Survival analysis in the presence of competing risks

Survival analysis in the presence of competing risks imposes additional challenges for clinical investigators in that hazard function (the rate) has no one-to-one link to the cumulative incidence function (CIF, the risk). CIF is of particular interest and can be estimated non-parametrically with the use cuminc() function. This function also allows for group comparison and visualization of estimated CIF. The effect of covariates on cause-specific hazard can be explored using conventional Cox proportional hazard model by treating competing events as censoring. However, the effect on hazard cannot be directly linked to the effect on CIF because there is no one-to-one correspondence between hazard and cumulative incidence. Fine-Gray model directly models the covariate effect on CIF and it reports subdistribution hazard ratio (SHR). However, SHR only provide information on the ordering of CIF curves at different levels of covariates, it has no practical interpretation as HR in the absence of competing risks. Fine-Gray model can be fit with crr() function shipped with the cmprsk package. Time-varying covariates are allowed in the crr() function, which is specified by cov2 and tf arguments. Predictions and visualization of CIF for subjects with given covariate values are allowed for crr object. Alternatively, competing risk models can be fit with riskRegression package by employing different link functions between covariates and outcomes. The assumption of proportionality can be checked by testing statistical significance of interaction terms involving failure time. Schoenfeld residuals provide another way to check model assumption.