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ITSAPERM: Stata module to perform permutation tests for matched multiple group interrupted time series analysis

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

itsaperm performs a robustness check in the form of permutation tests to assess whether the treatment effect (identified in a multiple group interrupted time series analysis with matched sets), remains plausible under a pseudo-treatment assignment process. itsaperm iteratively casts each unit into the role of “treated”, creating a comparable control group from other units in the sample using itsamatch, and then evaluates treatment effects using itsa. The specific treatment effect evaluated is the differences-in-differences in trends (see Remarks section below). The results of the permutation tests are presented in a forest plot. If statistically significant “treatment effects” are estimated for pseudo-treated units, then any significant changes in the outcome of the true treatment unit cannot be attributed to the intervention.

Suggested Citation

  • Ariel Linden, 2018. "ITSAPERM: Stata module to perform permutation tests for matched multiple group interrupted time series analysis," Statistical Software Components S458481, Boston College Department of Economics, revised 20 Apr 2024.
    • Handle: RePEc:boc:bocode:s458481
    Note: This module should be installed from within Stata by typing "ssc install itsaperm". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/i/itsaperm.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsaperm.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsamatch.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsamatch.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsa.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cigsales.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/cigsales_single.dta
    Download Restriction: no
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