Thursday, 6 January 2011

Analyzing Competing Risk Data Using the R timereg Package

The first paper in the special issue of Journal of Statistical Software is by Thomas Scheike and Mei-Jie Zhang and illustrates the use of the R package timereg to fit the flexible direct binomial regression based competing risks models proposed by Scheike et al, Biometrika 2008. These models, which rely on inverse probability of censoring weights allow both proportional and additive models for the cumulative incidence functions. In particular, this offers a goodness-of-fit test for the Fine-Gray model, testing for time dependence in the covariate effects on the subdistribution hazard.
timereg offers some interesting functionality, for instance confidence bands on the cumulative incidence functions can be computed (albeit via bootstrap resampling).

The package timereg has other very useful functions not directly featured in the paper. In particular, it can fit Aalen additive hazard models which have yet to be used much for modelling transition intensities for multi-state models (Shu & Klein, Biometrika 2005 being the exception).

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