Per Kragh Andersen has a new paper available as a Department of Biostatistics, Copenhagen Research Report. He shows that the integral of the cumulative incidence function of a particular risk has an interpretation as the expected number of life years lost due to this cause, i.e.
It is argued that this is a more appropriate quantification of the effect of a cause-of-death than using a hypothetical estimate of life expectancy without a particular cause of death, which is reliant on an (untestable) assumption of independent competing risks.
Regression models based around expected "life years lost" are proposed using the pseudo-observations method.
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