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ERIC Number: ED067400
Record Type: Non-Journal
Publication Date: 1965-Aug
Pages: 41
Abstractor: N/A
Reference Count: N/A
ISBN: N/A
ISSN: N/A
The Interrupted Time Series as Quasi-Experiment: Three Tests of Significance. A Fortran Program for the CDC 3400 Computer.
Sween, Joyce; Campbell, Donald T.
Computational formulae for the following three tests of significance, useful in the interrupted time series design, are given: (1) a "t" test (Mood, 1950) for the significance of the first post-change observation from a value predicted by a linear fit of the pre-change observations; (2) an "F" test (Walker and Lev, 1953) of the hypothesis that one regression line fits both pre and post-change groups; and (3) a "t" test of the difference between pre-change and post-change regression estimates of the occasion value lying midway between the last pre-change point and the first post-change point (Mood, 1950; Walker and Lev, 1953). The computer program TIMEX is designed to perform the following statistical tests on data of the interrupted time series form: Mood test, Walker-Lev covariance tests, and "double extrapolation." In addition to "t" or "F" values of each statistical test of significance, other information may also be obtained; this information is indicated. Program limitations, card preparation, and order of cards are presented. The computer program is provided in a printout, as is the test data for the program. The test data plot is also reproduced. Appendix I is Interpretation of Data Plot with Missing Regression Points, and Appendix II is Program Modifications for Fortran II and IV. (Author/DB)
Publication Type: N/A
Education Level: N/A
Audience: N/A
Language: N/A
Sponsor: Office of Education (DHEW), Washington, DC. Educational Media Branch.
Authoring Institution: Northwestern Univ., Evanston, IL. Vogelback Computing Center.