Particulate air pollution at commonly occurring concentrations is associated with daily deaths. Recent attention has focused on the shape of the concentration-response curve, particularly at low doses. Several recent articles have reported that particulate matter with aerodynamic diameter < or = 10 microm (PM(10)) was associated with daily deaths with no evidence of a threshold. These reports have used smoothing or spline methods in individual cities and pooled the results across multiple cities to obtain estimates that are more robust. To date, fine particulate matter (aerodynamic diameter Less than or equal to 2.5 microm; PM(2.5)), a component of PM(10), has not been examined in this regard. We examined this association in a hierarchical model in six U.S. cities. In the first stage, we fit log-linear models including smooth functions of PM(2.5) in each city, controlling for season, weather, and day of the week. These smooth functions allowed for nonlinearities in the city-specific associations. We combined the estimated curves across cities using a hierarchical model that allows for heterogeneity. We found an essentially linear relationship down to 2 microg/m(3). The same approach was applied to examine the concentration response to traffic particles, controlling for particles from other sources. Once again, the association showed no sign of a threshold. The magnitude of the association suggests that controlling fine particle pollution would result in thousands of fewer early deaths per year.