Covariate analysis of competing-risks data with log-linear models

A general system of log-linear modeling is proposed for analysis of competing-risks data with discrete covariates. The instantaneous cause-specific failure rates, approximated by step-functions, are analyzed by techniques for multidimensional contingency tables. Censored observations are accommodated. Counts of failures of each type, and the amount of follow-up, are summarized in two arrays in which each cell denotes a distinct combination of failure type, time interval and covariate value. Maximum likelihood estimators for the parameters of the model are derived by iterative proportional fitting; the resulting estimates of the number of failures in each cell are used for goodness-of-fit tests. The principal advantages of this approach are its simple display of data, its computational ease for the fitting and comparison of models and its provision of explicit goodness-of-fit tests. Interpretation of the models is facilitated by reference to several alternative models for survivorship and competing risks. The basic model is extended to incorporate stochastic covariates whose values change during follow-up, and to accommodate quantitative covariates.