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Competing risks and cumulative incidence — Examples

1 · Prerequisites

2 · Summary

The finite counterexample exhibits distinct latent joint failure-time laws with the same observed first-time/cause law. The two-group mortality example computes all-cause risk-set updates and cause-specific product limits exactly; it shows how higher competing mortality lowers observed cancer incidence while the competing-cause-as-censoring complement remains a different quantity.

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

CounterexampleConstruction: AI-generatedVerification: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

The observed first time and cause do not identify the latent joint failure-time law

Statement refuted

Without restrictions on the joint law of the latent cause-specific times, the law of the observed first time and cause uniquely determines that latent joint law.

Facts & Assumptions

Given: A parametric model whose parameter is the full joint law of two latent cause-specific event times and whose observation is only the first time and its cause. Refute identifiability of the latent joint law.

[F1]

Competing-risk data, cause-specific hazard measures, and cumulative incidence: (T,D) is obtained by mapping latent cause times to their unique minimum and its cause.

[F2]

Parametric statistical models: a model is a parameter map θ↦Pθ of sampling laws.

[F3]

Observational equivalence: θ and η are observationally equivalent exactly when Pθ=Pη.

[F4]

Estimands on a statistical model: an estimand is a specified function of the model parameter.

[F5]

Identifiability of an estimand: an estimand is identifiable only if equal sampling laws imply equal target values.

Counterexample

Use two causes and parameter set Θ={0,1}. Under θ=0, give (T1,T2) mass 1/2 at (1,2) and mass 1/2 at (2,1). Under θ=1, give it mass 1/2 at (1,3) and mass 1/2 at (3,1). Each law has finite positive times and no simultaneous first causes. The sampling law is the pushforward under (T1,T2)↦(T,D), where T=min⁡(T1,T2) and D is the unique minimizing cause.

1.1givenF4algebra

Let ψ(θ) be the full joint law of (T1,T2) under parameter θ. This is an estimand by [F4]. The two laws specified above differ: under θ=0, P(T2=2)=1/2, while under θ=1, P(T2=2)=0.

1.2givenF1F2F3algebra

Under either parameter, the first event is at time 1. The outcome (T,D)=(1,1) has probability 1/2 from the atom with T1=1, and (T,D)=(1,2) has probability 1/2 from the atom with T2=1; no other observed pair occurs. Thus the two pushforward sampling laws are equal, so the parameters are observationally equivalent by [F2]–[F3].

2.1step 1.1step 1.2F5∎

Step 1.1 gives ψ(0)≠ψ(1), while step 1.2 gives equal sampling laws. This violates the defining implication in [F5], so the latent joint law is not identifiable from the observed first time and cause.

ExampleConstruction: AI-generatedVerification: AI-generatedprecheck passOpen item page →

Higher competing mortality lowers incidence in a two-time table

Example

Cause 1 is cancer death and cause 2 is cardiovascular death. Consider two exact groups of 16 right-censored records, with follow-up through time 2. Remaining event-free subjects are censored at 2. At time 1, the low-CV group has 4 cancer deaths and 4 cardiovascular deaths; the high-CV group has 4 cancer deaths and 8 cardiovascular deaths. At time 2, the corresponding risk sets and cancer deaths are 8 and 2 in the low-CV group, and 4 and 1 in the high-CV group. Events from different causes at the same time are grouped in the common risk-set update.

Facts & Assumptions

Given: Both groups have 16 subjects; events are observed at times 1 and 2 with the risk and cause counts stated above. Compute the cause-1 Aalen–Johansen incidence and compare it with the complement of the cause-specific Kaplan–Meier product that treats cause 2 as censored.

[F1]

Competing-risk data, cause-specific hazard measures, and cumulative incidence: the observed cause-k cumulative incidence is Fk(t)=P(T≤t,D=k).

[F2]

Aalen–Johansen cumulative-incidence estimator: at an event time u, the cause-k increment is S^(u−) ΔNk(u)/Y(u) and all-cause survival is multiplied by 1−ΔN(u)/Y(u).

[F3]

Event-time observation, censoring, and truncation schemes: under right censoring, U=min⁡(T,C) and δ=1{T≤C}; an event tied with censoring is counted as an event.

[F4]

Nelson–Aalen, Kaplan–Meier, and Greenwood estimators: the single-event Kaplan–Meier product multiplies 1−ΔN(u)/Y(u) over event times, with tied event counts grouped in the risk set.

Verification

1.1F2givenalgebra

At time 1, both groups have Y(1)=16 and ΔN1(1)=4. The low-CV group has ΔN(1)=8, so S^(1)=1−8/16=1/2 and F^1(1)=4/16=1/4. The high-CV group has ΔN(1)=12, so S^(1)=1−12/16=1/4 and F^1(1)=4/16=1/4.

2.1F1step 1.1F2givenalgebra

At time 2, the low-CV risk count is 8 and ΔN1(2)=2, giving increment (1/2)(2/8)=1/8 and F^1(2)=1/4+1/8=3/8. The high-CV risk count is 4 and ΔN1(2)=1, giving increment (1/4)(1/4)=1/16 and F^1(2)=1/4+1/16=5/16. Thus higher cardiovascular mortality lowers the observed cancer cumulative incidence even though both groups have cause-1 event fractions 1/4 at each event time.

3.1F1F3F4step 2.1givenalgebra∎

If cause-2 deaths are instead recoded as censorings for the cause-1 Kaplan–Meier calculation, the low-CV product is (1−4/16)(1−2/8)=(3/4)2=9/16, and the high-CV product is (1−4/16)(1−1/4)=(3/4)2=9/16. Both complements are 7/16, which differs from both observed cause-1 incidences, 3/8 and 5/16. The cause-specific product-limit complement therefore does not equal the observed cause-specific cumulative incidence in these records.

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