Modern statistical approaches to the analysis of single cases have so far been rarely employed in psychiatric therapy research. The recently developed Hierarchical Trend-Segment Component Analysis (HTAKA) seems to be an adequate and practicable method for the field of therapy evaluation, not only under sophisticated research conditions, but also under routine treatment conditions, but analysis data of the effects of sleep-deprivation therapy as an example, the results of nonparametric time-series analyses performed according to HTAKA are presented. The statistical agglomeration of the single case results demonstrated that in most cases undergoing repeated sleep deprivation a long-term antidepressive effect related to this therapy could be proven.