A model is proposed to analyze data arising from a cross-over experiment in
which measurements on a control and an exposed subject are recorded over t
ime within each crossover period. The model uses locally weighted quadratic
regression to control for nuisance temporal trends common to both control
and exposed subjects within each period and specifies a first-order autoreg
ressive process to account for dependence among measurements within each lo
ngitudinal sequence. We apply the model to a motivating data set in which l
aboratory animals are exposed to concentrated air particles.