Papers › Using Simulation to Analyze Interrupted Time Series Designs
Using Simulation to Analyze Interrupted Time Series Designs
Luke Miratrix
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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 no 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 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 statistical uncertainty of our projections (beyond the stringent assumptions necessary for the subsequent causal inferences). To tackle this problem we provide a methodological approach rooted in commonly understood and used modeling approaches that better captures uncertainty. 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 or more structural models to account for seasonality.
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