Skip to main content
Log in

Statistical methods for dependent competing risks

  • Published:
Lifetime Data Analysis Aims and scope Submit manuscript

Abstract

Many biological and medical studies have as a response of interest the time to occurrence of some event,X, such as the occurrence of cessation of smoking, conception, a particular symptom or disease, remission, relapse, death due to some specific disease, or simply death. Often it is impossible to measureX due to the occurrence of some other competing event, usually termed a competing risk. This competing event may be the withdrawal of the subject from the study (for whatever reason), death from some cause other than the one of interest, or any eventuality that precludes the main event of interest from occurring. Usually the assumption is made that all such censoring times and lifetimes are independent. In this case one uses either the Kaplan-Meier estimator or the Nelson-Aalen estimator to estimate the survival function. However, if the competing risk or censoring times are not independent ofX, then there is no generally acceptable way to estimate the survival function. There has been considerable work devoted to this problem of dependent competing risks scattered throughout the statistical literature in the past several years and this paper presents a survey of such work.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • O. Aalen, “Nonparametric Estimation of Partial Transition Probabilities in Multiple Decrement Models,”Annals of Statistics vol. 6 pp. 534–545, 1978.

    Google Scholar 

  • P. K. Andersen, O. Borgan, R. D. Gill, and N. Keiding,Statistical Models Based on Counting Processes, Springer-Verlag: New York, 1993.

    Google Scholar 

  • A. P. Basu and J. P. Klein, “Some Recent Results in Competing Risks Theory,” inSurvival Analysis (J. Crowley and R. A. Johnson, eds.), Hayward, California, 1982, pp. 216–229.

  • J. Benichou and M. H. Gail, “Estimates of Absolute Cause-Specific Risk in Cohort Studies,”Biometrics vol. 46 pp. 813–826, 1990.

    Google Scholar 

  • S. M. Berman, “Notes on Extreme Values, Competing Risks, and Semi-Markov Processes,”Annals of Mathematical Statistics vol. 34 pp. 1104–06, 1963.

    Google Scholar 

  • C. L. Chiang,Introduction to Stochastic Processes in Biostatistics, Wiley: New York, 1968.

    Google Scholar 

  • C. L. Chiang, “Competing Risks and Conditional Probabilities,”Biometrics vol. 26 pp. 767–776, 1970.

    Google Scholar 

  • D. G. Clayton, “A Model for Association on Bivariate Life Tables and Its Applications in Epidemiological Studies of Familial Tendency in Chronic Disease Incidence,”Biometrika vol. 65 pp. 141–151, 1978.

    Google Scholar 

  • D. R. Cox, “The Analysis of Exponentially Distributed Lifetimes with Two Types of Failure,”Journal of the Royal Statistical Society Series B vol. 21 pp. 411–421, 1959.

    Google Scholar 

  • D. R. Cox,Renewal Theory, Methuen: London, 1962.

    Google Scholar 

  • D. R. Cox, “Regression Models and Life Tables (with Discussion),”Journal of the Royal Statistical Society Series B vol. 34 pp. 187–202, 1972.

    Google Scholar 

  • D. R. Cox and D. Oakes,Analysis of Survival Data. Chapman and Hall: London, 1984.

    Google Scholar 

  • Crowder, M. “On the Identifiability Crisis in Competing Risks Analysis,”Scandinavian Journal of Statistics vol. 18 pp. 223–233, 1991.

    Google Scholar 

  • H. A. David and M. L. Moeschberger,The Theory of Competing Risks, Griffin: High Wycombe, 1978.

    Google Scholar 

  • J. J. Dignam, L. A. Weissfeld, and S. J. Anderson, “Methods for Bounding the Marginal Survival Distribution,” Technical Report-Methods #15. Department of Biostatistics, University of Pittsburgh, Pittsburgh, PA, 1994.

    Google Scholar 

  • L. Fisher and P. Kanarek, “Presenting Censored Survival Data When Censoring and Survival Times May Not be Independent,” inReliability and Biometry: Statistical Analysis of Lifelength (F. Proschan and R. Serfling, eds.), SIAM: Philadelphia, PA, 1974, pp. 303–326.

    Google Scholar 

  • M. Frechét, “Sur les tableaux de correlation dont les marges sonte données.”Annales de l'Université de Lyon, Section A, Series 3 Vol. 14, pp. 53–77, 1951.

    Google Scholar 

  • M. Gail, “A Review and Critique of Some Models Used in Competing Risk Analyses,”Biometrics vol. 31 pp. 209–222, 1975.

    Google Scholar 

  • J. J. Gaynor, E. J. Feuer, C. C. Tan, D. H. Wu, C. R. Little, D. J. Straus, B. D. Clarkson, and M. F. Brennan, “On the Use of Cause-Specific Failure and Conditional Failure Probabilities: Examples from Clinical Oncology Data,”Journal of the American Statistical Association vol. 88 pp. 400–409, 1993.

    Google Scholar 

  • R. J. Gray, “A Class ofk-Sample Tests for Comparing the Cumulative Incidence of a Competing Risk,”The Annals of Statistics vol. 16 no. 3 pp. 1141–1154, 1988.

    Google Scholar 

  • J. J. Heckman and B. E. Honore, “The Identifiability of the Competing Risks Model,”Biometrika vol. 76 no. 2 pp. 325–330, 1989.

    Google Scholar 

  • D. R. Hoover and F. M. Guess, “Response Linked Censoring: Modeling and Estimation,”Biometrika vol. 77 pp. 893–896, 1990.

    Google Scholar 

  • P. Hougaard, “A Class of Multivariate Failure Time Distributions,”Biometrika vol. 73 pp. 671–678, 1986.

    Google Scholar 

  • J. D. Kalbfleisch and R. L. Prentice,The Statistical Analysis of Failure Time Data Wiley: New York, 1980.

    Google Scholar 

  • E. L. Kaplan and P. Meier, “Nonparametric Estimation from Incomplete Observations,”Journal of the American Statistical Association vol. 53 pp. 457–481, 1958.

    Google Scholar 

  • A. W. Kimball, “Disease Incidence Estimation in Populations Subject to Multiple Causes of Death,”Bull. Int. Inst. Statist. vol. 36 pp. 103–204, 1958.

    Google Scholar 

  • A. W. Kimball, “Models for the Estimation of Competing Risks from Grouped Data,”Biometrics vol. 25 pp. 329–337, 1969.

    Google Scholar 

  • A. W. Kimball, “Model I vs. Model II in Competing Risk Theory,”Biometrics vol. 27 pp. 462–465, 1971.

    Google Scholar 

  • J. P. Klein and M. L. Moeschberger, “Asymptotic Bias of the Product Limit Estimator under Dependent Competing Risks,”Indian Journal of Productivity, Reliability and Quality Control vol. 9 pp. 1–7, 1984.

    Google Scholar 

  • J. P. Klein and M. L. Moeschberger, “Consequences of Assuming Independence in a Bivariate Exponential Series System,”IEEE Transactions on Reliability vol. R-35 pp. 330–335, 1986.

    Google Scholar 

  • J. P. Klein and M. L. Moeschberger, “Independent or Dependent Competing Risks: Does It Make a Difference?,”Communications in Statistics-Computation and Simulation vol. 16(2) pp. 507–533, 1987.

    Google Scholar 

  • J. P. Klein and M. L. Moeschberger, “Bounds on Net Survival Probabilities for Dependent Competing Risks,”Biometrics vol. 44 pp. 529–538, 1988.

    Google Scholar 

  • J. Klein, M. Moeschberger, Y. Li, and S. Wang, “Estimating Random Effects in the Framingham Heart Study,”Survival Analysis: State of the Art (J. P. Klein and P. K. Goel, eds.), Kluwer Academic Publishers: Boston, 1992, pp. 99–120.

    Google Scholar 

  • E. L. Korn and F. J. Dorey, “Applications of Crude Incidence Curves,”Statistics in Medicine vol. 11 pp. 813–829. 1992.

    Google Scholar 

  • S. W. Lagakos, “General Right-Censoring and Its Impact on the Analysis of Survival Data,”Biometrics vol. 35 pp. 139–156, 1979.

    Google Scholar 

  • S. W. Lagakos and J. S. Williams, “Models for Censored Survival Analysis: A Cone Class of Variable-Sum Models,”Biometrika vol. 65 pp. 181–189, 1978.

    Google Scholar 

  • W. A. Link, “A Model for Informative Censoring,”Journal of the American Statistical Association vol. 84 pp. 749–752, 1989.

    Google Scholar 

  • M. L. Moeschberger, “Life Tests Under Dependent Competing Causes of Failure,”Technometrics vol. 16 pp. 39–47, 1974.

    Google Scholar 

  • M. L. Moeschberger and J. P. Klein, “Consequences of Departures from Independence in Exponential Series Systems,”Technometrics vol. 26 pp. 277–284, 1984.

    Google Scholar 

  • W. Nelson, “Theory and Applications of Hazard Plotting for Censored Failure Data,”Technometrics vol. 14 pp. 945–966, 1972.

    Google Scholar 

  • D. Oakes, “A Concordance Test for Independence in the Presence of Censoring,”Biometrics vol. 38 pp. 451–455, 1982.

    Google Scholar 

  • M. S. Pepe, “Inference for Events with Dependent Risks in Multiple Endpoint Studies,”Journal of the American Statistical Association vol. 86 pp. 770–778, 1991.

    Google Scholar 

  • M. S. Pepe and M. Mori, “Kaplan-Meier, Marginal or Conditional Probability Curves in Summarizing Competing Risks Failure Time Data?”Statistics in Medicine vol. 12 pp. 737–751, 1993.

    Google Scholar 

  • A. V. Peterson, “Bounds for a Joint Distribution Function with Fixed Sub-Distribution Functions: Applications to Competing Risks,”Proceedings of the National Academy of Sciences vol. 73 pp. 11–13, 1976.

    Google Scholar 

  • R. L. Prentice, J. D. Kalbfleisch, A. V. Peterson, N. Flournoy, V. T. Farewell, and N. E. Breslow, “The Analysis of Failure Time Data in the Presence of Competing Risks,”Biometrics vol. 34 pp. 541–554, 1978.

    Google Scholar 

  • J. M. Robins, “Analytic Methods for Estimating HIV-Treatment and Cofactor Effects,” InMethodological Issues in AIDS Research (D. G. Ostrow and R. C. Kessler, eds.), Plenum: New York, 1993, pp. 213–290.

    Google Scholar 

  • J. M. Robins, “Estimation of the Time-Dependent Accelerated Failure Time Model in the Presence of Confounding Factors,”Biometrika vol. 79 pp. 321–34, 1992.

    Google Scholar 

  • E. Slud, “Nonparametric Identifiability of Marginal Survival Distributions in the Presence of Dependent Competing Risks and a Prognostic Covariate,” inSurvival Analysis: State of the Art (J. P. Klein and P. K. Goel, eds.), Kluwer Academic Publishers: Boston, 1992, pp. 355–368.

    Google Scholar 

  • E. V. Slud and D. Byar, “How Dependent Causes of Death can Make Risk Factors Appear Protective,”Biometrics vol. 44 pp. 265–269, 1988.

    Google Scholar 

  • E. V. Slud, D. Byar, and A. Schatzkin, “Dependent Competing Risks and the Latent-Failure Model,”Biometrics vol. 44 pp. 1203–1205, 1988.

    Google Scholar 

  • E. V. Slud and L. V. Rubinstein, “Dependent Competing Risks and Summary Survival Curves,”Biometrika vol. 70 pp. 643–649, 1983.

    Google Scholar 

  • A. Tsiatis, “A Nonidentifiability Aspect of the Problem of Competing Risks,”Proceedings of the National Academy of Sciences USA, vol. 72 pp. 20–22, 1975.

    Google Scholar 

  • J. S. Williams and S. W. Lagakos, “Models for Censored Survival Analysis: Constant-Sum and Variable-Sum Models,”Biometrika vol. 64 pp. 215–224, 1977.

    Google Scholar 

  • M. Zheng and J. P. Klein, “Estimates of Marginal Survival for Dependent Competing Risks Based on an Assumed Copula,”Biometrika vol. 82, pp. 127–138, 1995.

    Google Scholar 

  • M. Zheng and J. P. Klein. “A Self-Consistent Estimator of Marginal Survival Functions Based on Dependent Competing Risk Data and an Assumed Copula,”Communication in Statistics-Theory and Methods vol. 23(8), pp. 2299–2311, 1994a.

    Google Scholar 

  • M. Zheng and J. P. Klein, “Identifiability and Estimation of Marginal Survival Functions for Dependent Competing Risks Assuming the Copula is Known,”1994 International Research Conference on Lifetime Data Models in Reliability and Survival Analysis, Boston, 1994b.

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Moeschberger, M.L., Klein, J.P. Statistical methods for dependent competing risks. Lifetime Data Anal 1, 195–204 (1995). https://doi.org/10.1007/BF00985770

Download citation

  • Received:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF00985770

Keywords

Navigation