Competing risks models can be used to compare the effect of risk factors fo
r different causes of death or subtypes of a disease. However, sometimes mo
re than one outcome classification is available and if two such classificat
ions are correlated, one may speculate whether differences in the effect of
a risk factor according to one classification simply may be an effect of d
ifferences according to the other correlated classification. We introduce i
n this paper the new concept of multivariate competing risks to test formal
ly such a hypothesis. Copyright (C) 1999 John Wiley & Sons, Ltd.