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Statistica Sinica 14(2004), 695-711



Brent A. Coull and John Staudenmayer

Harvard University and University of Massachusetts

Abstract: We present self-modeling regression models for flexible nonparametric modeling of multiple outcomes measured longitudinally. Based on penalized regression splines, the models borrow strength across multiple outcomes by specifying a global time profile, thereby yielding a means of dimension reduction and estimates of trend more precise than those based on univariate regressions. The proposed models represent nonparametric regression extensions to existing factor analytic models for a multivariate response recorded at a single timepoint, and are easily generalized to incorporate serial correlation above that captured by nonlinear effects over time. We illustrate the methods by applying them to data on the respiratory effects of residual oil fly ash inhalation in humans.

Key words and phrases: Correlated curves, multiple outcomes, nonparametric regression, penalized regression spline, respiratory health, time series.

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