Using Simulation to Analyze Interrupted Time Series Designs

Luke W. Miratrix

Evaluation Review, 2022, vol. 46, issue 6, 750-778

Abstract: We are sometimes forced to use the Interrupted Time Series (ITS) design as an identification strategy for potential policy change, such as when we only have a single treated unit and cannot obtain comparable controls. For example, with recent county- and state-wide criminal justice reform efforts, where judicial bodies have changed bail setting practices for everyone in their jurisdiction in order to reduce rates of pre-trial detention while maintaining court order and public safety, we have no natural and available comparison group other than the past. In these contexts, it is imperative to model pre-policy trends with a light touch, allowing for structures such as autoregressive departures from any pre-existing trend, in order to accurately and realistically assess the uncertainty of our projections. We aim to provide a methodological approach rooted in commonly understood and used modeling tools to achieve this. We quantify uncertainty with simulation, generating a distribution of plausible counterfactual trajectories to compare to the observed; this approach naturally allows for incorporating seasonality and other time-varying covariates, and provides confidence intervals along with point estimates for the potential impacts of policy change. We find simulation provides a natural framework to capture and show uncertainty in the ITS designs. It also allows for easy extensions such as nonparametric smoothing in order to handle multiple post-policy time points.

Keywords: Neyman-Rubin causal model; single unit case study analysis; ITS designs; criminal justice reform; posterior predictive checks; monte carlo simulations (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:sae:evarev:v:46:y:2022:i:6:p:750-778

DOI: 10.1177/0193841X221101286

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