Cause‐Specific Cumulative Incidence Estimation and the Fine and Gray Model Under Both Left Truncation and Right Censoring

Summary The standard estimator for the cause-specific cumulative incidence function in a competing risks setting with left truncated and/or right censored data can be written in two alternative forms. One is a weighted empirical cumulative distribution function and the other a product-limit estimator. This equivalence suggests an alternative view of the analysis of time-to-event data with left truncation and right censoring: individuals who are still at risk or experienced an earlier competing event receive weights from the censoring and truncation mechanisms. As a consequence, inference on the cumulative scale can be performed using weighted versions of standard procedures. This holds for estimation of the cause-specific cumulative incidence function as well as for estimation of the regression parameters in the Fine and Gray proportional subdistribution hazards model. We show that, with the appropriate filtration, a martingale property holds that allows deriving asymptotic results for the proportional subdistribution hazards model in the same way as for the standard Cox proportional hazards model. Estimation of the cause-specific cumulative incidence function and regression on the subdistribution hazard can be performed using standard software for survival analysis if the software allows for inclusion of time-dependent weights. We show the implementation in the R statistical package. The proportional subdistribution hazards model is used to investigate the effect of calendar period as a deterministic external time varying covariate, which can be seen as a special case of left truncation, on AIDS related and non-AIDS related cumulative mortality.