Confidence limits for the onset and duration of treatment effect

Studies of biological variables such as those based on blood chemistry often have measurements taken over time at closely spaced intervals for groups of individuals. Natural scientific questions may then relate to the first time that the underlying population curve crosses a threshold (onset) and to how long it stays above the threshold (duration). In this paper we give general confidence regions for these population quantities. The regions are based on the intersection-union principle and may be applied to totally nonparametric, semiparametric, or fully parametric models where level-α tests exist pointwise at each time point. A key advantage of the approach is that no modeling of the correlation over time is required.