Vertical modeling: a pattern mixture approach for competing risks modeling

Abstract

We study an alternative approach for estimation in the competing risks framework, called vertical modeling. It is motivated by a decomposition of the joint distribution of time and cause of failure. The two elements of this decomposition are (1) the time of failure and (2) the cause of failure condition on time of failure. Both elements of the model are based on observable quantities, namely the total hazard and the relative cause-specific hazards. The model can be implemented using the standard software. The relative cause-specific hazards are flexibly estimated using multinomial logistic regression and smoothing splines. We show estimates of cumulative incidences from vertical modeling to be more efficient statistically than those obtained from the standard nonparametric model. We illustrate our methods using data of 8966 leukemia patients from the European Group for Blood and Marrow Transplantation.