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Updated: Dec 10, 2025

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Inference about time-dependent prognostic accuracy measures in the presence of competing risks
Rajib Dey1, Giada Sebastiani2, Paramita Saha-Chaudhuri3
1Department of Epidemiology, Biostatistics and Occupational Health, McGill University, Montreal, Canada.
Background:
Evaluating a candidate marker or developing a model for predicting risk of future conditions is one of the major goals in medicine. However, model development and assessment for a time-to-event outcome may be complicated in the presence of competing risks. In this manuscript, we propose a local and a global estimators of cause-specific AUC for right-censored survival times in the presence of competing risks.
Methods:
The local estimator - cause-specific weighted mean rank (cWMR) - is a local average of time-specific observed cause-specific AUCs within a neighborhood of given time t. The global estimator - cause-specific fractional polynomials (cFPL) - is based on modelling the cause-specific AUC as a function of t through fractional polynomials.
Results:
We investigated the performance of the proposed cWMR and cFPL estimators through simulation studies and real-life data analysis. The estimators perform well in small samples, have minimal bias and appropriate coverage.
Conclusions:
The local estimator cWMR and the global estimator cFPL will provide computationally efficient options for assessing the prognostic accuracy of markers for time-to-event outcome in the presence of competing risks in many practical settings.
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