We discuss the estimation of the asymptotic covariance matrix of semi-parametric maximum likelihood estimators by the observed profile information. We show that a discretized version of the second derivative of the profile likelihood function yields consistent estimators of minus the efficient information matrix.

This paper concerns the analysis of menstrual data; in particular, methodology to identify variables that contribute to the variability of menstrual cycles both within and between women. The basis for the proposed methodology is a parameterization of the mean length of a menstrual cycle conditional upon the past cycles and covariates. This approach accommodates the… Continue reading An analysis for menstrual data with time-varying covariates

We explore a class of regression and generalized regression models in which the coefficients are allowed to vary as smooth functions of other variables. General algorithms are presented for estimating the models flexibly and some examples are given. This class of models ties together generalized additive models and dynamic generalized linear models into one common… Continue reading Discussion of paper by: Hastie,T. and Tibshirani,R.

A functional central limit theorem for a local square integrable martingale with persistent discontinuities is given. By persistent discontinuities, it is meant that the martingale has jumps which do not vanish asymptotically. This central limit theorem is motivated by problems in the analysis of longitudinal and life history data.