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4 | 4 | "cell_type": "markdown", |
5 | 5 | "metadata": {}, |
6 | 6 | "source": [ |
7 | | - "# Transfer Function Interrupted Time Series (TF-ITS)\n", |
| 7 | + "# Graded Intervention Time Series (OLS)\n", |
8 | 8 | "\n", |
9 | | - "**Transfer Function Interrupted Time Series (TF-ITS)** extends classical interrupted time series analysis to handle **graded interventions** - policies or treatments with varying intensity over time, rather than simple on/off changes {cite:p}`box1975intervention`. Traditional ITS methods model binary interventions (e.g., \"policy enacted\" vs \"no policy\"). TF-ITS handles more realistic scenarios where:\n", |
| 9 | + "**Graded Intervention Time Series** extends classical interrupted time series analysis to handle **graded interventions** - policies or treatments with varying intensity over time, rather than simple on/off changes. Traditional ITS methods model binary interventions (e.g., \"policy enacted\" vs \"no policy\"). This method (technically called Transfer Function Interrupted Time Series or TF-ITS in the literature {cite:p}`box1975intervention`) handles more realistic scenarios where:\n", |
10 | 10 | "\n", |
11 | 11 | "1. **Intervention intensity varies continuously** (e.g., advertising spend \\$0 - 100k, communication frequency 0-10 messages/week)\n", |
12 | 12 | "2. **Effects saturate** - diminishing returns as exposure increases (10th message less impactful than the 1st)\n", |
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20 | 20 | "- **{term}`Counterfactual` analysis**: Estimate effects by zeroing or scaling interventions\n", |
21 | 21 | "- **HAC standard errors**: Robust inference accounting for autocorrelation and heteroskedasticity\n", |
22 | 22 | "\n", |
23 | | - "### When to Use TF-ITS\n", |
| 23 | + "### When to Use Graded Intervention Time Series\n", |
24 | 24 | "\n", |
25 | | - "Use TF-ITS when you have:\n", |
| 25 | + "Use this method when you have:\n", |
26 | 26 | "- ✅ Time series data from a **single unit** (region, market, organization)\n", |
27 | 27 | "- ✅ **Graded intervention** with varying intensity over time\n", |
28 | 28 | "- ✅ Reason to expect **saturation** (diminishing returns) or **carryover effects** (persistence)\n", |
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