English

Multilevel non-linear interrupted time series analysis

Applications 2025-11-11 v1 Econometrics

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.

Keywords

Cite

@article{arxiv.2511.05725,
  title  = {Multilevel non-linear interrupted time series analysis},
  author = {RJ Waken and Fengxian Wang and Sarah A. Eisenstein and Tim McBride and Kim Johnson and Karen Joynt-Maddox},
  journal= {arXiv preprint arXiv:2511.05725},
  year   = {2025}
}
R2 v1 2026-07-01T07:27:10.530Z