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Table 8 Pairwise agreement in statistical significance of estimates of slope change between statistical methods. P-values associated with estimates of level change were categorised at the 5% level of statistical significance (i.e. ≤ 5%, > 5%). Cells in the upper triangle contain the percentage of series for which the p-value for level change was ≤ 0.05 for both methods or the p-value was > 0.05 for both methods. Denominators are reported in Table 4. Cells in the lower triangle (shaded) contain kappa statistics. Abbreviations: ARIMA, autoregressive integrated moving average; OLS, ordinary least squares; NW, OLS with Newey-West standard error adjustments; PW, Prais-Winsten; REML, restricted maximum likelihood; REML-Satt, restricted maximum likelihood with Satterthwaite small sample adjustment

From: Comparison of six statistical methods for interrupted time series studies: empirical evaluation of 190 published series