Questions tagged [intervention-analysis]

Intervention analysis estimates the effect of an external intervention on a time-series.

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Is the conditional probability fallacy exising in the case of an individual with full control [closed]

Hello I had a very interesting discussion and I need your help in clarifying the correct answer. TLDR: Problem statement for a layman: Given I am a woman and I want to become professor, and given that ...
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Can I do a multilevel analysis for my study?

Some details about my design can be found below: There are 2 groups: Group 1 and Group 2. There are different numbers of people in each group. A pre/post (measurement) of stress is taken several ...
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Using Box-Jenkins methodology for intervention analysis

I'm trying to follow B-J methodology for my intervention analysis. My understanding of of the first step is that, one should detrend any systematic trends such as seasonality then determine the lag ...
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Quantifying the impact of multiple time series on another time series

I have a few time series that correspond to the popularity of various documentaries about food, and other time series that correspond to outcomes of interest (various dimensions of food consumption). ...
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Is there any way I can improve my interrupted time series analysis on this data?

I ran a simple ordinary least squares (OLS) model of the form y = b_0 + b_1 * T + b_2 * D + b_3 * P + e where y is the number of murders in a given month, T is the number of months passed from the ...
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Interrupted time series with continuous treatment

I am intending to conduct interrupted time series analysis of a public health intervention applied nationally. Since the intervention is national, I'm not intending to do a controlled ITS unless I can ...
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Comparison of Two Populations in ARIMA Interrupted Time Series

I am trying to do a comparison of the impact of COVID-19 on cancer diagnoses in the US. I have fit an ARIMA model to all cancer site monthly incidence rates for the US from January 2018 to December ...
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Equation for Interrupted Times Series Analysis with Multiple Intervention with Control Series

I have used STATA to conduct an ITSA but am having trouble writing the equation for it. Period A: 2005-2010 Intervention 1 Period B: 2011-2015 Intervention 2 Period C: 2016-2020 I understand the ...
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Best statistical test for comparing pre and post intervention (but the intervention happens repeatedly?)

The intervention: before each new appointment with a student the guidance counsellor is reminded to consult with the student about proper information on contraceptives. The control group measures how ...
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Interaction effects in modeling with multicollinearity

I have a large model in r like: sales = ai+ x1 + x2 + x3 + x4 +(x1x4) + (x2x4) + (x3*x4), where x4 is a dummy for a certain interventoin. As a result, i wanted to analyse the effect of x1,x2,x3 during ...
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Interrupted Time Series for Panel with Fixed Effects?

I want to assess a specific type of event's impact on a business's revenue. For example, receiving first press coverage, etc. I am thinking about interrupted time series analysis but I'm not sure how ...
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Testing if volatility increases during ECB-Monetary Press Releases

I'm currently writing a thesis where I am trying to disect the ECB monetary press releases and their impact on the European stock market. I am using an event study methodology. Computing Daily Excess ...
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Stationarity in an interrupted time series

I am using proc autoreg in SAS to conduct an ITS analysis and I have a question about stationarity. Proc autoreg is able to ...
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impact analysis and a unit root

In conducting an impact analysis, how can we deal with a target variable, if it contains a unit root? In this case, an impact is expected to change the level of the variable. But then the impact ...
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How to apply intervention analysis to time series?

I have weekly sales data for a restaurant, with 113 observations, and every year in January, sales drop significantly and then recover after two or four weeks. I applied a SARIMA model with auto-arima ...
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Mean difference (95% CI) between paired samples

I have some results from a study pre- and post-intervention. It's for an underpowered feasibility study, hence I am not performing formal hypothesis testing but I'd like to calculate mean difference (...
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Computing counterfactual query given an SCM and how it differs from computing interventional query?

Assuming we have the following structural causal model (SCM), with a confounder DAG structure, as follows: Noise variables: $$U_1 \sim \mathcal{N}(0,\,1)$$ $$U_2 \sim \mathcal{N}(0,\,1)$$ $$U_3 \sim \...
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How to handle previous interventions within the pre-period of the same time series using causalimpact?

Below you can view the univariate sales dataset for a particular product with x3 promotional interventions/campaigns (highlighted in grey and green); each promotion campaign stretched for a length of ...
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What do we exactly mean by P(Y=y|do(X=x), M=m)?

I know that P(Y=y|do(X=x)) is different from P(Y=y|X=x) in that the former is an interventional probability where the intervention is applied to the entire population, whereas the latter is a ...
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Repeated measures exposures and outcomes in an intervention study

I have data from an intervention study and I would appreciate any help analyzing them. The intervention is the following: it's a cluster-randomized intervention with 200 people which ran for 12 months....
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How to adjacent two non-overlapping short time series?

I am facing a situation where I am given a relatively short time series (in the worst-case scenario it may have up to 15 observations). During the time series we modify one external factor that we ...
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Significant difference among Nominal data

Suppose that I am interested in implementing a certain intervention to boost my student's reading frequency. I have the following fictitious data of 100 students, how will I measure if the ...
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How to conduct Regression Analysis within an intervention scenario, including control variables, in R?

I am conducting a case study on a 1000 patients, monitoring the effect of a medication (intervention). I want to see how their average blood sugar is impacted by the intervention. Along with the ...
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Wilcoxon or dependent t test for my work

Me and my colleagues were doing a interventional study regarding diabetes knowledge in patients (pre-post study) and we have used fasting blood sugar as the parameter .In the results part the ...
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obtain p-values for Interrupted Time Series Analysis Point Estimate

We have run an ITS on a dataset using the below: glm(`Subject Total` ~ Quarter + int2 + time_since_intervention2 , df, family = "poisson") ...
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Intervention time series analysis for extreme beginner

So, first of all excuse me for the lack of knowledge. I'd like to know how feasible intervention analysis is for someone with very limited statistics background. I'd like to calculate over time how a ...
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Does "Regression Discontinuity" Require the Presence of an Intervention?

I have been trying to learn more about "Regression Discontinuity". This appears to be a statistical method designed at testing the effectiveness of some sort of intervention. The Wikipedia ...
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Estimate effect of intervention with only partial comparison group

I work in public policy, and our goal is to evaluate the effectiveness of an intervention that prevents a type of violence. The intervention has been running for a couple of years, and of those who ...
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Interpreting Generalized Linear Model outputs - Change from baseline

I'm analysing the resuls of a RCT exercise intervention study (exercise vs control) and here is how I'm running the statisctis on SPSS. I'm using generalized linear model, having change from baseline ...
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Testing the impact of a events on time series

Context I'm working with product data for a retail company. I have the daily impressions (number of times it was viewed online) for all products over a 30 day period (can get more data). Here is the ...
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Compare subgroups on before and after intervention

Assume the following research experience. A group of researchers went to a school. On the first day, they gave a questionnaire about a topic for the students to fill. The next day, the researchers ...
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Comparing intervention/control group

I am planning to conduct a study which is based on an RCT design. I am intending to conduct an intervention. During this intervention, participants and control group enter some medical data on daily ...
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Interrupted Time Series Design with multiple groups

More of a conceptual question The standard ITS design is pretty simple, regress: Y ~ Time + Treatment_Dummy + Time_Since_Treatment However, what if the scenario was ...
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Propensity score matching sample size

I am considering doing a propensity score matching to evaluate the effectiveness of a intervention. However, i only have 193 cases in my treatment group. I have a lot in control group. My outcome is a ...
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Best way to compare income of two groups of people over time

I am planning a research study where, among other things, I want to understand how an intervention changes income in two groups. I plan to collect income data from each individual at three time points....
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Compare paired before and after composition proportions

I have some data on the composition of purchases by households, before and after an intervention. This composition is known at the number of items or amount spent level within 7 categories, and can be ...
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Finding lagged time series effects

I have a time series with the number of customers and discounts. I suspect that the percentage of discount has a postponed effect. I tried just lagging the variable and calculating the correlation, ...
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Causal Inference Short Time Series

I am trying to analyse causal inference associated with an intervenion using either Difference-in-Differences or Interrupted Time Series Analysis. I have a discrete time series consisting of data ...
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How to decide on parameters for transfer function in intervention analysis using ARIMA?

I'm very new to Time-Series Analysis and ARIMA so, although I've read a ton of stuff trying to figure it out, I'm sorry if this has already been answered elsewhere. I'm doing an analysis that's very ...
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What does the superscript triangle (△) symbol mean in graph/causality notation?

I am reading a paper called Robustly Disentangled Causal Mechanisms: Validating Deep Representations for Interventional Robustness and in stating a proposition the authors use a triangle superscript ...
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Omitting dummies in panel regression?

I am running a regression studying the effects of different interventions (which appear as dummy variables - they either did or did not have that particular intervention). I don't have a control group ...
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How can i use an ARIMA model to explain the an effect of news regarding COVID-19 on a stock market index?

My thoughts were to model the time series of the stock index up until the particular day for the news I am looking at and forecast using my model. Then I would compare the forecasted result to the ...
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Influence of TV spots on the number of visits to the website (time series problem)

I have hourly data regarding the number of visits to the website. A single record consists of date, time(0-23) and number of visits. In a separate table I have data about the display of advertising ...
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What kind of analysis to use to compare time series trade data

I have a time series data set that gives me the adjusted imports and exports for the period 2003-2016. Suppose a trade agreement was signed in 2009. I want to compare the bilateral trade before and ...
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Time series (or Survival) analysis looking at effect of multiple policy changes over time

I'd like to look at the effect of lockdown policies(announcements) over time on features of the COVID-19 epidemic. I'm not very familiar with different time-series, so i'd like advice on what type of ...
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Subject level variation in repeat measurement designs - representing treatment effects

Consider an experimental situation where each of $n$ participants are randomised to one of two treatments (e.g. active versus placebo). Our measuring device is known to have some variability in the ...
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What's a proper method for analyzing an intervention in a seasonal time-series?

My data has the following structure (I cannot post the real data): The data contains 20 shapes (round, squared, triangle), 2 were chosen for simplicity. The data is recorded for almost 2 years (aprox ...
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Correction for multiple comparisons in a linear mixed effects model with dummy coded categorical predictor

I'm analysing the data from a multi-group randomised controlled trial. Participants were assigned to one of five intervention groups, or a control group. They were tested twice, pre (T1) and post-...
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Monty Hall problem and causality

The Monty Hall paradox is well known, even in this site there are several discussion about it (for example: How can I apply Monty Hall problem correctly? ; Monty hall problem, getting different ...
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Intervention Analysis with binary time series

I need to do a intervention analysis to see if a marketing campaign affected conversion rate. I would normally would use Causal Impact package to train a time series and then forecast it on the post ...
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