Interrupted Time Series:

What, Why and How

Karen Smith
 Acknowledgement

• Motivated by consultancy work with the

Centre for Suicide Research
• All analyses and graphs produced by
Helen Bergen, Centre for Suicide
Research
• Motivating example
• What is Interrupted Time Series?
• Why use it?
• Design issues
• Analysis issues
• Guidelines on use
 Motivating Example

• Between 1997 and 1999 the analgesic co-

proxamol was the single drug used most
frequently for suicide by self-poisoning in England
and Wales, with 766 over the 3 year period
• There is a relatively narrow margin between
therapeutic and potentially lethal levels
• Death occurs largely because of the toxic effects
of dextropropoxyphene on respiration and cardiac
conduction
• MHRA conducted a review of the efficacy/safety
profile
• Committee on Safety of Medicines advised
withdrawal from use in the UK, the final date
being 31 December 2007
• Patients who find it difficult to move to an
alternative drug can still be prescribed co-
proxamol
 The Problem

• How to evaluate the impact of the

announcement to withdraw co-proxamol
on
– Prescribing of analgesics
– Mortality involving co-proxamol
– Mortality involving other analgesics (substitution
of method is of concern)
 Available Data

• Quarterly data on prescriptions of co-proxamol,

cocodamol, codeine, codydramol, dihydrocodeine,
NSAIDs, paracetamol and tramadol (from
Prescription Statistics department of the
Information Centre for Health and Social Care,
England, and Prescribing Service Unit, Health
Solutions Wales)
• Quarterly data on drug poisoning deaths
(suicides, open verdicts and accidental
poisonings) involving co-proxamol alone,
cocodamol, codeine, codydramol, dihydrocodeine,
NSAIDs, paracetamol and tramadol, based on
death registrations in England and Wales (from
ONS) – single drug, with and without alcohol
• Quarterly data for overall drug poisoning deaths
and for all deaths receiving suicide and
undetermined verdicts
 Simple Analysis

• Compare the proportion of deaths involving co-

proxamol prior to the legislation with proportion
following legislation
• Compare total number of poisoning deaths before
and after legislation
• Time series plots of prescriptions and deaths
• Co-proxamol withdrawal has reduced suicide from
drugs in Scotland, E. A. Sandilands & D. N.
Bateman, British Journal of Clinical Pharmacology,
2008.
 What’s Wrong With This?

• Ignores any trends, both before and after change

in legislation (or intervention in a more general
setting)
• Ignores any possible cyclical effects
• Doesn’t pick up on any discontinuity
• Variances around the means before and after the
intervention may be different
• Effects may drift back toward the pre-intervention
level and/or slope over time if the effect wears off
• Effects may be immediate or delayed
• Doesn’t take account of any possible
autocorrelation
A Solution – Interrupted Time Series

• A special kind of time series in which we

know the specific point in the series at
which an intervention occurred
• Causal hypothesis is that observations
after treatment will have a different level
or slope from those before intervention –
the interruption
• Strong quasi-experimental alternative to
randomised design if this is not feasible
Ramsay et al, 2003
 The Model
Use segmented regression analysis (Wagner et al, 2002):

Ŷt = β0 + β1 x timet + β2 x interventiont + β3 x
time_after_interventiont + et

Yt is the outcome
time indicates the number of quarters from the start of the series
intervention is a dummy variable taking the values 0 in the pre-
intervention segment and 1 in the post-intervention segment
time_after_intervention is 0 in the pre-intervention segment and
counts the quarters in the post-intervention segment at time t
β0 estimates the base level of the outcome at the beginning of the
series
β1 estimates the base trend, i.e. the change in outcome per quarter
in the pre-intervention segment
β2 estimates the change in level in the post-intervention segment
β3 estimates the change in trend in the post-intervention segment
et estimates the error
 Threats to Validity

• Forces other than the intervention under

investigation influenced the dependent variable
– Could add a no-treatment time series from a control
group
– Use qualitative or quantitative means to examine
plausible effect-causing events
• Instrumentation – how was data
collected/recorded
• Selection – did the composition of the
experimental group change at the time of
intervention?
• Poorly specified intervention point; diffusion
• Choice of outcome – usually have only routinely
collected data
• Power, violated test assumptions, unreliability of
measurements, reactivity etc.
 Design Considerations

• Add a non-equivalent no-treatment

control group
• Add non-equivalent dependent variables
– Intervention should not affect but would
respond in the same way as primary variable to
validity threat
• Remove intervention at a known time
• Add multiple replications
• Add switching replications
 Problems

• Interventions implemented slowly and diffuse

• Effects may occur with unpredictable time delays
• Many data series much shorter than the 100
observations recommended for analysis
• Difficult to locate or retrieve data
• Time intervals between each data point in archive
may be longer than needed
• Missing data
• Undocumented definitional shifts
 Applied to the Co-Proxamol Data

• 28 quarters in the pre-intervention period

and 12 in post-intervention
• Examined a number of common
analgesics
– Prescriptions
– Deaths
• Examined overall suicides
• Some evidence of autocorrelation in the
data, hence Cochrane-Orcutt
autoregression used (Durbin Watson
statistic of final models close to 2)
Prescriptions* for analgesics dispensed in England and Wales, 1998-2007

6000
Co-proxam ol w ithdraw al
announced

5000
Prescription items dispensed per quarter (thousands)

co-proxam
4000 NSAIDs
paracetam
co-codam
tramadol
3000
co-dydram
codeine
dihydroco

2000

1000

0
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

1998 1999 2000 2001 2002 2003 2004 2005 2006 2007
Year (quarters)

* excluding liquids, suppositories, granules, powders and effervescent preparations

 Mortality in England and Wales from analgesic poisoning (suicide and open
verdicts), 1998-2007, for persons aged 10 years and over (substances taken
alone, +/- alcohol)

90

80 Co-proxamol withdrawal
announced

70 co-proxa

60
Number of deaths

other
analges
50
co-proxa
best fit w
40 announc

co-proxa
30 best fit w
announc

20

10

0
1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4

1998 1999 2000 2001 2002 2003 2004 2005 2006 2007
Year (quarters)
 Prescriptions

Pre-intervention Post-intervention

Base level, β0 (SE) p Base trend, p Change in p Change in p

β1 (SE) level, β2 (SE) trend, β3 (SE)

Co-proxamol 3050.1 (139.9) <0.001 -45.9 (7.7) <0.001 -554.8 (74.9) <0.001 -46.8 (16.8) 0.01

Cocodamol 1349 (12.4) <0.001 34.1 (0.8) <0.001 300.5 (53.6) <0.001 30.7 (6.4) <0.001

Codeine 204.8 (4.2) 0.007 9.6 (0.2) <0.001 20.5 (11.6) 0.089 3.5 (1.2) 0.007

Codrydamol 1055.2 (6.1) <0.001 -1.1 (0.3) 0.004 148.7 (35.8) <0.001 -4.2 (4.1) 0.316

Dihydrocodeine 686.4 (31.1) <0.001 -1.5 (1.4) 0.291 -29.7 (2.4) <0.001 -0.8 (2.4) 0.731

NSAIDs 4652.4 (47.2) <0.001 28.4 (3) <0.001 -622.9 (70.2) <0.001 -66.2 (8.5) <0.001

Paracetamol 1493.4 (56.1) <0.001 42.1 (3.0) <0.001 232 (66.6) 0.001 23 (8.2) 0.01

Tramadol 47.2 (51.4) 0.365 31.4 (2.7) <0.001 -41.9 (6.8) <0.001 16.3 (5.2) 0.004
 Suicides

Pre-intervention Post-intervention

Base level, β0 (SE) p Base trend, p Change in p Change in p

β1 (SE) level, β2 (SE) trend, β3 (SE)

Co-proxamol 81.0 (4.5) <0.001 -1.194 (0.3) <0.001 -28.3 (4.9) <0.001 0.6 (0.6) 0.355

Other analgesics 51.3 (2.8) <0.001 -0.3 (0.2) 0.095 6.4 (6.0) 0.297 -0.3 (0.6) 0.724

All drugs except co- 221.2 (7.3) <0.001 -0.5 (0.5) 0.299 21.6 (12.8) 0.100 -5.4 (1.4) <0.001
proxamol and other
analgesics

All drugs 353.7 (10.2) <0.001 -2.0 (0.7) 0.008 0.004 (18.1) 1.000 -4.9 (1.7) 0.007

All causes 1319.0 (22.5) <0.001 -4.8 (1.4) 0.002 12.8 (34.8) 0.716 -5.4 (4.1) 0.192
 Estimating Absolute Effect
• The model may be used to estimate the absolute effect of the
intervention. This is the difference between the estimated
outcome at a certain time after the intervention and the
outcome at that time if the intervention not taken place.
• For example, to estimate the effect of the intervention at the
midpoint of the post-intervention period (when time = 34.5
and time_after_intervention = 6.5), we have

Ŷ34.5 = β0 + β1 x 34.5 without intervention

Ŷ34.5 = β0 + β1 x 34.5 + β2 + β3 x 6.5 with intervention
• Thus, the absolute effect of the intervention is
β2 + β3 x 6.5
• Standard errors calculated using method of Zhang et al
σ22 + 6.52 x σ32 + 2 x 6.5 x σ23
• Non-significant terms included due to correlation between
slope and level terms
 Results
Estimates of absolute effect during 2005 to 2007

Mean quarterly estimated Mean quarterly number post Mean quarterly change (95% CI)
number pre announcement announcement

Prescriptions (x1000)

Co-proxamol 1465.1 605.7 -859 (-1065 to -653)

Cocodamol 2524.7 3024.6 500 (459 to 540)

Codeine 534.6 578 43 (31 to 55)

Codrydamol 1018.2 1140.0 122 (99 to 145)

Dihydrocodeine 634.6 600.0 -35 (-68 to -2)

NSAIDs 5633.8 4581.0 -1053 (-1186 to -920)

Paracetamol 2947.0 3330.0 382 (268 to 497)

Tramadol 1130.1 1193.9 64 (-5 to 133)

Suicides, Open

Co-proxamol 39 15 -24 (-37 to -12)

Other analgesics 39 44 5 (-5 to 15)

All drugs except co-proxamol 204 191 -13 (-34 to 8)

and other analgesics

All drugs 283 252 -31 (-66 to 3)

All causes 1152 1130 -22 (-89 to 45)

 Prescriptions

• Prescription data for England and Wales showed a steep

reduction in prescribing of co-proxamol in the first two
quarters of 2005, with further reductions thereafter.
• Regression analyses indicated a significant decrease in both
level and slope in prescribing of co-proxamol - the number of
prescriptions decreased by an average of 859 (95% confidence
interval (CI) = 653 to 1065) thousand per quarter in the post-
intervention period.
• This equates to an overall decrease of approximately 59% in
the three year post-intervention period, 2005 to 2007.
• There were also significant decreases in prescribing of NSAIDS
of an average of 1053 (95% CI = 920 to 1186) thousand per
quarter, equating to an approximate 19% decrease overall for
2005 to 2007; and for dihydrocodeine of an average of 35
(95% CI = 2 to 68) thousand per quarter, or approximately
6% overall for 2005 to 2007.
• Prescriptions for the other analgesics increased significantly in
the post-intervention period, apart from tramadol. Based on
mean quarterly estimates this equated to percentage increases
over the 2005 to 2007 period of approximately 20% for
cocodamol, 13% for paracetamol, 12% for codydramol, and
8% for codeine.
 Deaths
• Marked reduction in suicide and open verdicts involving co-proxamol in the first
quarter of 2005, which persisted until the end of 2007.
• Prior to 2005 deaths due to co-proxamol alone were 19.5% (95% CI = 16.9 to
22.2) of all drug poisoning suicides, whereas between 2005 and 2007 they
constituted just 6.4% (95% CI = 5.2 to 7.5).
• Regression analyses indicated a significant decrease in both level and slope for
deaths involving co-proxamol which received a suicide or open verdict -
decreased by on average 24 (95% CI = 12 to 37) per quarter in the post-
intervention period.
• This equates to an estimated overall decrease of 295 (95% CI = 251 to 338)
deaths, approximately 62%, in the three year post-intervention period 2005 to
2007.
• When accidental poisoning deaths involving co-proxamol were included, there
was a mean quarterly decrease of 29 (95% CI = 17 to 42) deaths, equating to
an overall decrease of 349 (95% CI = 306 to 392) deaths, approximately 61%,
in the three year post-intervention period 2005 to 2007.
• There were no statistically significant changes in level or slope in the post-
intervention period for deaths involving other analgesics (cocodamol, codeine,
codydramol, dihydrocodeine, NSAIDs, paracetamol and tramadol) which
received a suicide or open verdict (both including and excluding accidental
deaths).
• There was a substantial though not statistically significant reduction during the
post-intervention period in deaths (suicide and open verdicts) involving all
drugs (including co-proxamol and other analgesics), with the mean quarterly
change between 2005 and 2007 being -31 (95% CI = -66 to 3) deaths.
• The overall suicide rate (including open verdicts) during this period also
decreased, though to a lesser extent, and the mean quarterly change of -22
(95% CI = -89 to 45) deaths was not statistically significant.
 Interpretation
• Following the announcement of the withdrawal of co-proxamol in
January 2005 there was an immediate large reduction in
prescriptions. This was associated with a 62% reduction in suicide
deaths (including open verdicts), or an estimated 295 fewer
deaths.
• Inclusion of accidental deaths, some of which were likely to have
been suicides increased the estimated reduction in number of
deaths to approximately 349 over 3 years.
• Possible substitution of method must be considered in estimating
the effect of changing availability of a specific method of suicide.
• Withdrawal of co-proxamol was associated with changes in
prescribing of other analgesics.
• Significant increases in prescribing of co-codamol, paracetamol,
and codydramol occurred during 2005-2007.
• Analyses of suicide and open verdict deaths involving other
analgesics combined indicated little evidence of substitution.
• An abrupt reduction in prescribing of NSAIDs occurred shortly
before the announcement of the withdrawal of co-proxamol due to
concerns about Cox 2 inhibitors. However, NSAIDs are rarely a
direct acute cause of death, especially by suicide.
• Overall suicide and open verdict deaths decreased in England and
Wales during 2005 to 2007. Thus underlying downward trends in
suicide cannot explain the full extent of the decrease in co-
proxamol related deaths following the MHRA announcement to
withdraw co-proxamol.
 Limitations

• Interrupted time series autoregression controls for

baseline level and trend when estimating expected
changes in the number of prescriptions (or deaths) due
to the intervention.
• The estimates of the overall effect on prescriptions and
mortality involved extrapolation, which is inevitably
associated with uncertainty.
• The regression method assumes linear trends over
time, and the co-proxamol prescribing data, in
particular, had a poor fit, resulting in large standard
errors in the post-intervention period.
• Estimates of the standard errors for absolute mean
quarterly changes in number of prescriptions or deaths
were determined exactly, including the covariance of
level and slope terms.
• Estimates of percentage changes over the three year
post-estimation period are point estimates and were
not determined with standard error calculations.
 Guidelines on Use

• Ramsay et al, 2003

– Quality criteria
• Intervention occurred independently of other changes
over time
• Intervention was unlikely to affect data collection
• The primary outcome was assessed blindly or was
measured objectively
• The primary outcome was reliable or was measured
objectively
• The composition of the data set at each time point
covered at least 80% of the total number of
participants in the study
• The shape of the intervention effect was prespecified
• A rationale for the number and spacing of data points
was described
• The study was analyzed appropriately using time series
techniques
 Findings of the Systematic
Reviews
• Mass media review of 20 studies, Guideline
dissemination and implementation review of 38
studies
– Most studies had short time series
• Standard errors increased
• Reduced power
• Type I error increased
• Failure to detect autocorrelation or secular trends
– Over 65% analysed inappropriately
• Of the 37 re-analysed, 8 had significant pre-
intervention trends
– Most were underpowered
• Rule of thumb: with 10 pre- and 10 post-intervention
time points the study would have at least 80% power
to detect a change in level of five standard deviations
of the pre-data if the autocorrelation >0.4
• Long pre-intervention phase increases power to detect
secular trends
 References

• Shadish, Cook and Campbell, 2002, Experimental and

quasi-experimental designs for generalised causal
inference, Houghton Mifflin.
• Ramsay CR, Matowe L, Grilli R, Grimshaw JM, Thomas
RE. Interrupted time series designs in health
technology assessment: Lessons from two systematic
reviews of behavior change strategies.
Int.J.Technol.Assess.Health Care 2003;19:613-23
• Wagner AK, Soumerai SB, Zhang F, Ross-Degnan D.
Segmented regression analysis of interrupted time
series studies in medication use research.
J.Clin.Pharm.Ther. 2002;27:299-309
• Zhang, F, Wagner, A, Soumerai, S. B., and Ross-Degnan,
D. Estimating confidence intervals around relative
changes in outcomes in segmented regression analyses
of time series data. 15th Annual NESUG (NorthEast SAS
Users Group Inc) Conference Last update 2002.
http://www.nesug.info/Proceedings/nesug02/st/st005.pdf
. Accessed 22 October 2008.
 Examples of Use

• Matowe, L, Ramsay, C. R., Grimshaw, J. M., Gilbert F. J.,

MacLeod, M.-J. and Needham, G. Effects of mailed
dissemination of the Royal College of Radiologists’ Guidelines
on general practitioner referrals for radiography: a time
series analysis. Clinical Radiology 2002, 57, 575-578
• Neustrom, M. W. and Norton, W. M. The impact of drunk
driving legislation in Louisiana. Journal of Safety Research,
1993, 24, 107-121
• Ansari, F, Gray, K, Nathwani, D, Phillips, G, Ogston, S,
Ramsay, C and Davey, P. Outcomes of an intervention to
improve hospital antibiotic prescribing: interrupted time
series with segmented regression analysis. Journal of
Antimicrobial Chemotherapy, 2003, 52, 842-848
• Morgan, O. W., Griffiths, C and Majeed, A. Interrupted time-
series analysis of regulations to reduce paracetamol
(acetaminophen) poisoning. PLoS Medicine, 2007, 4, 0654-
0659
• K. Hawton, H. Bergen, S. Simkin, A. Brock,
C. Griffiths, E. Romeri, K. L. Smith, N.
Kapur, D. Gunnell (2009). Effect of
withdrawal of co-proxamol on prescribing
and deaths from drug poisoning in
England and Wales: time series analysis.
BMJ, 338:b2270