Survey Methodology
Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels

by Sumonkanti Das, Jan van den Brakel, Harm Jan Boonstra and Stephen HaslettNote 1

  • Release date: December 15, 2022

Abstract

Multilevel time series (MTS) models are applied to estimate trends in time series of antenatal care coverage at several administrative levels in Bangladesh, based on repeated editions of the Bangladesh Demographic and Health Survey (BDHS) within the period 1994-2014. MTS models are expressed in an hierarchical Bayesian framework and fitted using Markov Chain Monte Carlo simulations. The models account for varying time lags of three or four years between the editions of the BDHS and provide predictions for the intervening years as well. It is proposed to apply cross-sectional Fay-Herriot models to the survey years separately at district level, which is the most detailed regional level. Time series of these small domain predictions at the district level and their variance-covariance matrices are used as input series for the MTS models. Spatial correlations among districts, random intercept and slope at the district level, and different trend models at district level and higher regional levels are examined in the MTS models to borrow strength over time and space. Trend estimates at district level are obtained directly from the model outputs, while trend estimates at higher regional and national levels are obtained by aggregation of the district level predictions, resulting in a numerically consistent set of trend estimates.

Key Words: Cross-sectional Fay-Herriot model; Hierarchical Bayesian approach; MCMC simulation; Small area estimation; Demographic and Health Surveys.

Table of contents

How to cite

Das, S., van den Brakel, J., Boonstra, H.J. and Haslett, S. (2022). Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels. Survey Methodology, Statistics Canada, Catalogue No. 12-001-X, Vol. 48, No. 2. Paper available at http://www.statcan.gc.ca/pub/12-001-x/2022002/article/00010-eng.htm.

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