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Competing risks Kalbfleisch & Prentice method

Hi Eleni,

I would like to take a look at your R function for obtaining the cumulative
incidence function (CIF) from individual Cox models for cause-specific
hazards (CSH).  Does your code predict the CIF (with pointwise confidence
intervals and global confidence bands) for different sub-groups?  Have you
seen the paper by Cheng, Fine, and Wei (Biometrics 1998) that does this? 

A major advantage of the F&G model is that you can get a direct, numerical
measure of the effect of a covariate on the CIF.  This cannot be obtained by
modeling all the CSHs and then combining them.  The idiosyncratic assumption
concerning risk set in F&G model is made mainly for mathematical purposes so
that a proportional hazards form may be obtained for the CIF.  You can test
this assumption by plotting schonefeld-type residuals (this is available in
cmprsk).  Fine (Biostatistics 2006) provides a different approach that
relaxes this assumption (it also uses a different estimation approach), but
I don't know if there is an R implementation for that.

Thanks,
Ravi.
 
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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:  http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html

 

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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Eleni Rapsomaniki
Sent: Thursday, March 26, 2009 10:18 AM
To: Arthur Allignol
Cc: r-help at r-project.org
Subject: Re: [R] Competing risks Kalbfleisch & Prentice method

Thank you for your reply.

It wasn't too hard to code actually, which is probably why it doesn't have a
special package dedicated to it. The results are almost identical to Fine &
Gray regression model. The problem with the latter is that my colleagues are
not convinced that the model assumptions (people who die from competing
causes remaining in the risk set) are theoretically sound. 

If anybody is interested in the Kalbfleisch & Prentice based cumulative
incidence adjusting for competing risks with covariates, I'm happy to supply
the code.

Eleni Rapsomaniki
 
Research Associate
Tel:     +44 (0) 1223 740273
Strangeways Research Laboratory
Department of Public Health and Primary Care University of Cambridge
 

-----Original Message-----
From: Arthur Allignol [mailto:arthur.allignol at fdm.uni-freiburg.de]
Sent: 26 March 2009 10:36
To: Eleni Rapsomaniki
Cc: r-help at r-project.org
Subject: Re: [R] Competing risks Kalbfleisch & Prentice method

I don't think there is a package to do that.

But you could have a look at ?predict.crr.

Best regards,
Arthur Allignol
Eleni Rapsomaniki wrote:
(1980,
incidence
&
{hazard_k(u;x)*S(u;x)}
commonly
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