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A proportional hazards model for the subdistribution of a competing risk. (English) Zbl 0999.62077

Summary: With explanatory covariates, the standard analysis for competing risks data involves modeling the cause-specific hazard functions via a proportional hazards assumption. Unfortunately, the cause-specific hazard function does not have a direct interpretation in terms of survival probabilities for the particular failure type. In recent years many clinicians have begun using the cumulative incidence function, the marginal failure probabilities for a particular cause, which is intuitively appealing and more easily explained to the nonstatistician. The cumulative incidence is especially relevant in cost-effectiveness analyses in which the survival probabilities are needed to determine treatment utility. Previously, authors have considered methods for combining estimates of the cause-specific hazard functions under the proportional hazards formulation. However, these methods do not allow the analyst to directly assess the effect of a covariate on the marginal probability function.
We propose a novel semiparametric proportional hazards model for the subdistribution. Using the partial likelihood principle and weighting techniques, we derive estimation and inference procedures for the finite-dimensional regression parameter under a variety of censoring scenarios. We give a uniformly consistent estimator for the predicted cumulative incidence for an individual with certain covariates; confidence intervals and bands can be obtained analytically or with an easy-to-implement simulation technique. To contrast the two approaches, we analyze a dataset from a breast cancer clinical trial under both models.

MSC:

62N02 Estimation in survival analysis and censored data
62G08 Nonparametric regression and quantile regression
62F10 Point estimation
62P10 Applications of statistics to biology and medical sciences; meta analysis

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