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PCPANEL: Stata module to perform power calculations for randomized experiments with panel data, allowing for arbitrary serial correlation

Fiona Burlig (), Louis Preonas () and Matt Woerman ()
Additional contact information
Louis Preonas: University of California, Berkeley
Matt Woerman: University of California, Berkeley

Statistical Software Components from Boston College Department of Economics

Abstract: This package performs power calculations for randomized experiments with panel data. Unlike the existing programs "sampsi" and "power", this package accommodates arbitrary serial correlation. The program "pc_simulate" performs simulation-based power calculations using a pre-existing dataset (stored in memory), and accommodates cross-sectional, multi-wave panel, difference-in-differences, and ANCOVA designs. The program "pc_dd_analytic" performs analytical power calculations for a difference-in-differences experimental design, applying the formula derived in Burlig, Preonas, and Woerman (2017) that is robust to serial correlation. Users may either input parameters to characterize the assumed variance-covariance structure of the outcome variable, or allow the subprogram "pc_dd_covar" to estimate the variance-covariance structure from pre-existing data.

Language: Stata
Requires: Stata version 9
Keywords: power calculations; panel data; experimental design; sample size (search for similar items in EconPapers)
Date: 2017-01-03, Revised 2019-04-13
Note: This module should be installed from within Stata by typing "ssc install pcpanel". 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/pc_dd_analytic.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pc_dd_analytic.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pc_dd_covar.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pc_dd_covar.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pc_simulate.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pc_simulate.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/pcpanel.sthlp help file (text/plain)

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Handle: RePEc:boc:bocode:s458286