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Competing Risks and Time-Dependent Covariates

โœ Scribed by Giuliana Cortese; Per K. Andersen


Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
557 KB
Volume
52
Category
Article
ISSN
0323-3847

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๐Ÿ“œ SIMILAR VOLUMES


A Note on Including Time-dependent Covar
โœ A. Latouche; R. Porcher; S. Chevret ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 130 KB ๐Ÿ‘ 1 views

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

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In the competing risks set up with two dependent competing risks let F(z, y) be the joint probability distribution of (X, Y), the notional times to failure under the two risks. Actual independent obaervations are ( T i , & ) , i=l, 2, ..., n where Tf=min(Xi, Yi) and & = I ( X c a Y f ) . To test Ho: