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POWER_STEP: Stata module to compute power for a step intervention with AR(1) Error

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

power_step computes power for an interrupted time series analysis (ITSA) in which the intervention is expected to change the level (step) of the series (McLeod and Vingilis 2008). The results are computed in terms of the size of the intervention effect in units corresponding to standard deviations of the pre-intervention series (presented as the scaled intervention parameter δ). The power estimates assume that the intervention analysis will be performed using an autoregressive moving-average (ARMA) model. The computations and output of power_step largely mirror those found at https://www.stats.uwo.ca/faculty/aim/2007/OnlinePower/TwoSided.html. However, there are cases in which the results between the online calculator and power_step slightly differ. This is due to the fact that Javascript does not naturally compute the cumulative standard distribution function (CDF) and therefore the author uses an approximation. Conversely, power_step uses normal() to compute the CDF.

Suggested Citation

  • Ariel Linden, 2025. "POWER_STEP: Stata module to compute power for a step intervention with AR(1) Error," Statistical Software Components S459419, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459419
    Note: This module should be installed from within Stata by typing "ssc install power_step". 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

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/p/power_step.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_step.sthlp
    File Function: help file
    Download Restriction: no
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