JSM 2004 - Toronto

Abstract #300400

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Activity Number: 376
Type: Contributed
Date/Time: Wednesday, August 11, 2004 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract - #300400
Title: Robust Testing of Level Changes in Interrupted Time-series Analysis
Author(s): Philip H. Ramsey*+
Companies: Queens College of CUNY
Address: Psychology Department, Flushing, NY, 11367,
Keywords: Mann-Wald ; simulation ; regression lines
Abstract:

An ongoing series of studies has been aimed at various problems arising in the detection of intervention effects in time-series data. In the most recent published work (Ramsey & Ramsey, 2003), it has been shown that a composite procedure can provide accurate tests of level changes in interrupted time-series analysis. The comparison of least squares lines has been shown to greatly improve the accuracy of Type I error control in testing level changes in interrupted time-series analysis. The composite procedure combines the Mann-Wald procedure with that of the Kromrey and Foster-Johnson (1996) regression procedure allowing for testing changes in level as well as changes in both trend and level in the presence of trend effects in time series data. Procedures for evaluating changes in level in the presence of autocorrelation and slope changes are suggested and evaluated.

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