Multilevel non-linear interrupted time series analysis
Rj Waken,
Fengxian Wang,
Sarah A. Eisenstein,
Tim McBride,
Kim Johnson and
Karen Joynt-Maddox
Papers from arXiv.org
Abstract:
Recent advances in interrupted time series analysis permit characterization of a typical non-linear interruption effect through use of generalized additive models. Concurrently, advances in latent time series modeling allow efficient Bayesian multilevel time series models. We propose to combine these concepts with a hierarchical model selection prior to characterize interruption effects with a multilevel structure, encouraging parsimony and partial pooling while incorporating meaningful variability in causal effects across subpopulations of interest, while allowing poststratification. These models are demonstrated with three applications: 1) the effect of the introduction of the prostate specific antigen test on prostate cancer diagnosis rates by race and age group, 2) the change in stroke or trans-ischemic attack hospitalization rates across Medicare beneficiaries by rurality in the months after the start of the COVID-19 pandemic, and 3) the effect of Medicaid expansion in Missouri on the proportion of inpatient hospitalizations discharged with Medicaid as a primary payer by key age groupings and sex.
Date: 2025-11
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-inv
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2511.05725
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