Competing risks and time-dependent covariates

Cortese and Andersen have a paper available as a research report from the Department of Biostatistics, University of Copenhagen. This concerns the problem of prediction in competing risks models where there are internal time-dependent covariates, meaning the trajectory of the covariate is not predictable, nor is it independent of the development of the disease/mortality process. The authors focus on the case where the time-dependent covariate is binary, and once it has value 1, cannot revert to value 0. They investigate three approaches. The first expands the state space of the competing risks model, having two alive states: 'alive and cov=0' and 'alive and cov=1' and applies standard methods based on Nelson-Aalen and Aalen-Johansen estimators. The two other methods are based on landmarking.

Update: This paper is now published in Biometrical Journal.