We investigate the effects of measurement error on the estimation of nonparametric variance functions. We show that either ignoring measurement error or direct application of the simulation extrapolation, SIMEX, method leads to inconsistent estimators. Nevertheless, the direct SIMEX method can...

Hjort & Claeskens (2003) developed an asymptotic theory for model selection, model averaging and subsequent inference using likelihood methods in parametric models, along with associated confidence statements. In this article, we consider a semiparametric version of this problem, wherein the...

Consider testing for equality variances in a one-way analysis of variance. Levene's test is the usual F-test for equality of means computed on psuedo-observations, which one defines as the absolute deviations of the data points from an estimate of the group 'center'. We show that,...

In this paper we consider the problem of estimating nonparametric panel data models with fixed effects. We introduce an iterative nonparametric kernel estimator. We also extend the estimation method to the case of a semiparametric partially linear fixed effects model. To determine whether a...

We propose a modelling framework to study the relationship between two paired longitudinally observed variables. The data for each variable are viewed as smooth curves measured at discrete time-points plus random errors. While the curves for each variable are summarized using a few important...

We consider the problem of maximum-likelihood estimation in case-control studies of gene-environment associations with disease when genetic and environmental exposures can be assumed to be independent in the underlying population. Traditional logistic regression analysis may not be efficient in...

We consider partially linear models of the form Y = X-super-Tβ + ν(Z) + ɛ when the response variable Y is sometimes missing with missingness probability π depending on (X, Z), and the covariate X is measured with error, where ν(z) is an unspecified smooth function. The missingness structure...