed fertility, because couples have the ability to influence the spacing of births and may, thus, ‘squeeze’ their children into a shorter time interval. This ‘time squeeze’ has been assumed to particularly explain the fertility behaviour of work-oriented women who postpone childbearing to advance in their career and accelerate childbearing at later ages (Kreyenfeld, 2002; Gerster et al., 2007; Bartus et al., 2013). Furthermore, it was pointed out that the correlation between age at first birth and completed fertility was not a solid evidence of a causal relationship. Women and men who postpone first birth might do so because they had originally planned to have fewer children. Thus, couples self-select themselves into late childbearing, depending on their fertility preferences. Furthermore, genetic factors, such as health impairment, are important and often unobservable factors that affect the onset as well as completion of fertility (Kohler et al., 1999; Rodgers et al., 2008).
There is a significant body of empirical studies that has examined the association of age at first birth and subsequent fertility. However, the studies radically differ in terms of data and method employed. (Schmidt et al. 2012) correlated the period TFR and the mean age at first birth for several European countries for 2007, but did not find a strong association between the two measures. (Velde et al. 2012) examined the impact of fertility postponement on involuntary childlessness and total fertility in six European countries. Based on a simulation with macro-level data, they show that total fertility would have been between 0.03 and 0.05 higher in 2008 if there had been no postponement since the 1980s. (Andersson et al. 2009) rely on Scandinavian register data to show that early onset of childbearing leads to a higher number of children among women born between the 1930s and 1950. The mean number of children is well above 2 children for women who were age 25 or younger when they had their first child. For women who postponed first birth beyond age 35, total fertility drops below 1.5 children per woman. The effect of age at first birth on total fertility is linear and strong. But it is also shown that patterns vary across birth cohorts and countries.
This article adds to the discussion on the association between first birth and completed fertility by employing the promotion time model (Yakovlev and Tsodikov, 1996; Tsodikov, 1998; Chen et al., 1999) initially motivated to analyse cancer data. It belongs to the class of cure survival models extending classical event history models by acknowledging that an unknown proportion of the studied population will never experience the event of interest. (Bremhorst et al. 2016) motivated their use in fertility when studying the effect of the educational levels of a woman and of her partner on second and third parity progression. The motivation for the promotion in a fertility context works as follows. Assume that at the onset of the process (i.e., directly after the previous birth), a woman has
where
The expressions of the survival and hazard functions of the susceptible population are, respectively, given by
Independent baseline covariates, denoted by
Although the Cox model specified in (1.5) describes the distribution of the time necessary for each possible latent argument to become decisive to initiate a new pregnancy, the main interest for a demographer is in the conditional effect of a given covariate (for fixed values of the others) on the ‘global timing’ of an additional birth. This ‘global’ interpretation can be achieved by conditioning on the number of latent decisive arguments. Indeed, assume for a moment that
Considering the promotion time model defined in (1.1) combined with regression models (1.4) and (1.5), Tsodikov (2002) proposed, in a frequentist framework, a nonparametric estimation of the baseline survival function
Since women's fecundity decays rapidly after age 35, we assume that age at first birth had a non-linear effect on fertility timing and quantum. Therefore, in this work, instead of assuming a linear effect of the continuous covariates in the regression parts
The article is organized as follows: Sections 2 and 3 define the flexible additive models using Bayesian P-splines for the continuous covariates and for the logarithm of the baseline hazard function, respectively. Bayesian inference techniques, including the specification of the prior distributions and the description of the Metropolis-within-Gibbs algorithm to sample from the joint posterior are described in Section 4. A simulation study assessing the accuracy of the new methodology is presented in Section 5, while Section 6 focuses on the analysis of the German Socio-Economic Panel (GSOEP) datasets. A discussion concludes the article.
Let
The regression models defined in (1.4) and (1.5) assume that the continuous covariates contribute linearly to the functions
The functions
where
To ensure smoothness and a linear behaviour in the limiting case, the likelihood is combined with a second order roughness penalty on finite differences of adjacent B-spline parameters (Eilers and Marx, 1996, 2010). For example, a second-order penalty associated to the
As suggested by Bremhorst and Lambert (2016) in the context of the promotion time model, the baseline distribution
where
Remember that the latent cumulative distribution function
As for the flexible additive models defined in (2.3), a roughness penalty on finite difference of adjacent B-spline coefficients is used to force smoothness. However, for the baseline distribution, a third-order penalty is used to force a limiting quadratic behaviour of the logarithm of the baseline hazard for large penalty parameter values.
Likelihood
Let
where
The frequentist roughness penalty introduced by Eilers and Marx (1996, 2010) is translated in a Bayesian framework by Lang and Brezger (2004) into a multivariate normal prior distribution for the spline parameters:
where
Bremhorst and Lambert (2016) showed that if the value of the hyperparameters
Independent normal distributions with a large variance
The logarithm of the joint posterior distribution is obtained using Bayes’ theorem, as the sum of (4.1), the log-likelihood and the logarithm of the prior density functions defined in (4.2)– (4.8)
It can be shown that only the conditional posterior distributions of the penalty parameters belong to a known family of distributions:
The reparametrization can be practically computed in the multivariate Metropolis steps in the following way: let
To speed up the convergence of MCMC algorithm, the posterior mode of the joint posterior distribution, for fixed values of
Simulation
Simulation results for
replicates: Coverage probabilities (in
of the 95% credible intervals for each regression parameter
Simulation results for
The numerical performances of the proposed methodology are illustrated through a simulation study. For all the settings described hereafter,
Two percentages of cured individuals were considered:
Let
Figure 1 shows a negligible bias of the posterior medians (as estimators) for all regression parameters in each setting. The variability of the estimates increases with the percentage of right-censored subjects among the susceptible sub-population. Not surprisingly, an increase of the proportion of right-censored susceptible subjects is more influential on the precision of parameter estimates than a comparable increase in the percentage of cured units. The coverage probabilities of the
Figures 2 and 5 illustrate the estimations of a linear effect of a continuous covariate on the probability of having the event and on its timing for the susceptible sub-population. In each setting and in both parts of the model, the linear trend is captured without bias by the flexible additive models. As expected, the accuracy of the estimates increases with the sample size and decreases when the percentage of right censoring increases.
The estimation of a sine-like effect of a continuous covariate on the probability of being cured is pictured in Figure 3. In each considered scenario, the additive model was able to recover the non-linear shape. However, when the percentage of right censoring is important, a small bias (becoming negligible when the sample size increases) appears in the area where the concavity of the curve changes, as illustrated on the fourth row of Figure 3). This issue is more pronounced when estimating the non-linear effect on the timing of the event for susceptible subjects, as shown in Figure 4. This can be explained by the decreasing information on the regression parameters in the Cox model for susceptible subjects when the percentage of right-censored units increases. Regarding accuracy, the same conclusions as for the estimation of the linear effects hold.
Table 2 reports the coverage probabilities of the 95% simultaneous credible intervals for the additive terms in the two regression models. The estimated coverages are all close to their nominal values except for the non-linear term
Following Held (2004), simultaneous credible intervals for the unknown functionals are computed using MCMC. This method is particularly useful when the joint posterior distribution of the parameters of interest (here, the parameters in the additive terms involved in the regression parts) does not belong to a known multivariate family. Practically, such simultaneous credible intervals can be computed, for example, using the function credible.region in the R package bayesSurv (Garcĺa-Zattera et al., 2016).
Finally, the same conclusions as for the other function estimates hold for the estimation of the baseline distribution, pictured in Figure 6.
Simulation results for
Simulation results for
replicates: Boxplots of the errors of the regression parameter estimates (the posterior medians) for each considered scenario. Grey (resp. white) boxes correspond to settings where a small (resp. high) percentage of the susceptible population are randomly right censored
Simulation results: estimation of
.
replicates (one grey curve per dataset) with sample size
(left) or
(right). Each row refers to a percentage of cured and right-censored individuals. The solid line corresponds to the true function and the dashed line is the point-wise median of the 500 estimated curves
Simulation results: estimation of
.
= 500 replicates (one grey curve per dataset) with sample size
(left) or
(right). Each row refers to a percentage of cured and right-censored individuals. The solid line corresponds to the true function and the dashed line is the point-wise median of the 500 estimated curves
Simulation results: estimation of
.
replicates (one grey curve per dataset) with sample size
(left) or
(right). Each row refers to a percentage of cured and right-censored individuals. The solid line corresponds to the true function and the dashed line is the point-wise median of the 500 estimated curves
Simulation results: estimation of
.
replicates (one grey curve per dataset) with sample size
(left) or
(right). Each row refers to a percentage of cured and right-censored individuals. The solid line corresponds to the true function and the dashed line is the point-wise median of the 500 estimated curves
Simulation results: estimation of the baseline distribution
.
replicates (one grey curve per dataset) with sample size
(left) or
(right). Each row refers to a percentage of cured and right-censored individuals. The solid line corresponds to the true function and the dashed line is the point-wise median of the 500 estimated curves
Descriptive statistics of the independent covariates for all mothers at risk of an additional birth
Descriptive statistics of the independent covariates for all mothers at risk of an additional birth
Data for this analysis comes from the GSOEP. The GSOEP is the longest standing household panel survey in Europe (Wagner et al., 2007). Interviews are conducted with all household members aged
The dependent variables are the progression to the second and third child with time measured since the preceding birth. Transition to second and third births are studied separately. For both studies, the Kaplan–Meier estimate of the survival function, illustrated on Figure 7, shows a plateau in the right tail of the distribution suggesting that an unknown proportion of the studied one-child (resp. two-child) women will never have a second (resp. third) child. The data are analysed using the extended promotion time model defined in (1.1) with (2.1) and (2.2) as expressions for the link functions
Transition probabilities to second and third births (Kaplan–Meier survival estimates)
In a first step, we investigate second birth behaviour. Our interest is mainly the effect of mother's age at first birth. The results from this covariate on the probability of having a second birth are presented on the first row of Figure 8. The left panel shows the estimated additive term
Figure 9 depicts (conditionally on the number of latent decisive arguments to initiate a second pregnancy) the effect of age at first birth on the fertility timing of a susceptible woman (for given educations levels and age of the partner at first birth). When a woman decides to have a second child, the time to that event tends to get shorter for mothers around their mid-30s at first birth. This result matches the finding for fertility quantum. Having a first child around age 35 seems, thus, to be a critical age. Women who have postponed childbearing up to that age either tend to accelerate childbearing or to remain one-child mothers. Due to small sample sizes, confidence bounds are rather large so that we have to be cautious with the interpretation. This particularly pertains to the effect of male's age at first birth on fertility timing. We do not find much of an association here.
The results from the other covariates, namely, the education levels of the two partners, are displayed in Table 4. The results corroborate earlier investigations with the GSOEP that focussed on the effect of education on fertility in cure fraction models (Bremhorst et al., 2016). For given ages of the two partners, highly educated women display a significantly higher probability of having a second child compared to medium, or less-educated women. In addition, having a highly educated partner significantly increases that probability compared to other couples.
Transition to second birth: Posterior median and 95% (HPD) credible interval for the regression parameter associated to categorical covariates. Sample size:
one-child women of whom
(
) reported having had a second child before censoring
Transition to second birth: Posterior median and 95% (HPD) credible interval for the regression parameter associated to categorical covariates. Sample size:
Transition to second birth: Estimation of the conditional effect of the mother's age at first birth (row 1) and of the conditional effect of the partner's age at first birth (row 2) on the probability to have a second child. Column 2: Estimation of the conditional probability of having a second child w.r.t. the mother's age at first birth (row 1) and w.r.t the partner's age at first birth (row 2) (for median values of the other covariates). Dark (resp. light) grey region corresponds to the
(resp.
) simultaneous credible region. Sample size:
one-child women of whom
(
) reported having had a second child before censoring
Transition to second birth: Estimation of the conditional effect of the mother's age at first birth (left) and of the conditional effect of the partner's age at first birth (right) on the timing of a second birth for susceptible women. Dark (resp. light) grey region corresponds to the
(resp.
) simultaneous credible region. Sample size:
one-child women of whom
(
) reported having had a second child before censoring
In a second step, we examined the effect of mother's age at first birth on third-birth behaviour (for a given time interval between the first two births, a given partner's age at second birth and given education levels of the partners). The result of the impact of mother's age at first birth on third-birth parity progression is illustrated on the first row of Figure 10. The left-hand graph shows a very strong conditional (linear) negative effect of age at first birth on the probability of having a third child. For median values of the continuous covariates (cf. Table 3), the right-hand graph highlighted that this probability is close to 0 for a medium-educated two-child woman having a medium-educated co-residential partner and having had her first child after 35. On the other hand, the top-left graph of Figure 11 surmises that the conditional (on the number of latent decisive arguments available at second birth to initiate a third pregnancy) effect of age at first birth on the timing of third birth for susceptible two-child women is positive, suggesting that women squeeze their further children into shorter birth intervals. In particular, women who had their first child after age 30 tend to accelerate third birth transition. However, a larger number of births will be needed to claim it with at a 90% confidence level. The second row of Figure 10 displays the conditional effect of the time elapsed between the first two births on the probability to have a third child for fixed values of the other independent variables (left) and the evolution with the time interval between the first two births of that probability for a medium-educated woman having had her first child at age 26 and living with a medium-educated partner having had his second child at age 32 (right). It suggests that the longer the time interval between the first two children, the smaller the probability of having a third child. Although no significant conditional effect was found for the partner's age at second birth, the estimated conditional effects on the probability and on the timing of having a third child are pictured on the third row of Figure 10 and on the bottom-left graph of Figure 11, respectively.
Table 5 reports the effect of mother's and partner's education levels. It corroborates the findings in Bremhorst et al. (2016): While the mother's education level does not significantly affect the third-birth probability, a U-shaped effect for the partner's education is suggested, with medium-educated partner, significantly less likely to progress to a third child.
Transition to third birth: Posterior median and 95% (HPD) credible interval for the regression parameter associated to categorical covariates. Sample size:
two-child women of whom
(
) reported having had a third child before censoring
Transition to third birth: Posterior median and 95% (HPD) credible interval for the regression parameter associated to categorical covariates. Sample size:
Transition to third birth—Column 1: Estimation of the conditional effect of the mother's age at first birth (row 1); of the conditional effect of the time elasped between first and second births (row 2) and of the conditional effect of the partner's age at second birth (row 3) on the probability to have a third child. Column 2: Estimation of the conditional probability of having a third child w.r.t. the mother's age at first birth (row 1); w.r.t the time elapsed between first and second births (row 2) and w.r.t the partner's age at second birth (row 3) (for median values of the other covariates). Dark (resp. light) grey region corresponds to the
(resp.
) simultaneous credible region. Sample size:
two-child women of whom
(
) reported having had a third child before censoring
Transition to third birth: Estimation of the conditional effect of the mother's age at first birth (top-left); of the conditional effect the time interval between first and second births (top-right) and of the conditional effect of the partner's age at second birth (bottom-left) on the timing of a third birth for susceptible women. Dark (resp. light) grey region corresponds to the
(resp.
) simultaneous credible region. Sample size:
one-child women of whom
(
) reported having had a second child before censoring
This article has used cure survival models to estimate the effect of age at first parenthood on fertility progression in Germany. To reach that goal, we considered double additive models to specify in a flexible way the effect of continuous covariates in cure fraction models. With this tool, we tried to detect non-linearities in the effect of mother's age at first birth on the progression to a second and third child. We suspected that age at first birth had a non-linear effect on fertility timing and quantum, because women's fecundity decays rapidly after age 35. Those who start their ‘fertility career’ at that age need to accelerate childbearing. Otherwise, they will be unable to progress to another child. Our analysis supports this view. While a high age at first birth seems to accelerate parity progression (specially for third birth) for susceptible women, it reduces the overall chance of having further children. This important finding underscores the relevance of cure fraction models in fertility research. Standard event history models easily generate misleading results because they conflate the effect of timing and quantum (see Bremhorst et al., 2016, Section 4.3 for more details). Cure survival models overcome this shortcoming, but have unfortunately not diffused much in social science research.
An important limitation to our research objectives in Section 6 was the limited sample size. We had about
In a future study based on register data, it could be interesting to investigate the presence of an interaction between education and age at first birth to evaluate the aforementioned hypothesis.
From a theoretical point of view, a possible extension would be to develop a statistical tool to test the linearity of the effects of continuous covariates. To reach that goal, non-linear perturbations could be added to the linear specification of the continuous covariates in (1.4) and (1.5). These non-linear perturbations would be described using P-splines with a first order penalty and a zero mean to force a flat limiting behaviour of the correction for large values of the corresponding penalty parameter. An inspection of the simultaneous credible region for the correction and of the posterior of the associated penalty parameter could then be used to assess whether a linear approximation of the target additive term makes sense.
Acknowledgments
The authors disclosed receipt of the following financial support for the research, authorship and/or publication of this article: The authors acknowledge financial support from IAP research network P7/06 of the Belgian Government (Belgian Science Policy) and from the contract Projet d'Actions de Recherche Concertées (ARC) 11/16-039 of the Communauté française de Belgique, granted by the Académie Universitaire Louvain.
Declaration of conflicting interests
The authors declared no potential conflicts of interest with respect to the research, authorship and/or publication of this article.
Funding
The authors disclosed receipt of the following financial support for the research, authorship and/or publication of this article: The authors acknowledge financial support from IAP research network P7/06 of the Belgian Government (Belgian Science Policy) and from the contract Projet dActions de Recherche Concertées (ARC) 11/16-039 of the Communauté française de Belgique, granted by the Académie Universitaire Louvain.
