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A Note on Including Time‐dependent Covariate in Regression Model for Competing Risks Data
Author(s) -
Latouche A.,
Porcher R.,
Chevret S.
Publication year - 2005
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.200410152
Subject(s) - covariate , econometrics , regression analysis , context (archaeology) , computer science , cumulative incidence , statistics , regression , mathematics , geography , cohort , archaeology
Recently, regression analysis of the cumulative incidence function has gained interest in competing risks data analysis, through the model proposed by Fine and Gray (JASA 1999; 94 : 496–509). In this note, we point out that inclusion of time‐dependent covariates in this model can lead to serious bias. We illustrate the problems arising in such a context, using bone marrow transplant data as a working example and numerical simulations. Practical advices are given, preventing the misuse of this model. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)