B. Seifert Th. Gasser University of Zurich Department of Biostatistics Sumatrastrasse 30 CH{8006 Z urich, Switzerland Abstract When estimating a regression function r or its th derivative, local polynomials are an attractive choice due to their exibility and asymptotic performance. Seifert & Gasser (1996) proposed local polynomial ridging to overcome problems of local polynomials with variance...

Penalized likelihood methods provide a range of practical modelling tools, including spline smoothing, generalized additive models and variants of ridge regression. Selecting the correct weights for penalties is a critical part of using these methods and in the single penalty case the analyst has several well founded techniques to choose from. However, many modelling problems suggest a formulat...

We examine a generalized F-test of a nonparametric function through penalized splines and a linear mixed effects model representation. With a mixed effects model representation of penalized splines, we imbed the test of an unspecified function into a test of some fixed effects and a variance component in a linear mixed effects model with nuisance variance components under the null. The procedur...

Prenatal exposure to carcinogenic polycyclic aromatic hydrocarbons (c-PAHs) through maternal inhalation induces higher risk for a wide range of fetotoxic effects. However, the most health-relevant dose function from chronic gestational exposure remains unclear. Whether there is a gestational window during which the human embryo/fetus is particularly vulnerable to PAHs has not been examined thor...

We consider density estimation when the variable of interest is subject to heteroskedastic measurement error. The density is assumed to have a smooth but unknown functional form which we model with a penalized mixture of B-splines. We treat the situation where multiple mismeasured observations of each of the variables of interest are observed for at least some of the subjects, and the measureme...

Generalized Additive Models (GAMs) have been popularized by the work of Hastie and Tibshirani (1990) and the availability of user friendly GAM software in Splus. However, whilst it is flexible and efficient, the GAM framework based on backfitting with linear smoothers presents some difficulties when it comes to model selection and inference. On the other hand, the mathematically elegant work of...

We propose a penalized spline approach to performing large numbers of parallel non-parametric analyses of either of two types: restricted likelihood ratio tests of a parametric regression model versus a general smooth alternative, and nonparametric regression. Compared with naïvely performing each analysis in turn, our techniques reduce computation time dramatically. Viewing the large collectio...

In many biomedical investigations, a primary goal is the identification of subjects who are susceptible to a given exposure or treatment of interest. We focus on methods for addressing this question in longitudinal studies when interest focuses on relating susceptibility to a subject's baseline or mean outcome level. In this context, we propose a random intercepts-functional slopes model that r...

Posner (1995) proposes the redistribution of health spending from old women to old men to equalize life expectancy. His argument is based on the assumption that women’s utility is higher if they are married. Using life satisfaction data from the German Socio-Economic Panel Study (SOEP), we conduct an empirical test of this assumption. We apply a two-step estimation strategy: first, we use a pro...