Detection of treatment effects by covariate-adjusted expected shortfall. (English) Zbl 1220.62137

He, Xuming; Hsu, Ya-Hui; Hu, Mingxiu

Ann. Appl. Stat. 4, No. 4, 2114-2125 (2010).

Summary: The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score (TSS) under different treatments for rheumatoid arthritis. We propose a more powerful test that detects treatment effects through the expected shortfalls. We show how the expected shortfall can be adjusted for covariates, and demonstrate that the proposed test can achieve a substantial sample size reduction over the conventional tests on the mean effects.

MSC:

62P10	Applications of statistics to biology and medical sciences; meta analysis
92C50	Medical applications (general)
62N03	Testing in survival analysis and censored data

Keywords:

CVaR; expected shortfall; quantile; total sharp score

References:

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