interrupted time series analysis

MEPS tutorial on interrupted time series analysis in R

I wrote a short tutorial on how to perform an interrupted time series analysis in R. I had a challenging time working on this because I wasn’t familiar with all the nuances of the ITSA. More importantly, I wasn’t able to leverage my Stata skills to do this in R. I’m used to the Stata margins command, which is great for creating constrasts. R has its own version of the margins command, but it lacks some of Stata’s features such as the pwcompare, which I use a lot in Stata. However, I found a workaround with linear splines, and I have uploaded this to my RPubs site (link). I hope you find this useful. I also saved my R Markdown code on my GitHub site (link).

Interrupted time series analysis (ITSA) with Stata

Interrupted time series analysis (ITSA) is a study design used to study the effects of an intervention across time. An important feature of the ITSA is the time when the intevention occurs. The time before and after the intervention are of interest because we want to visualize if the trends are similar or different. Additionally, we want to visualize the change immediately after the intervention is implemenated. I call this period the index date.

In this article, I’ll review the single-group ITSA and multiple groups ITSA. Then I’ll review how to perform an ITSA in Stata.

You can view the complete tutorial on my RPubs site.