The human sleep process shows dynamic alterations during the night. Methods are needed to examine whether and to what extent such alterations are affected by internal, possibly time-dependent factors, such as endocrine activity. In an observational study, we examined simultaneously sleep EEG and nocturnal levels of renin, GH and cortisol (23:00-07:00h) on 47 healthy volunteers comprising 24 females (mean age of 41.67±2.93 years) and 23 males (37.26±2.85 years). Hormone concentrations were measured every 20 minutes. Conventional sleep-stage scoring of 30s intervals was applied. Semiparametric, multinomial logit models are used to study and quantify possible time-dependent hormone effects on sleep stage transition courses. Results show, that increased cortisol levels decrease (increase) the probability of REM to WAKE (REM to NREM) - irrespective of the time in the night. Via the model selection criterion AIC was found that all considered hormonal effects on transition probabilities with initial state WAKE change with time. Likewise, SWS to LS is affected by a 'hormone by time'- interaction for cortisol and renin but not for GH. For example, there is a considerable increase in the probability of the transition SWS to LS towards the end of the night when cortisol concentrations are very high. In summary, alterations in the human sleep possess dynamic forms and are partially influenced by the endocrine activity of certain hormones. Statistical methods like the semiparametric, multinomial and time-dependent logit regression can offer ambitious ways to investigate and estimate the association intensities between the nonstationary sleep changes and the time-dependent endocrine activities.