Volume 20, Issue 1 (6-2021)                   JIRSS 2021, 20(1): 247-267 | Back to browse issues page

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Moineddin R, Meaney C, Kalia S. Finite Sample Properties of Quantile Interrupted Time Series Analysis: A Simulation Study. JIRSS. 2021; 20 (1) :247-267
URL: http://jirss.irstat.ir/article-1-784-en.html
Department of Family and Community Medicine, Faculty of Medicine, University of Toronto, 500 University Avenue, Toronto, Ontario M5G 1V7, Canada , Rahim.moineddin@utoronto.ca
Abstract:   (1872 Views)

Interrupted Time Series (ITS) analysis represents a powerful quasi-experime-ntal design in which a discontinuity is enforced at a specific intervention point in a time series, and separate regression functions are fitted before and after the intervention point. Segmented linear/quantile regression can be used in ITS designs to isolate intervention effects by estimating the sudden/level change (change in intercept) and/or the gradual change (change in slope). To our knowledge, the finite-sample properties of quantile segmented regression for detecting level and gradual change remains unaddressed. In this study, we compared the performance of segmented quantile regression and segmented linear regression using a Monte Carlo simulation study where the error distributions were: IID Gaussian, heteroscedastic IID Gaussian, correlated AR(1), and T (with 1, 2 and 3 degrees of freedom, respectively). We also compared segmented quantile regresison and segmented linear regression when applied to a real dataset, employing an ITS design to estimate intervention effects on daily-mean patient prescription volumes. Both the simulation study and applied example illustrate the usefulness of quantile segmented regression as a complementary statistical methodolo-gy for assessing the impacts of interventions in ITS designs.

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Type of Study: Special Issue, Original Paper | Subject: 62Mxx: Inference from stochastic processes
Received: 2020/10/30 | Accepted: 2021/02/10 | Published: 2021/06/20

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