Cause-specific hazard and cumulative incidence
The cause-specific hazard is the instantaneous rate of an event among people who have not yet had any of the events. The cumulative incidence is the probability of having had that event by time t, and depends on every hazard.
F1(t) = ∫0t S(u) h1(u) du, S(t) = e−H1(t) − H2(t)
F1(t) = h1/(h1+h2) · [1 − e−(h1+h2)t]
Look for: a curve that levels off at h₁/(h₁+h₂) rather than approaching 1.
Why one minus Kaplan-Meier overstates risk
Censoring the competing event estimates risk in a population where it cannot happen. This biases incidence upward whether or not the events are independent. In a heart failure case study, five-year cardiovascular death was 43.0% by one minus Kaplan-Meier and 36.8% by cumulative incidence.
Look for: event-specific risks that add up to more than the all-event risk, or even more than 1.
Censoring is not a competing event
A censored patient could still have the event later, which is why independent censoring can be assumed. A patient who has had a competing event cannot.
Look for: whether the person can still have the event after leaving observation.
Two regression models, two questions
A cause-specific hazard model (Cox, competing events censored) describes the rate among people still free of all events. The Fine and Gray subdistribution model keeps people with a competing event in the risk set and describes the effect on cumulative incidence. In heart failure data, cancer had a cause-specific hazard ratio of 0.96 for cardiac death but a subdistribution hazard ratio of 0.82.
Look for: a decision model that tracks people through states needs cause-specific hazards.
Probabilities over a period
Evidence often arrives as probabilities rather than rates. Converting them one exit at a time fails with three transitions: in a heart transplant example it projected 23 people still waiting at three years against an observed 9. The ISPOR-SMDM report suggests estimating the probability of death first and then a conditional distribution of causes, when cause of death matters.
Look for: exit probabilities derived jointly, not one at a time.
Competing risks in discrete event simulation
Either sample a time for each possible event and take the earliest, or sample one time to the next event and then its type. The first is easier to fit to data; the second estimates timing jointly and is preferred by the ISPOR-SMDM report where feasible. Degeling and colleagues recommend time first, type second, though in their case study the choice did not change outcomes substantially.
Look for: how the next event, and its type, are chosen.
The core ruleA hazard rate no longer fixes risk on its own. The probability of each event depends on every competing hazard, and the probabilities of all mutually exclusive events must add up to the probability of having had any event.