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

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: power_itsa computes power for a specified number of time periods n() in a single-group interrupted time series analysis (ITSA) using simulation. 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)-- which may include autocorrelation for an autoregressive AR(1) model; (2) estimating an 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().

Language: Stata
Requires: Stata version 11
Keywords: interrupted time series; time series regression; power; sample size (search for similar items in EconPapers)
Date: 2025-06-06
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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/p/power_cmd_itsa_init.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/power_cmd_itsa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/power_sim_itsa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/power_itsa.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itsa.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itsa.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itsadgp.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/itsadgp.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/g/glm2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cigsales.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/cigsales_single.dta sample data file (application/x-stata)

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