Thanks to Kit Baum, a revised version of itsa is now available on SSC.
This new version allows users to specify additional "two_way" graphing options. Additionally, a bug was fixed that impacted how the posttrend option was calculated when there were multiple intervention periods.
itsa performs interrupted time series analysis for single and multiple groups
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 pre- and post-intervention periods. The study design is generally referred to as an interrupted time series because the intervention is expected to "interrupt" the level and/or trend subsequent to its introduction. itsa is a wrapper program for, by default, newey, which produces Newey-West standard errors for coefficients estimated by OLS regression, or optionally 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 pre- and post-intervention observations) or a multiple-group comparison (i.e., the single treatment group is compared with one or more control groups). Additionally, itsa can estimate treatment effects for multiple treatment periods.
As always, please contact me if you find any bugs in the program.
Ariel
This new version allows users to specify additional "two_way" graphing options. Additionally, a bug was fixed that impacted how the posttrend option was calculated when there were multiple intervention periods.
itsa performs interrupted time series analysis for single and multiple groups
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 pre- and post-intervention periods. The study design is generally referred to as an interrupted time series because the intervention is expected to "interrupt" the level and/or trend subsequent to its introduction. itsa is a wrapper program for, by default, newey, which produces Newey-West standard errors for coefficients estimated by OLS regression, or optionally 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 pre- and post-intervention observations) or a multiple-group comparison (i.e., the single treatment group is compared with one or more control groups). Additionally, itsa can estimate treatment effects for multiple treatment periods.
As always, please contact me if you find any bugs in the program.
Ariel