Affiliation:
1. Department of Mathematics Tamkang University New Taipei Taiwan
2. Institute of Statistical Science Academia Sinica Taipei Taiwan
Abstract
Analysis of competing risks data has been an important topic in survival analysis due to the need to account for the dependence among the competing events. Also, event times are often recorded on discrete time scales, rendering the models tailored for discrete‐time nature useful in the practice of survival analysis. In this work, we focus on regression analysis with discrete‐time competing risks data, and consider the errors‐in‐variables issue where the covariates are prone to measurement errors. Viewing the true covariate value as a parameter, we develop the conditional score methods for various discrete‐time competing risks models, including the cause‐specific and subdistribution hazards models that have been popular in competing risks data analysis. The proposed estimators can be implemented by efficient computation algorithms, and the associated large sample theories can be simply obtained. Simulation results show satisfactory finite sample performances, and the application with the competing risks data from the scleroderma lung study reveals the utility of the proposed methods.