ITSA: Stata module to perform interrupted time series analysis for single and multiple groups

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: itsa estimates the effect of an intervention when the outcome variable is ordered as a time series and a number of observations are available in both preintervention and postintervention periods. The study design is generally referred to as an interrupted time-series analysis (ITSA) because the intervention is expected to interrupt the level or trend subsequent to its introduction. itsa is a wrapper program for glm by default, and produces Newey-West standard errors to adjust for an error structure that is assumed to be heteroskedastic and possibly autocorrelated up to some user-defined lag. It can optionally be a wrapper for prais, which uses the generalized least-squares method to estimate the parameters in a linear regression model in which the errors are assumed to follow a first-order autoregressive process. itsa estimates treatment effects for either a single treatment group (with preintervention and postintervention observations) or a multiple-group comparison (that is, the single treatment group is compared with one or more control groups). Additionally, itsa can estimate treatment effects for multiple treatment periods. Because, itsa is a wrapper for glm, all available model options are allowed.

Language: Stata
Requires: Stata version 11
Keywords: interrupted time series; quasi-experimental studies; causal inference (search for similar items in EconPapers)
Date: 2014-02-23, Revised 2024-02-05
Note: This module should be installed from within Stata by typing "ssc install 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.
References: Add references at CitEc
Citations:

Downloads: (external link)
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/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)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457793

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().