In failure time studies involving a chronic disease such as cancer, several
competing causes of mortality may be operating. Commonly, the conventional
statistical technique of Kaplan-Meier, which is only meaningfully interpre
ted by assuming independence of failure types and the censoring mechanism,
is employed in clinical research involving competing risks data. Some autho
rs have advocated the use of a cause-specific cumulative incidence function
which takes into account the existence of other events within a competing
risks framework, without making any assumption about independence. Lunn and
McNeil have proposed an approach based on an extension of the Cox proporti
onal hazards regression, which enables direct comparisons between failure t
ypes. We have extended this approach to estimate cause-specific cumulative
incidence. As it is often not easy to follow competing risks methodology in
the literature, this paper sets out systematically the assumptions made an
d the steps taken to implement four different methods of analysing competin
g risks data using cumulative incidence rates or the Kaplan-Meier estimates
of cause-specific failure probabilities. The data obtained from a randomiz
ed trial of patients with osteosarcoma were used to compare these four appr
oaches. As illustrated using the osteosarcoma data, the estimates of the cl
assical Kaplan-Meier methods have larger numerical values than the cause-sp
ecific cumulative incidence. On the other hand, estimates of the cause-spec
ific cumulative incidence rates from the conventional method and the modifi
ed Cox method are highly comparable. Copyright (C) 2001 John Wiley & Sons,
Ltd.