1Göran Kauermann is Lecturer, Department of Statistics & Robertson Centre, University of Glasgow, University Gardens, Glasgow G12 8QW, Scotland. Raymond J. Carroll is Distinguished Professor, Department of Statistics, Texas A&M University, College Station, TX 77843. Carroll's research was supported by National Cancer Institute Grant CA-57030, and by the Texas A&M Center for Environmental and Rural Health National Institute of Environmental Health Sciences Grant P30-ESO9106. The authors also acknowledge the support received from the Deutsche Forschungsgemeinschaft (Sonderforschungsbereich 386 at the Ludwig-Maximilans-Universitiät München). Parts of this article contain material in an unpublished technical report written with Douglas Simpson, Arny Stromberg, Suojin Wang, and David Ruppert, whose help is gratefully acknowledged.
