Spline smoothing for bivariate data with applications to association between hormones

In this paper penalized weighted least-squares is used to jointly estimate nonparametric functions from contemporaneously correlated data. Under condi tions generally encountered in practice, it is shown that these joint estim ates have smaller posterior variances than those of marginal estimates and are therefore more efficient. We describe three methods: generalized maximu m likelihood (GML), generalized cross validation (GCV) and leaving-out-one- pair cross validation (CV) to estimate the smoothing parameters, the weight ing parameter and the correlation parameter simultaneously. Based on simula tions we conclude that the GML method has smaller mean-square errors for th e nonparametric functions and the parameters and needs less computational t ime than the other methods. Also, it does not overfit data when the sample size is small. Our research is motivated by and is applied to the problem o f estimating associations between hormones. We find that the circadian rhyt hms of the hormones ACTH and cortisol have similar patterns and that cortis ol lags ACTH.