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Bayesian hierarchical models incorporating measurement error for interrupted time series design

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Abstract

Interrupted time series (ITS) design is a quasi-experimental approach for evaluating the impact of an intervention in public health research using segmented linear regression (SLR) models. Usually, aggregated data across multiple time points before and after an intervention are compared to detect a change in intercept, slope, or both; however, the use of aggregated data can lead to an ecological fallacy, imprecise estimates, loss of power, and spurious inferences. We formulated three models with/without measurement error in the dependent variable to address different data limitations resulted from aggregation. Adopting the Bayesian hierarchical methodology for three standard SLR models from an ITS design, we compared performances of the varying pre-intervention intercept model (VPIM), varying intercept model (VIM) and measurement error model (MEM) with a non-hierarchical model (NHM) using real-life data and simulation studies. The MEM first estimates true value using observed data and standard deviation, then regresses the independent variables on the estimated true values. The results demonstrated the suitability of the hierarchical models through sustained improvement in model performance and parameter estimates over the NHM. The VPIM and VIM provided precise estimates modeling the population of clusters and pooling information across parameters. The measurement error assumption, along with the Bayesian model’s hierarchical formulation and generative nature, helped stabilize the unstable values of the dependent variable based on observed data and standard deviations.

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Availability of data and materials

The data that supports the findings of the first example are available on request from Shaqil Peermohamed through data sharing plan. Data for the second and third example are publicly available through Lopez and Gasparrini (2017) and the "AER" R package (Kleiber and Zeileis 2008).

Code availability

The R codes are available upon request from the first author.

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Acknowledgements

The authors would like to thank Shahedul A Khan, University of Saskatchewan for helpful feedback on the first manuscript draft.

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Contributions

MR conceptualized the study and performed the statistical analysis and simulation. JK and SP were the team lead for the Antimicrobial Stewardship Program at Saskatoon and shared the data for the first example. MR wrote the first manuscript draft. Both SP and JK contributed to manuscript preparation. All authors read and approved the final manuscript.

Corresponding author

Correspondence to Masud Rana.

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The authors have declared no conflict of interest.

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Supplementary Material

Supplementary Material

See Table S1 and Fig. S1.

Table 7 Parameter estimates (\(89\%\) credible interval) from reference model, VPIM, VIM, and MEM for modeling the impact of “right-to-carry” law on robbery rate across different US states before and after implementation
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figure 4

Impact of measurement error assumption on robbery rate from More Guns, Less Crime data. The dashed line and solid line present estimate from varying effects model and measurement error model, respectively for each state. The shaded area shows \(89\%\) credible interval. (Color figure online)

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Rana, M., Kosar, J. & Peermohamed, S. Bayesian hierarchical models incorporating measurement error for interrupted time series design. Stat Comput 33, 127 (2023). https://doi.org/10.1007/s11222-023-10295-3

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  • DOI: https://doi.org/10.1007/s11222-023-10295-3

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