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Competing risks and cumulative incidence — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Competing risks and cumulative incidence
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Conditional Distributions and Regular Conditional Probability
- Conditional Expectation
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Estimators and Randomized Procedures
- Event observation, censoring, truncation
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Independence Borel Cantelli and Zero One Laws
- Infinite Product Measures and Kolmogorov Extension
- Lebesgue-Stieltjes Measures and Distribution Functions
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Markov Kernels and Markov Chains
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Nelson–Aalen, Kaplan–Meier, Greenwood
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Probability Spaces Random Variables and Expectation
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Standard-Borel Real Codings and Determining Classes
- Statistical Experiments, Models and Identifiability
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Laws and Series of Independent Random Variables
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
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.
Competing-risk data, cause-specific hazard measures, and cumulative incidence: is obtained by mapping latent cause times to their unique minimum and its cause.
Parametric statistical models: a model is a parameter map of sampling laws.
Observational equivalence: and are observationally equivalent exactly when .
Estimands on a statistical model: an estimand is a specified function of the model parameter.
Identifiability of an estimand: an estimand is identifiable only if equal sampling laws imply equal target values.
Counterexample
Use two causes and parameter set . Under , give mass at and mass at . Under , give it mass at and mass at . Each law has finite positive times and no simultaneous first causes. The sampling law is the pushforward under , where and is the unique minimizing cause.
Let be the full joint law of under parameter . This is an estimand by [F4]. The two laws specified above differ: under , , while under , .
Under either parameter, the first event is at time . The outcome has probability from the atom with , and has probability from the atom with ; no other observed pair occurs. Thus the two pushforward sampling laws are equal, so the parameters are observationally equivalent by [F2]–[F3].
Step 1.1 gives , 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.
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 . Remaining event-free subjects are censored at . At time , 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 , 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 and 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.
Competing-risk data, cause-specific hazard measures, and cumulative incidence: the observed cause- cumulative incidence is .
Aalen–Johansen cumulative-incidence estimator: at an event time , the cause- increment is and all-cause survival is multiplied by .
Event-time observation, censoring, and truncation schemes: under right censoring, and ; an event tied with censoring is counted as an event.
Nelson–Aalen, Kaplan–Meier, and Greenwood estimators: the single-event Kaplan–Meier product multiplies over event times, with tied event counts grouped in the risk set.
Verification
At time , both groups have and . The low-CV group has , so and . The high-CV group has , so and .
At time , the low-CV risk count is and , giving increment and . The high-CV risk count is and , giving increment and . Thus higher cardiovascular mortality lowers the observed cancer cumulative incidence even though both groups have cause-1 event fractions at each event time.
If cause-2 deaths are instead recoded as censorings for the cause-1 Kaplan–Meier calculation, the low-CV product is , and the high-CV product is . Both complements are , which differs from both observed cause-1 incidences, and . The cause-specific product-limit complement therefore does not equal the observed cause-specific cumulative incidence in these records.
Sources
- Lu Tian and Richard Olshen, Competing Risk and Alternatives to Cox Model, Stanford University STAT331, slide 3
- Janne Pitkäniemi and Esa Läärä, Survival analysis with competing risks, Statistical Practice in Epidemiology using R, University of Tartu, slides 13–24
- Peter C. Austin, D. S. Lee, and Jason P. Fine, Introduction to the Analysis of Survival Data in the Presence of Competing Risks, Circulation 133(6) (2016), pp. 601–609
- Lu Tian and Richard Olshen, Competing Risk and Alternatives to Cox Model, Stanford University STAT331, slides 6–8, 12