POWER_STEP: Stata module to compute power for a step intervention with AR(1) Error

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

Statistical Software Components from Boston College Department of Economics

Abstract: power_step computes power for an interrupted time series analysis (ITSA) in which the intervention is expected to change the level (step) of the series (McLeod and Vingilis 2008). The results are computed in terms of the size of the intervention effect in units corresponding to standard deviations of the pre-intervention series (presented as the scaled intervention parameter δ). The power estimates assume that the intervention analysis will be performed using an autoregressive moving-average (ARMA) model. The computations and output of power_step largely mirror those found at https://www.stats.uwo.ca/faculty/aim/2007/OnlinePower/TwoSided.html. However, there are cases in which the results between the online calculator and power_step slightly differ. This is due to the fact that Javascript does not naturally compute the cumulative standard distribution function (CDF) and therefore the author uses an approximation. Conversely, power_step uses normal() to compute the CDF.

Language: Stata
Requires: Stata version 11
Keywords: interrupted time series analysis; ITSA; ARIMA; power; sample size (search for similar items in EconPapers)
Date: 2025-02-08
Note: This module should be installed from within Stata by typing "ssc install power_step". 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/p/power_step.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/power_step.sthlp help file (text/plain)

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