# Biometrika Trust

# Biometrika

Postal: Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK

Fax: 01865 267 985

Web page: http://biomet.oxfordjournals.org/

Email:

Fax: 01865 267 985

Web page: http://biomet.oxfordjournals.org/

Email:

**Order information:**

Web: http://www.oup.co.uk/journals

**Current editor:**A C Davison

**For corrections or technical questions regarding this series, please contact (Oxford University Press) or (Christopher F. Baum)**

**Series handle:**repec:oup:biomet

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2011, Volume 98, Issue 1

**177-186 Nonparametric estimation for length-biased and right-censored data***by*Chiung-Yu Huang & Jing Qin**187-198 Variance estimation for generalized Cavalieri estimators***by*Johanna Ziegel & Eva B. Vedel Jensen & Karl-Anton Dorph-Petersen**199-214 The effect of correlation in false discovery rate estimation***by*Armin Schwartzman & Xihong Lin**215-224 Assessing the validity of weighted generalized estimating equations***by*A. Qu & G. Y. Yi & P. X.-K. Song & P. Wang**225-230 Data-driven selection of the spline dimension in penalized spline regression***by*Göran Kauermann & Jean D. Opsomer**231-236 A novel reversible jump algorithm for generalized linear models***by*M. Papathomas & P. Dellaportas & V. G. S. Vasdekis**237-242 Recapture models under equality constraints for the conditional capture probabilities***by*A. Farcomeni**243-250 Testing a linear time series model against its threshold extension***by*Guodong Li & Wai Keung Li

### 2010, Volume 97, Issue 4

**773-789 On the behaviour of marginal and conditional AIC in linear mixed models***by*Sonja Greven & Thomas Kneib**791-805 Additive modelling of functional gradients***by*Hans-Georg Müller & Fang Yao**807-824 Most-predictive design points for functional data predictors***by*F. Ferraty & P. Hall & P. Vieu**825-838 Noncrossing quantile regression curve estimation***by*Howard D. Bondell & Brian J. Reich & Huixia Wang**839-850 Censored quantile regression with partially functional effects***by*Jing Qian & Limin Peng**851-865 Nonparametric Bayesian density estimation on manifolds with applications to planar shapes***by*Abhishek Bhattacharya & David B. Dunson**867-880 A weighted estimating equation approach for inhomogeneous spatial point processes***by*Yongtao Guan & Ye Shen**881-892 Bootstrap confidence intervals and hypothesis tests for extrema of parameters***by*Peter Hall & Hugh Miller**893-904 Consistent selection of the number of clusters via crossvalidation***by*Junhui Wang**905-920 Penalized high-dimensional empirical likelihood***by*Cheng Yong Tang & Chenlei Leng**921-934 Estimation of controlled direct effects on a dichotomous outcome using logistic structural direct effect models***by*Stijn Vansteelandt**935-946 Compound optimal allocation for individual and collective ethics in binary clinical trials***by*Alessandro Baldi Antognini & Alessandra Giovagnoli**947-960 Enhancing the sample average approximation method with U designs***by*Qi Tang & Peter Z. G. Qian**961-968 Probability-based Latin hypercube designs for slid-rectangular regions***by*Ying Hung & Yasuo Amemiya & Chien-Fu Jeff Wu**969-976 Varying coefficient transformation models with censored data***by*Kani Chen & Xingwei Tong**977-984 On the Voronoi estimator for the intensity of an inhomogeneous planar Poisson process***by*C. D. Barr & F. P. Schoenberg**985-989 Some insights into continuum regression and its asymptotic properties***by*Xin Chen & R. Dennis Cook**990-996 On the equivalence of prospective and retrospective likelihood methods in case-control studies***by*Ana-Maria Staicu**997-1001 A note on overadjustment in inverse probability weighted estimation***by*Andrea Rotnitzky & Lingling Li & Xiaochun Li**1002-1005 Parameter redundancy with covariates***by*Diana J. Cole & Byron J. T. Morgan**1006-1012 Marginal log-linear parameterization of conditional independence models***by*Tamás Rudas & Wicher P. Bergsma & Renáta Németh**1013-1013 Amendments and Corrections***by*Soumik Pal

### 2010, Volume 97, Issue 3

**519-538 Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs***by*Ali Shojaie & George Michailidis**539-550 A new approach to Cholesky-based covariance regularization in high dimensions***by*Adam J. Rothman & Elizaveta Levina & Ji Zhu**551-566 Penalized Bregman divergence for large-dimensional regression and classification***by*Chunming Zhang & Yuan Jiang & Yi Chai**567-584 Shape curves and geodesic modelling***by*Kim Kenobi & Ian L. Dryden & Huiling Le**585-601 A class of grouped Brunk estimators and penalized spline estimators for monotone regression***by*Xiao Wang & Jinglai Shen**603-620 On the asymptotic behaviour of the pseudolikelihood ratio test statistic with boundary problems***by*Yong Chen & Kung-Yee Liang**621-630 Accurate and robust tests for indirect inference***by*Veronika Czellar & Elvezio Ronchetti**631-645 Detecting simultaneous changepoints in multiple sequences***by*Nancy R. Zhang & David O. Siegmund & Hanlee Ji & Jun Z. Li**647-659 Sufficient cause interactions for categorical and ordinal exposures with three levels***by*Tyler J. Vanderweele**661-682 Bounded, efficient and doubly robust estimation with inverse weighting***by*Zhiqiang Tan**683-698 Analysis of cohort studies with multivariate and partially observed disease classification data***by*Nilanjan Chatterjee & Samiran Sinha & W. Ryan Diver & Heather Spencer Feigelson**699-712 A semiparametric additive rate model for recurrent events with an informative terminal event***by*Donglin Zeng & Jianwen Cai**713-726 Attributable fraction functions for censored event times***by*Li Chen & D. Y. Lin & Donglin Zeng**727-740 Estimating species richness by a Poisson-compound gamma model***by*Ji-Ping Wang**741-755 Properties of nested sampling***by*Nicolas Chopin & Christian P. Robert**757-764 Empirical likelihood methods for two-dimensional shape analysis***by*Getulio J. A. Amaral & Andrew T. A. Wood**765-772 Strictly stationary solutions of autoregressive moving average equations***by*Peter J. Brockwell & Alexander Lindner

### 2010, Volume 97, Issue 2

**261-278 Variable selection in high-dimensional linear models: partially faithful distributions and the pc -simple algorithm***by*P. Bühlmann & M. Kalisch & M. H. Maathuis**279-294 Dimension reduction for non-elliptically distributed predictors: second-order methods***by*Yuexiao Dong & Bing Li**295-304 Sufficient dimension reduction through discretization-expectation estimation***by*Liping Zhu & Tao Wang & Lixing Zhu & Louis Ferré**305-319 Semiparametric dimension reduction estimation for mean response with missing data***by*Zonghui Hu & Dean A. Follmann & Jing Qin**321-332 On the relative efficiency of using summary statistics versus individual-level data in meta-analysis***by*D. Y. Lin & D. Zeng**333-345 Evidence factors in observational studies***by*Paul R. Rosenbaum**347-360 A theory for testing hypotheses under covariate-adaptive randomization***by*Jun Shao & Xinxin Yu & Bob Zhong**361-374 Efficient estimation in multi-phase case-control studies***by*A. J. Lee & A. J. Scott & C. J. Wild**375-388 Risk-adjusted monitoring of time to event***by*A. Gandy & J. T. Kvaløy & A. Bottle & F. Zhou**389-404 Calibrating parametric subject-specific risk estimation***by*T. Cai & L. Tian & Hajime Uno & Scott D. Solomon & L. J. Wei**405-418 Interval estimation for drop-the-losers designs***by*Samuel S. Wu & Weizhen Wang & Mark C. K. Yang**419-433 Efficient scalable schemes for monitoring a large number of data streams***by*Y. Mei**435-446 Estimating linear dependence between nonstationary time series using the locally stationary wavelet model***by*J. Sanderson & P. Fryzlewicz & M. W. Jones**447-464 A sequential smoothing algorithm with linear computational cost***by*Paul Fearnhead & David Wyncoll & Jonathan Tawn**465-480 The horseshoe estimator for sparse signals***by*Carlos M. Carvalho & Nicholas G. Polson & James G. Scott**481-496 Likelihood ratio statistics based on an integrated likelihood***by*T. A. Severini**497-504 Objective Bayes and conditional inference in exponential families***by*Thomas J. Diciccio & G. Alastair Young**505-512 Copula inference under censoring***by*M. L. Lakhal-Chaieb**513-518 Optimal designs for the emax, log-linear and exponential models***by*H. Dette & C. Kiss & M. Bevanda & F. Bretz

### 2010, Volume 97, Issue 1

**1-13 Systematic sampling with errors in sample locations***by*Johanna Ziegel & Adrian Baddeley & Karl-Anton Dorph-Petersen & Eva B. Vedel Jensen**15-30 Cross-covariance functions for multivariate random fields based on latent dimensions***by*Tatiyana V. Apanasovich & Marc G. Genton**31-48 Incorporating prior probabilities into high-dimensional classifiers***by*Peter Hall & Jing-Hao Xue**49-64 Functional quadratic regression***by*Fang Yao & Hans-Georg Müller**65-78 Marginal analyses of longitudinal data with an informative pattern of observations***by*D. M. Farewell**79-93 Generalized empirical likelihood methods for analyzing longitudinal data***by*Suojin Wang & Lianfen Qian & Raymond J. Carroll**95-108 On the use of stochastic ordering to test for trend with clustered binary data***by*Aniko Szabo & E. Olusegun George**109-121 Stochastic approximation with virtual observations for dose-finding on discrete levels***by*Ying Kuen Cheung & Mitchell S. V. Elkind**123-132 Sharp bounds on causal effects in case-control and cohort studies***by*Manabu Kuroki & Zhihong Cai & Zhi Geng**133-145 A semiparametric random effects model for multivariate competing risks data***by*Thomas H. Scheike & Yanqing Sun & Mei-Jie Zhang & Tina Kold Jensen**147-158 Estimation of the retransformed conditional mean in health care cost studies***by*Huixia Judy Wang & Xiao-Hua Zhou**159-170 Mean loglikelihood and higher-order approximations***by*N. Reid & D. A. S. Fraser**171-180 On doubly robust estimation in a semiparametric odds ratio model***by*Eric J. Tchetgen Tchetgen & James M. Robins & Andrea Rotnitzky**181-198 On Bayesian testimation and its application to wavelet thresholding***by*Felix Abramovich & Vadim Grinshtein & Athanasia Petsa & Theofanis Sapatinas**199-208 Forecasting for quantile self-exciting threshold autoregressive time series models***by*Yuzhi Cai**209-214 A note on the sensitivity to assumptions of a generalized linear mixed model***by*D. R. Cox & M. Y. Wong**215-222 Pseudo-score confidence intervals for parameters in discrete statistical models***by*Alan Agresti & Euijung Ryu**223-230 Global and local spectral-based tests for periodicities***by*L. Wei & P. F. Craigmile**231-237 Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes***by*Willa W. Chen & Rohit S. Deo**238-245 Nonparametric Bayesian inference for the spectral density function of a random field***by*Yanbing Zheng & Jun Zhu & Anindya Roy**246-253 The distribution-based p-value for the outlier sum in differential gene expression analysis***by*Lin-An Chen & Dung-Tsa Chen & Wenyaw Chan**254-259 The maximal data piling direction for discrimination***by*Jeongyoun Ahn & J. S. Marron

### 2009, Volume 96, Issue 4

**761-780 Sinh-arcsinh distributions***by*M. C. Jones & Arthur Pewsey**781-792 A new look at time series of counts***by*Yunwei Cui & Robert Lund**793-804 Bias reduction in exponential family nonlinear models***by*Ioannis Kosmidis & David Firth**805-820 Inference on population size in binomial detectability models***by*R. M. Fewster & P. E. Jupp**821-834 Bayesian analysis of matrix normal graphical models***by*Hao Wang & Mike West**835-845 Bayesian lasso regression***by*Chris Hans**847-860 Generalized fiducial inference for wavelet regression***by*Jan Hannig & Thomas C. M. Lee**861-872 Nonparametric estimation of the probability of illness in the illness-death model under cross-sectional sampling***by*M. Mandel & R. Fluss**873-886 Nonparametric estimation for right-censored length-biased data: a pseudo-partial likelihood approach***by*Xiaodong Luo & Wei Yann Tsai**887-901 Marginal hazards model for case-cohort studies with multiple disease outcomes***by*S. Kang & J. Cai**903-915 Tests and confidence intervals for secondary endpoints in sequential clinical trials***by*Tze Leung Lai & Mei-Chiung Shih & Zheng Su**917-932 A unified approach to linearization variance estimation from survey data after imputation for item nonresponse***by*Jae Kwang Kim & J. N. K. Rao**933-944 Some design properties of a rejective sampling procedure***by*Wayne A. Fuller**945-956 Sliced space-filling designs***by*Peter Z. G. Qian & C. F. Jeff Wu**957-970 Nested Latin hypercube designs***by*Peter Z. G. Qian**971-974 Construction of orthogonal Latin hypercube designs***by*Fasheng Sun & Min-Qian Liu & Dennis K. J. Lin**975-982 Maximum likelihood estimation using composite likelihoods for closed exponential families***by*Kanti V. Mardia & John T. Kent & Gareth Hughes & Charles C. Taylor**983-990 Adaptive approximate Bayesian computation***by*Mark A. Beaumont & Jean-Marie Cornuet & Jean-Michel Marin & Christian P. Robert**991-997 Semiparametric methods for evaluating risk prediction markers in case-control studies***by*Ying Huang & Margaret Sullivan Pepe**998-1004 A note on the variance of doubly-robust G-estimators***by*E. E. M. Moodie**1005-1011 A note on automatic variable selection using smooth-threshold estimating equations***by*Masao Ueki**1012-1018 A note on adaptive Bonferroni and Holm procedures under dependence***by*Wenge Guo**1019-1023 A note on a conjectured sharpness principle for probabilistic forecasting with calibration***by*Soumik Pal**1024-1024 Generalized method of moments estimation for linear regression with clustered failure time data***by*Hui Li & Guosheng Yin

### 2009, Volume 96, Issue 3

**497-512 Objective Bayesian model selection in Gaussian graphical models***by*C. M. Carvalho & J. G. Scott**513-527 Adaptive regularization using the entire solution surface***by*S. Wu & X. Shen & C. J. Geyer**529-544 Asymptotic properties of penalized spline estimators***by*Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer**545-558 Empirical Bayes estimation for additive hazards regression models***by*Debajyoti Sinha & M. Brent McHenry & Stuart R. Lipsitz & Malay Ghosh**559-575 Improving point and interval estimators of monotone functions by rearrangement***by*V. Chernozhukov & I. Fernández-Val & A. Galichon**577-590 Induced smoothing for the semiparametric accelerated failure time model: asymptotics and extensions to clustered data***by*Lynn M. Johnson & Robert L. Strawderman**591-600 Weighted Breslow-type and maximum likelihood estimation in semiparametric transformation models***by*Yi-Hau Chen**601-615 Pseudo-partial likelihood for proportional hazards models with biased-sampling data***by*Wei Yann Tsai**617-633 Pseudo-partial likelihood estimators for the Cox regression model with missing covariates***by*Xiaodong Luo & Wei Yann Tsai & Qiang Xu**635-644 Approximating the α-permanent***by*S. C. Kou & P. McCullagh**645-661 Markov models for accumulating mutations***by*N. Beerenwinkel & S. Sullivant**663-676 Gaussian process emulation of dynamic computer codes***by*S. Conti & J. P. Gosling & J. E. Oakley & A. O'Hagan**677-690 Optimal repeated measurement designs for a model with partial interactions***by*P. Druilhet & W. Tinsson**691-709 Use of functionals in linearization and composite estimation with application to two-sample survey data***by*C. Goga & J.-C. Deville & A. Ruiz-Gazen**711-722 Effects of data dimension on empirical likelihood***by*Song Xi Chen & Liang Peng & Ying-Li Qin**723-734 Improving efficiency and robustness of the doubly robust estimator for a population mean with incomplete data***by*Weihua Cao & Anastasios A. Tsiatis & Marie Davidian**735-749 A negative binomial model for time series of counts***by*Richard A. Davis & Rongning Wu**751-760 A Student t-mixture autoregressive model with applications to heavy-tailed financial data***by*C. S. Wong & W. S. Chan & P. L. Kam

### 2009, Volume 96, Issue 2

**249-262 Nonparametric Bayes local partition models for random effects***by*David B. Dunson**263-276 Mixtures of Polya trees for flexible spatial frailty survival modelling***by*Luping Zhao & Timothy E. Hanson & Bradley P. Carlin**277-291 Gamma frailty transformation models for multivariate survival times***by*Donglin Zeng & Qingxia Chen & Joseph G. Ibrahim**293-306 Generalized method of moments estimation for linear regression with clustered failure time data***by*Hui Li & Guosheng Yin**307-322 Hierarchically penalized Cox regression with grouped variables***by*S. Wang & B. Nan & N. Zhu & J. Zhu**323-337 A generalized Dantzig selector with shrinkage tuning***by*Gareth M. James & Peter Radchenko**339-355 A group bridge approach for variable selection***by*Jian Huang & Shuange Ma & Huiliang Xie & Cun-Hui Zhang**357-370 Covariate-adjusted generalized linear models***by*Damla Şentürk & Hans-Georg Müller**371-382 Adjusting for covariate effects on classification accuracy using the covariate-adjusted receiver operating characteristic curve***by*Holly Janes & Margaret S. Pepe**383-398 Nonparametric additive regression for repeatedly measured data***by*Raymond J. Carroll & Arnab Maity & Enno Mammen & Kyusang Yu**399-410 Optimal testing of multiple hypotheses with common effect direction***by*Richard M. Bittman & Joseph P. Romano & Carlos Vallarino & Michael Wolf**411-426 Non-finite Fisher information and homogeneity: an EM approach***by*P. Li & J. Chen & P. Marriott**427-443 Double block bootstrap confidence intervals for dependent data***by*Stephen M. S. Lee & P. Y. Lai**445-456 Marginal analysis of panel counts through estimating functions***by*X. Joan Hu & Stephen W. Lagakos & Richard A. Lockhart**457-468 Jackknife estimation of mean squared error of small area predictors in nonlinear mixed models***by*Sharon L. Lohr & J. N. K. Rao**469-478 Scale adjustments for classifiers in high-dimensional, low sample size settings***by*Yao-Ban Chan & Peter Hall**479-486 Saddlepoint approximation for mixture models***by*A. C. Davison & D. Mastropietro**487-493 Some results on D-optimal designs for nonlinear models with applications***by*Gang Li & Dibyen Majumdar**494-496 Dimension reduction in time series and the dynamic factor model***by*Daniel Peña

### 2009, Volume 96, Issue 1

**1-17 Modelling pairwise dependence of maxima in space***by*Philippe Naveau & Armelle Guillou & Daniel Cooley & Jean Diebolt**19-36 Efficient nonparametric estimation of causal effects in randomized trials with noncompliance***by*Jing Cheng & Dylan S. Small & Zhiqiang Tan & Thomas R. Ten Have**37-50 Partial and latent ignorability in missing-data problems***by*Ofer Harel & Joseph L. Schafer**51-65 Orthogonal and nearly orthogonal designs for computer experiments***by*Derek Bingham & Randy R. Sitter & Boxin Tang**67-82 D-optimal design of split-split-plot experiments***by*Bradley Jones & Peter Goos**83-93 Optimal two-level regular fractional factorial block and split-plot designs***by*Ching-Shui Cheng & Pi-Wen Tsai**95-106 Bayesian-inspired minimum aberration two- and four-level designs***by*V. Roshan Joseph & Mingyao AI & C. F. Jeff Wu**107-117 Confidence intervals for spectral mean and ratio statistics***by*Xiaofeng Shao**119-132 Tapered empirical likelihood for time series data in time and frequency domains***by*Daniel J. Nordman**133-148 Model checking in regression via dimension reduction***by*Yingcun Xia**149-162 Bayesian nonparametric functional data analysis through density estimation***by*Abel Rodríguez & David B. Dunson & Alan E. Gelfand**163-173 Wilcoxon-type generalized Bayesian information criterion***by*Lan Wang**175-186 Reducing variability of crossvalidation for smoothing-parameter choice***by*Peter Hall & Andrew P. Robinson**187-199 Dealing with limited overlap in estimation of average treatment effects***by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik**201-211 On fuzzy familywise error rate and false discovery rate procedures for discrete distributions***by*Elena Kulinskaya & Alex Lewin**213-220 Fast block variance estimation procedures for inhomogeneous spatial point processes***by*Yongtao Guan**221-228 A note on semiparametric efficient inference for two-stage outcome-dependent sampling with a continuous outcome***by*Rui Song & Haibo Zhou & Michael R. Kosorok**229-236 A note on profile likelihood for exponential tilt mixture models***by*Z. Tan**237-242 A note on cause-specific residual life***by*J.-H. Jeong & J. P. Fine**243-247 Construction of orthogonal and nearly orthogonal Latin hypercubes***by*C. Devon Lin & Rahul Mukerjee & Boxin Tang**248-248 A note on time-ordered classification***by*H. He

### 2008, Volume 95, Issue 4

**779-798 A multi-dimensional scaling approach to shape analysis***by*Ian L. Dryden & Alfred Kume & Huiling Le & Andrew T. A. Wood**799-812 Covariance reducing models: An alternative to spectral modelling of covariance matrices***by*R. Dennis Cook & Liliana Forzani**813-829 Testing the covariance structure of multivariate random fields***by*Bo Li & Marc G. Genton & Michael Sherman**831-845 A goodness-of-fit test for inhomogeneous spatial Poisson processes***by*Yongtao Guan**847-858 Estimating equations for spatially correlated data in multi-dimensional space***by*Pei-Sheng Lin**859-874 Bayesian nonparametric inference on stochastic ordering***by*David B. Dunson & Shyamal D. Peddada**875-889 Pairwise curve synchronization for functional data***by*Rong Tang & Hans-Georg Müller**891-905 Model diagnostic tests for selecting informative correlation structure in correlated data***by*Annie Qu & J. Jack Lee & Bruce G. Lindsay**907-917 On the asymptotics of marginal regression splines with longitudinal data***by*Zhongyi Zhu & Wing K. Fung & Xuming He**919-931 Small area estimation when auxiliary information is measured with error***by*Lynn M. R. Ybarra & Sharon L. Lohr**933-946 Multiple imputation when records used for imputation are not used or disseminated for analysis***by*Jerome P. Reiter**947-960 Semiparametric maximum likelihood estimation in normal transformation models for bivariate survival data***by*Yi Li & Ross L. Prentice & Xihong Lin**961-977 Estimating the false discovery rate using the stochastic approximation algorithm***by*Faming Liang & Jian Zhang**979-986 Identification of the age-period-cohort model and the extended chain-ladder model***by*D. Kuang & B. Nielsen & J. P. Nielsen**987-991 Forecasting with the age-period-cohort model and the extended chain-ladder model***by*D. Kuang & B. Nielsen & J. P. Nielsen**992-996 On the consequences of overstratification***by*B. L. De Stavola & D. R. Cox**997-1001 On consistency of Kendall's tau under censoring***by*David Oakes**1002-1005 On an internal method for deriving a summary measure***by*D. R. Cox**1006-1008 A note on nonparametric quantile inference for competing risks and more complex multistate models***by*Jan Beyersmann & Martin Schumacher

### 2008, Volume 95, Issue 3

**521-537 Optimal sampling and estimation strategies under the linear model***by*Desislava Nedyalkova & Yves Tillé**539-553 A new approach to weighting and inference in sample surveys***by*Jean-François Beaumont**555-571 Using calibration weighting to adjust for nonresponse under a plausible model***by*Ted Chang & Phillip S. Kott**573-585 Influence functions and robust Bayes and empirical Bayes small area estimation***by*Malay Ghosh & Tapabrata Maiti & Ananya Roy**587-600 Robust functional estimation using the median and spherical principal components***by*Daniel Gervini**601-619 Joint modelling of paired sparse functional data using principal components***by*Lan Zhou & Jianhua Z. Huang & Raymond J. Carroll**621-634 Pointwise testing with functional data using the Westfall--Young randomization method***by*Dennis D. Cox & Jong Soo Lee**635-651 Adjustment uncertainty in effect estimation***by*Ciprian M. Crainiceanu & Francesca Dominici & Giovanni Parmigiani**653-666 Generalized varying coefficient models for longitudinal data***by*Damla Şentürk & Hans-Georg Müller**667-678 Additive partial linear models with measurement errors***by*Hua Liang & Sally W. Thurston & David Ruppert & Tatiyana Apanasovich & Russ Hauser**679-694 Improving the efficiency of the log-rank test using auxiliary covariates***by*Xiaomin Lu & Anastasios A. Tsiatis