Ravi's last note finished with
> I am wondering why Terry Therneau's "survival" package doesn't
> have this option.
The short answer is that there are only so many hours in a day.
I've recently moved the code base from an internal Mayo repository
to R-forge,
one long term goal with this is to broaden the developer base to n>2
(me and
Thomas Lumley).
A longer statistical answer:
I'm not sure if the "this" of Ravi's question is a. smoothed
hazards, b. the
K&P cumulative incidence or c. the Fine & Gray model.
b. I like the CI model and am using it more. We also have local
code. The
latest version of survival (on rforge, likely in the next default R
release) has
added simple CI curves to the survfit function. Adding code for
survfit on Cox
models is on the todo list. But -- this release also fixes up
survfit.coxph to
handle weighted Cox models and that was on my list for approx 10
years, i.e.,
don't hold your breath. I don't release something until it also has
a set of
worked out test cases to add to the 'tests' directory.
a. smoothed hazards. For the case at hand I don't see any
particular
advantage of this. On the other hand, I often would like to display
hazard
functions instead of CI functions for Cox models; with time dependent
covariates
I don't think a survival curve makes sense. But I haven't had the
time to think
through exactly which methods should be added.
c. Fine & Gray model, i.e., where covariates have a direct
influence on the
competing risk. I find the model completely untenable from a
biologic point of
view, so have no interest in adding it. (Due to finite time,
everything in the
survival package is code that I needed for an analysis; medical
research is what
pays my salary.) Assume that I have competing processes/risks, say
progression
of a tumor and heart disease; I expect that the tumor process pays
no attention
whatsoever to what is going on in the heart. But this is necessary
if
"type=squamous" is modeled as an absolute beta=__ increase in the CI
for cancer.
The squamous cells need to "step up the pace" of invasion if heart
failure
threatens, like jockeys in a horse race.
Terry T.