ITSA: Stata module to perform interrupted time series analysis for single and multiple groups

itsa estimates the effect of an intervention when the outcome variable is ordered as a time series, and a number of observations are available in both pre- and post-intervention periods. The study design is generally referred to as an interrupted time series because the intervention is expected to "interrupt" the level and/or trend subsequent to its introduction. itsa is a wrapper program for, by default, newey, which produces Newey-West standard errors for coefficients estimated by OLS regression, or optionally prais, which uses the generalized least-squares method to estimate the parameters in a linear regression model in which the errors are assumed to follow a first-order autoregressive process. itsa estimates treatment effects for either a single treatment group (with pre- and post-intervention observations) or a multiple-group comparison (i.e., the single treatment group is compared with one or more control groups). Additionally, itsa can estimate treatment effects for multiple treatment periods.