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The Stata Journal
Volume 17 Number 2: pp. 462-489



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A flexible parametric competing-risks model using a direct likelihood approach for the cause-specific cumulative incidence function

Sarwar Islam Mozumder
Department of Health Sciences
University of Leicester
Leicester, UK
[email protected]
Mark J. Rutherford
Department of Health Sciences
University of Leicester
Leicester, UK
[email protected]
Paul C. Lambert
Department of Health Sciences
University of Leicester
Leicester, UK
and
Medical Epidemiology and Biostatistics
Karolinska Institutet
Stockholm, Sweden
[email protected]
Abstract.  In competing-risks analysis, the cause-specific cumulative incidence function (CIF) is usually obtained in a modeling framework by either 1) transforming on all cause-specific hazards or 2) transforming by using a direct relationship with the subdistribution hazard function. We expand on current competing-risks methodology from within the flexible parametric survival modeling framework and focus on the second approach. This approach models all cause-specific CIFs simultaneously and is more useful for answering prognostic-related questions. We propose the direct flexible parametric survival modeling approach for the cause-specific CIF. This approach models the (log cumulative) baseline hazard without requiring numerical integration, which leads to benefits in computational time. It is also easy to make out-of-sample predictions to estimate more useful measures and incorporate alternative link functions, for example, logit links. To implement these methods, we introduce a new estimation command, stpm2cr, and demonstrate useful predictions from the model through an illustrative melanoma dataset.
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View all articles with these keywords: stpm2cr, survival analysis, competing risks, flexible parametric models, subdistribution hazard, cumulative incidence function

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