ITSADGP: Stata module to generate artificial data for interrupted time-series analysis

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

Abstract: itsadgp generates artificial interrupted time series data using the specifications defined by the user -- including autoregressive terms (lags). In the simplest case, the data generated by itsadgp could be used for simulating a single-group interrupted time series analysis. In a more complex scenario, itsadgp could be implemented repeatedly using different specifications to generate data for simulating a multiple-group (treatment vs control) interrupted time series analysis. While the most straightforward approach to analyzing the data generated by itsadgp is via the itsa package (Linden 2015), other models, such as arima, can also be used for analyzing the generated data.

Language: Stata
Requires: Stata version 11
Keywords: interrupted time series analysis; data generating process; simulation (search for similar items in EconPapers)
Date: 2025-01-03
Note: This module should be installed from within Stata by typing "ssc install itsadgp". 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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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)

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