[R] Likelihood ratio test for competing risks regression

From: Brant Inman <brant.inman_at_gmail.com>
Date: Mon, 4 Feb 2008 00:12:10 -0600

I have a question regarding the crr function of the cmprsk package for performing competing risks regression. Specifically, I was wondering if the standard likelihood ratio test for a categorical covariate applies. For example:

# Make up a fake example using the PBC dataset in the survival package


stage2 <- ifelse(stage==2, 1, 0)
stage3 <- ifelse(stage==3, 1, 0)
stage4 <- ifelse(stage==4, 1, 0)

newstatus <- ifelse(status==1, 1, ifelse(status==0 & trt==1, 2, 0))

fit1 <- crr(ftime=time, fstatus=newstatus, cencode=0, failcode=1,   cov1=(cbind(age, stage2, stage3, stage4))) fit1
fit2 <- crr(ftime=time, fstatus=newstatus, cencode=0, failcode=1,   cov1=(cbind(age)))

1 - pchisq(2*(fit1$loglik - fit2$loglik), df=3)

If I was interested in the overall impact of "stage" as a predictor in the fake model in fit1 (stage being represented by the 3 dummy variables stage2, stage3 and stage4), would the LR test calculated in the last line of code be valid? Given the pseudolikelihood used in the crr fit, I am not sure if this is a valid statistical test.

Thanks for any comments in advance,

Brant Inman
Mayo Clinic

> sessionInfo()
R version 2.6.1 (2007-11-26)
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252 attached base packages:
[1] splines grid stats graphics grDevices utils datasets
[8] methods base
other attached packages:
[1] cmprsk_2.1-7 mitools_1.0 lme4_0.99875-9
[4] Matrix_0.999375-3 nlme_3.1-86 latticeExtra_0.3-1
[7] RColorBrewer_1.0-2 survival_2.34 MASS_7.2-39
[10] foreign_0.8-23 RGraphics_1.0-6 lattice_0.17-4
loaded via a namespace (and not attached):
[1] rcompgen_0.1-17

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