Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves

Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves

Report Number
474
Authors
Babette A. Brumback & John A. Rice
Citation
Ann. Inst. Henri. Poincar\'e 34, 1998, 637-686
Abstract

We introduce a class of models for an additive decomposition of groups of curves stratified by crossed and nested factors, generalizing smoothing splines to such samples by associating them with a corresponding mixed effects model. The models are also useful for imputation of missing data and exploratory analysis of variance. We prove that the best linear unbiased predictors (BLUP) from the extended mixed effects model correspond to solutions of a generalized penalized regression where smoothing parameters are directly related to variance components, and we show that these solutions are natural cubic splines. The model parameters are estimated using a highly efficient implementation of the EM algorithm for restricted maximum likelihood (REML) estimation based on a preliminary eigenvector decomposition. Variability of computed estimates can be assessed with asymptotic techniques or with a novel hierarchical bootstrap resampling scheme for nested mixed effects models. Our methods are applied to menstrual cycle data from studies of reproductive function that measure daily urinary progesterone; the sample of progesterone curves is stratified by cycles nested within subjects nested within conceptive and non-conceptive groups.

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