Inference for competing risks based on area between curves statistics
Simon Mack, Marc Ditzhaus, Merle Munko, Markus Pauly
TL;DR
The paper addresses two-sample inference for cumulative incidence functions under competing risks when CIFs may cross. It shows that the previously proposed area-based test is not asymptotically normal and derives its true limit distribution, which depends on unknown quantities, then implements a wild bootstrap to obtain an asymptotically exact test. Through extensive simulations and a real-data EBMT example, the proposed wild bootstrap ABC test demonstrates favorable size control and power, especially for crossing CIFs, while offering a simple geometric interpretation and computational efficiency. These results provide a practical, robust method for assessing differences in CIFs between groups in the presence of competing risks.
Abstract
In competing risks models, cumulative incidence functions are commonly compared to infer differences between groups. Many existing inference methods, however, struggle when these functions cross during the time frame of interest. To address this problem, we investigate a test statistic based on the area between cumulative incidence functions. As the corresponding limiting distribution depends on quantities that are typically unknown, we propose a wild bootstrap approach to obtain a feasible and asymptotically valid two-sample test. The finite sample performance of the proposed method, in comparison with existing methods, is examined in an extensive simulation study.
