Proportional Mean Residual Life Model with Varying Coefficients for Length-Biased and Right-Censored Data

Length-biased data are encountered in many fields, including economics, engineering and epidemiological cohort studies. There are two main challenges in the analysis of such data: the assumption of independent censoring is violated and the assumed model for the underlying population is no longer satisfied for the observed data. In this paper, a proportional mean residual life varying-coefficient model for length-biased data is considered and a local pseudo likelihood method is proposed for estimating the coefficient functions in the model. Asymptotic properties are investigated for the proposed estimators. The finite sample performance of the proposed methodology is demonstrated by simulation studies. Finally, the method is applied to a real data set concerning the Academy Awards.