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POWER_ITSA: Stata module to compute power for single and multiple-group interrupted time series analysis

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Abstract

power itsa computes power for a specified number of time periods n() in a single-group or multiple-group interrupted time series analysis (ITSA), using simulation. For a single-group ITSA, the process involves (1) generating a time series using itsadgp, based on the user-inputs replicating the coefficients of a single-group ITSA regression model (see Remarks section below)-- which may include autocorrelation for an autoregressive AR(1) model; (2) estimating a single-group ITSA model using Newey-West standard errors; (3) testing if the difference in pre- and post-intervention trends = 0, or when level is specified, testing if the change in level in the period immediately following introduction of the intervention (compared to the conterfactual) = 0; and (4) repeating this process the number of times specified in reps(). For a multiple-group group ITSA, the process involves (1) generating one time series for the treated unit and one or more time series for the controls, replicating the coefficients of a multiple-group ITSA regression model-- which may include separate autocorrelations for the treated unit and controls; (2) estimating a multiple-group ITSA model using Newey-West standard errors; (3) testing if the difference in differences of the pre- and post-intervention trends = 0, or when level is specified, testing if the differences in the change in level in the period immediately following introduction of the intervention (compared to the counterfactual) = 0; and (4) repeating this process the number of times specified in reps().

Suggested Citation

  • Ariel Linden, 2025. "POWER_ITSA: Stata module to compute power for single and multiple-group interrupted time series analysis," Statistical Software Components S459461, Boston College Department of Economics, revised 02 Aug 2025.
    • Handle: RePEc:boc:bocode:s459461
    Note: This module should be installed from within Stata by typing "ssc install power_itsa". 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.
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    File URL: http://fmwww.bc.edu/repec/bocode/p/power_cmd_single_itsa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_cmd_multi_itsa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_cmd_single_itsa_init.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_cmd_multi_itsa_init.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_sim_single_itsa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_sim_multi_itsa.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_itsa.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_single_itsa.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/power_multi_itsa.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/i/itsadgp.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/itsadgp.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/g/glm2.ado
    File Function: program code
    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
    File Function: sample data file
    Download Restriction: no
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