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PCPANEL: Stata module to perform power calculations for randomized experiments with panel data, allowing for arbitrary serial correlation

Author

Listed:
  • Fiona Burlig

    () (University of California, Berkeley)

  • Louis Preonas

    () (University of California, Berkeley)

  • Matt Woerman

    () (University of California, Berkeley)

Abstract

This package performs power calculations for randomized experiments with panel data. Unlike the existing programs "sampsi" and "power", this package accommodates arbitrary serial correlation. The program "pc_simulate" performs simulation-based power calculations using a pre-existing dataset (stored in memory), and accommodates cross-sectional, multi-wave panel, difference-in-differences, and ANCOVA designs. The program "pc_dd_analytic" performs analytical power calculations for a difference-in-differences experimental design, applying the formula derived in Burlig, Preonas, and Woerman (2017) that is robust to serial correlation. Users may either input parameters to characterize the assumed variance-covariance structure of the outcome variable, or allow the subprogram "pc_dd_covar" to estimate the variance-covariance structure from pre-existing data.

Suggested Citation

  • Fiona Burlig & Louis Preonas & Matt Woerman, 2017. "PCPANEL: Stata module to perform power calculations for randomized experiments with panel data, allowing for arbitrary serial correlation," Statistical Software Components S458286, Boston College Department of Economics, revised 06 Jan 2019.
  • Handle: RePEc:boc:bocode:s458286
    Note: This module should be installed from within Stata by typing "ssc install pcpanel". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_dd_analytic.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_dd_analytic.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_dd_covar.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_dd_covar.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_simulate.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pc_simulate.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/p/pcpanel.sthlp
    File Function: help file
    Download Restriction: no

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