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This article discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be present. By construction the method is numerically stable and convergent, and enables smoothing parameter uncertainty to be quantified. The latter enables us to fix a well known problem with AIC for such models, thereby improving the range of model selection tools available. The smooth functions are represented by reduced rank spline like smoothers, with associated quadratic penalties measuring function smoothness. Model estimation is by penalized likelihood maximization, where the smoothing parameters controlling the extent of penalization are estimated by Laplace approximate marginal likelihood. The methods cover, for example, generalized additive models for nonexponential family responses (e.g., beta, ordered categorical, scaled t distribution, negative binomial and Tweedie distributions), generalized additive models for location scale and shape (e.g., two stage zero inflation models, and Gaussian location-scale models), Cox proportional hazards models and multivariate additive models. The framework reduces the implementation of new model classes to the coding of some standard derivatives of the log-likelihood. Supplementary materials for this article are available online.

An easy-to-implement global procedure for testing the four assumptions of the linear model is proposed. The test can be viewed as a Neyman smooth test and relies only on the standardized residual vector. If the global procedure indicates a violation of at least one of the assumptions, then the components of the global test statistic can be used to gain insight into which assumptions have been violated. The procedure can also be used in conjunction with associated deletion statistics to detect unusual observations. Simulation results are presented indicating the sensitivity of the procedure in detecting model violations under a variety of situations, and its performance is compared with three potential competitors, including a procedure based on the Box-Cox power transformation. The procedure is demonstrated by applying it to a new car mileage dataset and a water salinity dataset that has been used earlier to illustrate model diagnostics.

Using the high symmetry in the geometry of a smooth projective quadric, we construct effectively new families of smooth projective rational surfaces whose nef divisors are regular, and whose effective monoids are finitely generated by smooth projective rational curves of negative self-intersection. Furthermore, the Cox rings of these surfaces are finitely generated, the dimensions of their anticanonical complete linear systems are zero, and their nonzero nef divisors intersect positively the anticanonical ones. And in two special cases, we give efficient ways of describing any effective divisor class in terms of the given minimal generating sets for the effective monoids of these surfaces. The ground field of our varieties is algebraically closed of arbitrary characteristic.

A new test of the proportional hazards assumption in the Cox model is proposed. The idea is based on Neyman's smooth tests. The Cox model with proportional hazards (i.e. time-constant covariate effects) is embedded in a model with a smoothly time-varying covariate effect that is expressed as a combination of some basis functions (e.g., Legendre polynomials, cosines). Then the smooth test is the score test for significance of these artificial covariates. Furthermore, we apply a modification of Schwarz's selection rule to choosing the dimension of the smooth model (the number of the basis functions). The score test is then used in the selected model. In a simulation study, we compare the proposed tests with standard tests based on the score process.

Proportional hazard models for survival data, even though popular and numerically handy, suffer from the restrictive assumption that covariate effects are constant over survival time. A number of tests have been proposed to check this assumption. This paper contributes to this area by employing local estimates allowing to fit hazard models in which covariate effects are smoothly varying with time. A formal test is derived to check for proportional hazards against smooth hazards as alternative. The test proves to possess omnibus power in that it is powerful against arbitrary but smooth alternatives. Comparative simulations and two data examples accompany the presentation. Extensions are provided to multiple covariate settings, where the focus of interest is to decide which of the covariate effects vary with time.