Changepoint statistics for assessing a treatment-covariate interaction

We formulate a stochastic process approach, related to that of Miller and Siegmund (1982, Biometrics 38, 1001-1016), for comparing two treatments in the setting where a covariate might affect the difference between the treatments. We illustrate the approach with data from a recent clinical trial examining whether pretreating subjects scheduled for major elective surgery with erythropoietin reduces their subsequent requirement for blood transfusion. The approach is valuable in identifying a changepoint in baseline hemoglobin level below which subjects appear to be more responsive to the infusion of erythropoietin.