Weighted NPMLE for the Subdistribution of a Competing Risk

J Am Stat Assoc. 2019;114(525):259-270. doi: 10.1080/01621459.2017.1401540. Epub 2018 Jul 9.


Direct regression modeling of the subdistribution has become popular for analyzing data with multiple, competing event types. All general approaches so far are based on non-likelihood based procedures and target covariate effects on the subdistribution. We introduce a novel weighted likelihood function that allows for a direct extension of the Fine-Gray model to a broad class of semiparametric regression models. The model accommodates time-dependent covariate effects on the subdistribution hazard. To motivate the proposed likelihood method, we derive standard nonparametric estimators and discuss a new interpretation based on pseudo risk sets. We establish consistency and asymptotic normality of the estimators and propose a sandwich estimator of the variance. In comprehensive simulation studies we demonstrate the solid performance of the weighted NPMLE in the presence of independent right censoring. We provide an application to a very large bone marrow transplant dataset, thereby illustrating its practical utility.

Keywords: Fine-Gray model; cumulative incidence function; nonparametric maximum likelihood estimation; semiparametric transformation models; time-varying covariates.