The robust interrupted time series method, using a two-stage approach, was proposed by Cruz et al (2017)

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The robust interrupted time series method, using a two-stage approach, was proposed by Cruz et al (2017). The first stage involves identifying the change point and the second stage involves performing formal tests for differences in the correlation structure and variability between pre- and post-intervention.41 For this method, the time of intervention is assumed to not necessarily be the same as the time at which the effect of intervention initiate (ie, the change point). The authors demonstrated that their method performed better than traditional segmented regression with regards to mean squared error.

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