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...textbook on semiparametric regression uses GLS to account for correlated errors. I haven't really used GLS much and I don't think it solves the autocorrelation problem. I'm more accustomed to using a cluster-robust "sandwich" estimator: (X'X)^{-1} (sum_j(X_j' e_j e_j' X_j)) (X'X)^{-1} In a penalized spline context, this would be something like the following: (X'X+\lambda K)^{-1} (sum_j(X_j' e_j e_j' X_j)) (X'X+\lambda K)^{-1} (where J are clusters -- units on whom observations are repeated). As far as I can tell, there is...

depends on "autoconf: regenerate configure scripts with 4.4 version" This series removes some of the really old deadwood from the tools build and makes some other things which are on their way out configurable at build time with a default depending on how far down the slope I judge them to be. * nuke in tree copy of libaio * nuke obsolete tools: xsview, miniterm, lomount & sv *