st: Revision of -itsa- available on SSC

["Ariel Linden" <ariel.linden@gmail.com>]

Thanks, as always, to Kit Baum, a revised version of -itsa- is now available
on SSC (ssc install itsa, replace).

This revision fixes an error in the code for a single-group interrupted time
series in which only one panel of data is available. Everything hums now as
expected.

-itsa- (interrupted time series analysis) 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 (which is useful for cross-over studies, or when
the researcher expects that the withdrawal of the intervention will impact
the outcome).

Ariel




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