JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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Activity Number: 275
Type: Contributed
Date/Time: Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #304582
Title: Detection of Treatment Effects by Covariate-Adjusted Expected Shortfall
Author(s): Ya-Hui Hsu*+ and Xuming He and Mingxiu Hu
Companies: University of Illinois at Urbana-Champaign and University of Illinois at Urbana-Champaign and Millennium Pharmaceuticals/The Takeda Oncology Company
Address: , Champaign, IL, 61820,
Keywords: Expected Shortfall ; Quantile ; Total Sharp Score
Abstract:

The statistical tests that are commonly used in detecting 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.


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Revised September, 2008