Revisiting the cumulative incidence function with competing risks data

We consider estimation of the cumulative incidence function (CIF) in the competing risks Cox model. We study three methods. Methods 1 and 2 are existing methods while method 3 is a newly proposed method. Method 3 is constructed so that the sum of the CIF’s across all event types at the last observed event time is guaranteed, assuming no ties, to be equal to 1. The performance of the methods is examined via simulation, and they are illustrated on data from the field of computer code comprehension. The newly proposed method 3 exhibits performance comparable to that of methods 1 and 2 in terms of bias and variance, and better than that of Methods 1 and 2 in terms of confidence interval coverage rates.