Evaluation of statistical methods used in the analysis of interrupted time series studies: a simulation study

Simon L. Turner, Andrew B. Forbes, Amalia Karahalios, Monica Taljaard, Joanne E. McKenzie

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Background: Interrupted time series (ITS) studies are frequently used to evaluate the effects of population-level interventions or exposures. However, examination of the performance of statistical methods for this design has received relatively little attention. Methods: We simulated continuous data to compare the performance of a set of statistical methods under a range of scenarios which included different level and slope changes, varying lengths of series and magnitudes of lag-1 autocorrelation. We also examined the performance of the Durbin-Watson (DW) test for detecting autocorrelation. Results: All methods yielded unbiased estimates of the level and slope changes over all scenarios. The magnitude of autocorrelation was underestimated by all methods, however, restricted maximum likelihood (REML) yielded the least biased estimates. Underestimation of autocorrelation led to standard errors that were too small and coverage less than the nominal 95%. All methods performed better with longer time series, except for ordinary least squares (OLS) in the presence of autocorrelation and Newey-West for high values of autocorrelation. The DW test for the presence of autocorrelation performed poorly except for long series and large autocorrelation. Conclusions: From the methods evaluated, OLS was the preferred method in series with fewer than 12 points, while in longer series, REML was preferred. The DW test should not be relied upon to detect autocorrelation, except when the series is long. Care is needed when interpreting results from all methods, given confidence intervals will generally be too narrow. Further research is required to develop better performing methods for ITS, especially for short series. 

Original languageEnglish
Article number181
Number of pages18
JournalBMC Medical Research Methodology
Issue number1
Publication statusPublished - 28 Aug 2021


  • Autocorrelation
  • Interrupted time series
  • Public health
  • Segmented regression
  • Statistical methods
  • Statistical simulation

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