For diseases that involve the immune system, the alleles of the human leukocyte antigen (HLA) complex can play a major role. For example, if responsiveness to therapy is immunologically mediated, one would think that responders and non-responders might tend to have different HLA alleles. However, comparing the frequencies between the two groups of patients at each allele can introduce a substantial multiple comparisons problem as the number of alleles is large. This paper proposes an efficient two-stage procedure for identifying alleles that may mediate response. In the first-stage, the distribution of all alleles for the patients are compared to a reference population and a few alleles are selected. These candidate alleles are then compared between the two groups of patients using a modest Bonferroni correction. The two-stage procedure strongly controls the type I error rate as the first-stage selection is statistically independent of the second-stage tests. We analyse a cohort of patients with bone marrow failure who are classified as responders or non-responders to immunosuppressive therapy. Published in 2003 by John Wiley & Sons, Ltd.