For the analysis of competing risks data, three different types of hazard functions have been considered in the literature, namely the cause-specific hazard, the sub-distribution hazard, and the marginal hazard function. Accordingly, medical researchers can fit three different types of the Cox model to estimate the effect of covariates on each of the hazard function. Many authors studied the difference between the cause-specific hazard and the sub-distribution hazard. Comparative studies including the marginal hazard function do not exist due to the difficulties related to non-identifiability. In this paper, we adopt an assumed copula model to deal with the model identifiability issue, making it possible to establish a relationship between the sub-distribution hazard and the marginal hazard function.
We develop a model diagnostic tool for comparing the subhazard and marginal hazard models. We then extend our comparative analysis to clustered competing risks data that are frequently used in medical studies. To facilitate the numerical comparison, we implement the computing algorithm for marginal Cox regression with clustered competing risks data in the R joint.Cox package and check its performance via simulations. For illustration, we analyze two survival datasets from lung cancer and bladder cancer patients. This is joint work with Shih Jia-Han, Il-Do Ha, and Ralf Wilke.