Detection of treatment effects by covariate-adjusted expected shortfall

Details Detection of treatment effects by covariate-adjusted expected shortfall Detection of treatment effects by covariate-adjusted expected shortfall

2011-01-07

arxiv.org/abs/1101.1407v1

Annals of Applied Statistics 2010, Vol. 4, No. 4, 2114-2125

Statistics

Applications

Published in at http://dx.doi.org/10.1214/10-AOAS347 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/10-AOAS347

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. In this article, 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.

Affiliated with

Also associated with

No associations

Rating

Detection of treatment effects by covariate-adjusted expected shortfall does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Detection of treatment effects by covariate-adjusted expected shortfall, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Detection of treatment effects by covariate-adjusted expected shortfall will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-483807