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Updated: Jun 20, 2026

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Score tests for independence in semiparametric competing risks models
Mériem Saïd1, Nadia Ghazzali, Louis-Paul Rivest
1Département de mathématiques et de statistique, Université Laval, 1045 rue de médecine, Québec City, QC GIV OA6, Canada. Meriem.Said@mat.ulaval.ca
Abstract:
A popular model for competing risks postulates the existence of a latent unobserved failure time for each risk. Assuming that these underlying failure times are independent is attractive since it allows standard statistical tools for right-censored lifetime data to be used in the analysis. This paper proposes simple independence score tests for the validity of this assumption when the individual risks are modeled using semiparametric proportional hazards regressions. It assumes that covariates are available, making the model identifiable. The score tests are derived for alternatives that specify that copulas are responsible for a possible dependency between the competing risks. The test statistics are constructed by adding to the partial likelihoods for the individual risks an explanatory variable for the dependency between the risks. A variance estimator is derived by writing the score function and the Fisher information matrix for the marginal models as stochastic integrals. Pitman efficiencies are used to compare test statistics. A simulation study and a numerical example illustrate the methodology proposed in this paper.
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