Fine-Gray Competing Risks Model
The Fine-Gray model is a semiparametric regression method for survival data in which two or more mutually exclusive event types compete to occur first. Proposed by Fine and Gray in 1999, it models the subdistribution hazard of each event type directly, allowing covariates to be linked to the cumulative incidence function (CIF) — the quantity that actually answers 'what is the probability of experiencing event type k by time t?'. It corrects the well-known shortcoming of standard Cox regression, which ignores competing events and thereby overestimates cause-specific probabilities.
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- Fine, J.P. & Gray, R.J. (1999). A Proportional Hazards Model for the Subdistribution of a Competing Risk. Journal of the American Statistical Association, 94(446), 496–509. · DOI 10.1080/01621459.1999.10474144
- Austin, P.C. et al. (2016). Introduction to the Analysis of Survival Data in the Presence of Competing Risks. Circulation, 133(6), 601–609. · DOI 10.1161/CIRCULATIONAHA.115.017719
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