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  • Is it possible to use itsa for interrupted time series with multiple panels all affected by a policy?

    Hi,

    I am running an interrupted time series analysis to assess the impact of a policy on medicine consumption. I have data for 5 countries & ~100 medicines for 24 time periods (~500 panels). All medicines/countries are impacted by the policy at the same time.

    To use Ariel Linden's itsa command (ssc install itsa), am I correct in my understanding that the multiple groups options cannot be used in this situation? Ie, it can only be used to separate treated and non-treated panels?

    If I were to use itsa, would I first have to aggregate the data over all countries/medicines for each time point?

    If this is correct, it seems that I might lose valuable data/observations & I should perhaps use xtreg (or a similar panel regression method), with fixed effects for the countries and medicines, and include a policy variable (=1 from the year of policy implementation).

    Thank you for any assistance.

  • #2
    Hi Dan,

    A bit late now, being one year on from your post, but I have just been looking for the same information.

    -xtitsa- may do what you were looking for. See http://lindenconsulting.org/documents/XTITSA_Stata.pdf

    John

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