From lifetables to hazard rates: the transformation approach

We address the problem of estimating hazard rates from lifetable data. The central issue is a discretisation bias, which is caused by the aggregation of lifetimes which occurs in lifetable data. Smoothing raw mortalities directly derived from lifetable data leads to severe biases whenever the true hazard rate is large. We propose here a new transformation of smoothed lifetable data which is superior to previous approaches. This is demonstrated by means of large-sample arguments and a simulation study in which several recent approaches are compared. We demonstrate the application of the proposed methods to assess the mortality of medflies. <it>Key words</it>: Bandwidth choice; Bias correction; Death rate; Lifetime; Mortality; Smoothing; Weighting.